VistaREIT (Philippines) Market Value
| VREIT Stock | 1.85 0.02 1.09% |
| Symbol | VistaREIT |
VistaREIT 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to VistaREIT's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of VistaREIT.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in VistaREIT on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding VistaREIT or generate 0.0% return on investment in VistaREIT over 30 days. VistaREIT is related to or competes with Apex Mining, Security Bank, Pacificonline Systems, Bank of the, and Semirara Mining. More
VistaREIT Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure VistaREIT's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess VistaREIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.14 |
VistaREIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VistaREIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VistaREIT's standard deviation. In reality, there are many statistical measures that can use VistaREIT historical prices to predict the future VistaREIT's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.0881 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (6.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VistaREIT's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
VistaREIT Backtested Returns
Currently, VistaREIT is slightly risky. VistaREIT owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for VistaREIT, which you can use to evaluate the volatility of the company. Please validate VistaREIT's Semi Deviation of 0.5558, coefficient of variation of 768.53, and Risk Adjusted Performance of 0.099 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. VistaREIT has a performance score of 11 on a scale of 0 to 100. The entity has a beta of -0.0134, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VistaREIT are expected to decrease at a much lower rate. During the bear market, VistaREIT is likely to outperform the market. VistaREIT right now has a risk of 0.77%. Please validate VistaREIT downside variance, as well as the relationship between the accumulation distribution and price action indicator , to decide if VistaREIT will be following its existing price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
VistaREIT has weak reverse predictability. Overlapping area represents the amount of predictability between VistaREIT time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VistaREIT price movement. The serial correlation of -0.23 indicates that over 23.0% of current VistaREIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VistaREIT lagged returns against current returns
Autocorrelation, which is VistaREIT stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting VistaREIT's stock expected returns. We can calculate the autocorrelation of VistaREIT returns to help us make a trade decision. For example, suppose you find that VistaREIT has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
VistaREIT regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If VistaREIT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VistaREIT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VistaREIT stock over time.
Current vs Lagged Prices |
| Timeline |
VistaREIT Lagged Returns
When evaluating VistaREIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VistaREIT stock have on its future price. VistaREIT autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, VistaREIT autocorrelation shows the relationship between VistaREIT stock current value and its past values and can show if there is a momentum factor associated with investing in VistaREIT.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for VistaREIT Stock Analysis
When running VistaREIT's price analysis, check to measure VistaREIT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VistaREIT is operating at the current time. Most of VistaREIT's value examination focuses on studying past and present price action to predict the probability of VistaREIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VistaREIT's price. Additionally, you may evaluate how the addition of VistaREIT to your portfolios can decrease your overall portfolio volatility.