Acadia Realty (Germany) Market Value
| WX1 Stock | EUR 23.00 0.20 0.86% |
| Symbol | Acadia |
Acadia Realty '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 Acadia Realty'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 Acadia Realty.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Acadia Realty on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Realty Trust or generate 0.0% return on investment in Acadia Realty over 30 days. Acadia Realty is related to or competes with Simon Property, Realty Income, Link Real, Kimco Realty, Range Resources, Klpierre, and Brixmor Property. Acadia Realty Trust is an equity real estate investment trust focused on delivering long-term, profitable growth via its... More
Acadia Realty 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 Acadia Realty'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 Acadia Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.1588 | |||
| Maximum Drawdown | 6.22 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.96 |
Acadia Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Realty's standard deviation. In reality, there are many statistical measures that can use Acadia Realty historical prices to predict the future Acadia Realty's volatility.| Risk Adjusted Performance | 0.1508 | |||
| Jensen Alpha | 0.1959 | |||
| Total Risk Alpha | 0.1752 | |||
| Sortino Ratio | 0.1412 | |||
| Treynor Ratio | 0.382 |
Acadia Realty Trust Backtested Returns
Acadia Realty appears to be very steady, given 3 months investment horizon. Acadia Realty Trust secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Acadia Realty Trust, which you can use to evaluate the volatility of the firm. Please makes use of Acadia Realty's risk adjusted performance of 0.1508, and Mean Deviation of 0.9398 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acadia Realty holds a performance score of 13. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acadia Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acadia Realty is expected to be smaller as well. Please check Acadia Realty's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Acadia Realty's price patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Acadia Realty Trust has weak predictability. Overlapping area represents the amount of predictability between Acadia Realty time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Acadia Realty Trust price movement. The serial correlation of 0.23 indicates that over 23.0% of current Acadia Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Acadia Realty Trust lagged returns against current returns
Autocorrelation, which is Acadia Realty 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 Acadia Realty's stock expected returns. We can calculate the autocorrelation of Acadia Realty returns to help us make a trade decision. For example, suppose you find that Acadia Realty 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 |
Acadia Realty 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 Acadia Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Realty Lagged Returns
When evaluating Acadia Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Realty stock have on its future price. Acadia Realty 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, Acadia Realty autocorrelation shows the relationship between Acadia Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Acadia Stock
When determining whether Acadia Realty Trust is a strong investment it is important to analyze Acadia Realty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Acadia Realty's future performance. For an informed investment choice regarding Acadia Stock, refer to the following important reports:Check out Acadia Realty Correlation, Acadia Realty Volatility and Acadia Realty Alpha and Beta module to complement your research on Acadia Realty. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Acadia Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.