Rreef Property Trust Fund Market Value
| ZRPTUX Fund | 13.32 0.06 0.45% |
| Symbol | Rreef |
Please note, there is a significant difference between Rreef Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rreef Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rreef Property's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rreef Property '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 Rreef Property's fund 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 Rreef Property.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Rreef Property on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Rreef Property Trust or generate 0.0% return on investment in Rreef Property over 60 days. Rreef Property is related to or competes with Upright Growth, Rational Defensive, T Rowe, Qs Defensive, Artisan Small, Smallcap Growth, and Mid Cap. Rreef Property is entity of United States More
Rreef Property 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 Rreef Property's fund 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 Rreef Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 1.27 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.0752 |
Rreef Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rreef Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rreef Property's standard deviation. In reality, there are many statistical measures that can use Rreef Property historical prices to predict the future Rreef Property's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (1.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rreef Property'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.
Rreef Property Trust Backtested Returns
Rreef Property Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.0403, which implies the entity had a -0.0403% return per unit of risk over the last 3 months. Rreef Property Trust exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rreef Property's Risk Adjusted Performance of (0.07), variance of 0.0297, and Coefficient Of Variation of (2,211) to confirm the risk estimate we provide. The fund holds a Beta of 0.0123, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rreef Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rreef Property is expected to be smaller as well.
Auto-correlation | -0.83 |
Excellent reverse predictability
Rreef Property Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between Rreef Property time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rreef Property Trust price movement. The serial correlation of -0.83 indicates that around 83.0% of current Rreef Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rreef Property Trust lagged returns against current returns
Autocorrelation, which is Rreef Property fund'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 Rreef Property's fund expected returns. We can calculate the autocorrelation of Rreef Property returns to help us make a trade decision. For example, suppose you find that Rreef Property has exhibited high autocorrelation historically, and you observe that the fund 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 |
Rreef Property 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 Rreef Property fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rreef Property fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rreef Property fund over time.
Current vs Lagged Prices |
| Timeline |
Rreef Property Lagged Returns
When evaluating Rreef Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rreef Property fund have on its future price. Rreef Property 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, Rreef Property autocorrelation shows the relationship between Rreef Property fund current value and its past values and can show if there is a momentum factor associated with investing in Rreef Property Trust.
Regressed Prices |
| Timeline |
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Other Information on Investing in Rreef Fund
Rreef Property financial ratios help investors to determine whether Rreef Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Rreef with respect to the benefits of owning Rreef Property security.
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