GLADSTONE LAND (Germany) Market Value
| 3L4 Stock | EUR 9.95 0.22 2.16% |
| Symbol | GLADSTONE |
GLADSTONE LAND '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 GLADSTONE LAND'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 GLADSTONE LAND.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in GLADSTONE LAND on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding GLADSTONE LAND L 001 or generate 0.0% return on investment in GLADSTONE LAND over 30 days. GLADSTONE LAND is related to or competes with Extra Space, First Industrial, Warehouses, National Storage, Montea Comm, and . Founded in 1997, Gladstone Land is a publicly traded real estate investment trust that acquires and owns farmland and fa... More
GLADSTONE LAND 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 GLADSTONE LAND'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 GLADSTONE LAND L 001 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 7.76 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 1.87 |
GLADSTONE LAND Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GLADSTONE LAND's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GLADSTONE LAND's standard deviation. In reality, there are many statistical measures that can use GLADSTONE LAND historical prices to predict the future GLADSTONE LAND's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (1.19) |
GLADSTONE LAND L Backtested Returns
GLADSTONE LAND L retains Efficiency (Sharpe Ratio) of -0.21, which attests that the entity had a -0.21% return per unit of risk over the last 3 months. GLADSTONE LAND exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GLADSTONE LAND's Market Risk Adjusted Performance of (1.18), variance of 2.14, and Coefficient Of Variation of (490.82) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GLADSTONE LAND's returns are expected to increase less than the market. However, during the bear market, the loss of holding GLADSTONE LAND is expected to be smaller as well. At this point, GLADSTONE LAND L has a negative expected return of -0.31%. Please make sure to check out GLADSTONE LAND's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if GLADSTONE LAND L performance from the past will be repeated in the future.
Auto-correlation | 0.70 |
Good predictability
GLADSTONE LAND L 001 has good predictability. Overlapping area represents the amount of predictability between GLADSTONE LAND time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 GLADSTONE LAND L price movement. The serial correlation of 0.7 indicates that around 70.0% of current GLADSTONE LAND price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
GLADSTONE LAND L lagged returns against current returns
Autocorrelation, which is GLADSTONE LAND 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 GLADSTONE LAND's stock expected returns. We can calculate the autocorrelation of GLADSTONE LAND returns to help us make a trade decision. For example, suppose you find that GLADSTONE LAND 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 |
GLADSTONE LAND 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 GLADSTONE LAND stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GLADSTONE LAND stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GLADSTONE LAND stock over time.
Current vs Lagged Prices |
| Timeline |
GLADSTONE LAND Lagged Returns
When evaluating GLADSTONE LAND's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GLADSTONE LAND stock have on its future price. GLADSTONE LAND 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, GLADSTONE LAND autocorrelation shows the relationship between GLADSTONE LAND stock current value and its past values and can show if there is a momentum factor associated with investing in GLADSTONE LAND L 001.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GLADSTONE Stock
GLADSTONE LAND financial ratios help investors to determine whether GLADSTONE Stock 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 GLADSTONE with respect to the benefits of owning GLADSTONE LAND security.