Abrdn Property (UK) Market Value
| API Stock | 6.53 0.22 3.49% |
| Symbol | Abrdn |
Abrdn 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 Abrdn Property'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 Abrdn Property.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Abrdn Property on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding abrdn Property Income or generate 0.0% return on investment in Abrdn Property over 180 days. Abrdn Property is related to or competes with Derwent London, Hammerson PLC, Workspace Group, Supermarket Income, Games Workshop, Halyk Bank, and XLMedia PLC. Abrdn Property is entity of United Kingdom More
Abrdn 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 Abrdn Property'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 abrdn Property Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6756 | |||
| Information Ratio | 0.1451 | |||
| Maximum Drawdown | 9.42 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 2.37 |
Abrdn Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn Property's standard deviation. In reality, there are many statistical measures that can use Abrdn Property historical prices to predict the future Abrdn Property's volatility.| Risk Adjusted Performance | 0.1385 | |||
| Jensen Alpha | 0.2085 | |||
| Total Risk Alpha | 0.1733 | |||
| Sortino Ratio | 0.2772 | |||
| Treynor Ratio | 4.72 |
abrdn Property Income Backtested Returns
Abrdn Property appears to be not too volatile, given 3 months investment horizon. abrdn Property Income secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for abrdn Property Income, which you can use to evaluate the volatility of the firm. Please makes use of Abrdn Property's Semi Deviation of 0.1348, downside deviation of 0.6756, and Risk Adjusted Performance of 0.1385 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Abrdn Property holds a performance score of 15. The firm shows a Beta (market volatility) of 0.0444, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abrdn Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn Property is expected to be smaller as well. Please check Abrdn Property's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Abrdn Property's price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
abrdn Property Income has average predictability. Overlapping area represents the amount of predictability between Abrdn Property time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 abrdn Property Income price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Abrdn Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
abrdn Property Income lagged returns against current returns
Autocorrelation, which is Abrdn Property 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 Abrdn Property's stock expected returns. We can calculate the autocorrelation of Abrdn Property returns to help us make a trade decision. For example, suppose you find that Abrdn Property 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 |
Abrdn 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 Abrdn Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn Property stock over time.
Current vs Lagged Prices |
| Timeline |
Abrdn Property Lagged Returns
When evaluating Abrdn Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abrdn Property stock have on its future price. Abrdn 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, Abrdn Property autocorrelation shows the relationship between Abrdn Property stock current value and its past values and can show if there is a momentum factor associated with investing in abrdn Property Income.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Abrdn Stock
Abrdn Property financial ratios help investors to determine whether Abrdn 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 Abrdn with respect to the benefits of owning Abrdn Property security.