Artis Reit Stock Market Value
| ARESF Stock | USD 5.54 0.00 0.00% |
| Symbol | Artis |
Artis REIT '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 Artis REIT's otc 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 Artis REIT.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Artis REIT on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Artis REIT or generate 0.0% return on investment in Artis REIT over 360 days. Artis REIT is related to or competes with Armada Hoffler, Ascott Residence, Armada Hflr, Modiv, Precinct Properties, Global Net, and NexPoint Diversified. Artis is a diversified Canadian real estate investment trust investing in industrial and office properties in Canada and... More
Artis REIT 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 Artis REIT's otc 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 Artis REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.24 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.42 |
Artis REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artis REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artis REIT's standard deviation. In reality, there are many statistical measures that can use Artis REIT historical prices to predict the future Artis REIT's volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | 0.0138 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.2638 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artis REIT'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.
Artis REIT Backtested Returns
At this point, Artis REIT is not too volatile. Artis REIT secures Sharpe Ratio (or Efficiency) of 0.034, which signifies that the company had a 0.034% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Artis REIT, which you can use to evaluate the volatility of the firm. Please confirm Artis REIT's Mean Deviation of 0.7056, downside deviation of 1.34, and Risk Adjusted Performance of 0.0284 to double-check if the risk estimate we provide is consistent with the expected return of 0.0344%. Artis REIT has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0926, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Artis REIT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Artis REIT is expected to be smaller as well. Artis REIT right now shows a risk of 1.01%. Please confirm Artis REIT maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to decide if Artis REIT will be following its price patterns.
Auto-correlation | 0.30 |
Below average predictability
Artis REIT has below average predictability. Overlapping area represents the amount of predictability between Artis REIT time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Artis REIT price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Artis REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Artis REIT lagged returns against current returns
Autocorrelation, which is Artis REIT otc 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 Artis REIT's otc stock expected returns. We can calculate the autocorrelation of Artis REIT returns to help us make a trade decision. For example, suppose you find that Artis REIT has exhibited high autocorrelation historically, and you observe that the otc 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 |
Artis REIT 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 Artis REIT otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artis REIT otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artis REIT otc stock over time.
Current vs Lagged Prices |
| Timeline |
Artis REIT Lagged Returns
When evaluating Artis REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artis REIT otc stock have on its future price. Artis REIT 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, Artis REIT autocorrelation shows the relationship between Artis REIT otc stock current value and its past values and can show if there is a momentum factor associated with investing in Artis REIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Artis OTC Stock
Artis REIT financial ratios help investors to determine whether Artis OTC 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 Artis with respect to the benefits of owning Artis REIT security.