DDMP REIT (Philippines) Market Value
| DDMPR Stock | 1.03 0.01 0.96% |
| Symbol | DDMP |
DDMP 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 DDMP REIT'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 DDMP REIT.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in DDMP REIT on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding DDMP REIT or generate 0.0% return on investment in DDMP REIT over 30 days. DDMP REIT is related to or competes with AyalaLand REIT, Filinvest REIT, Century Pacific, RFM Corp, Philippine National, and Axelum Resources. More
DDMP 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 DDMP REIT'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 DDMP REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0459 | |||
| Maximum Drawdown | 4.0 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 1.98 |
DDMP REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DDMP REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DDMP REIT's standard deviation. In reality, there are many statistical measures that can use DDMP REIT historical prices to predict the future DDMP REIT's volatility.| Risk Adjusted Performance | 0.0629 | |||
| Jensen Alpha | 0.0731 | |||
| Total Risk Alpha | 0.0412 | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | (0.76) |
DDMP REIT Backtested Returns
Currently, DDMP REIT is unstable. DDMP REIT secures Sharpe Ratio (or Efficiency) of 0.0488, which denotes the company had a 0.0488% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for DDMP REIT, which you can use to evaluate the volatility of the firm. Please confirm DDMP REIT's Semi Deviation of 0.8477, downside deviation of 1.41, and Mean Deviation of 0.8095 to check if the risk estimate we provide is consistent with the expected return of 0.0508%. DDMP REIT has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0938, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DDMP REIT are expected to decrease at a much lower rate. During the bear market, DDMP REIT is likely to outperform the market. DDMP REIT at this time shows a risk of 1.04%. Please confirm DDMP REIT accumulation distribution, market facilitation index, as well as the relationship between the downside variance and sortino ratio , to decide if DDMP REIT will be following its price patterns.
Auto-correlation | 0.65 |
Good predictability
DDMP REIT has good predictability. Overlapping area represents the amount of predictability between DDMP REIT time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 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 DDMP REIT price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current DDMP REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DDMP REIT lagged returns against current returns
Autocorrelation, which is DDMP REIT 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 DDMP REIT's stock expected returns. We can calculate the autocorrelation of DDMP REIT returns to help us make a trade decision. For example, suppose you find that DDMP REIT 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 |
DDMP 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 DDMP REIT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DDMP REIT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DDMP REIT stock over time.
Current vs Lagged Prices |
| Timeline |
DDMP REIT Lagged Returns
When evaluating DDMP REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DDMP REIT stock have on its future price. DDMP 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, DDMP REIT autocorrelation shows the relationship between DDMP REIT stock current value and its past values and can show if there is a momentum factor associated with investing in DDMP REIT.
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.Additional Tools for DDMP Stock Analysis
When running DDMP REIT's price analysis, check to measure DDMP REIT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DDMP REIT is operating at the current time. Most of DDMP REIT's value examination focuses on studying past and present price action to predict the probability of DDMP REIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DDMP REIT's price. Additionally, you may evaluate how the addition of DDMP REIT to your portfolios can decrease your overall portfolio volatility.