Exemplar REITail's market value is the price at which a share of Exemplar REITail trades on a public exchange. It measures the collective expectations of Exemplar REITail investors about its performance. Exemplar REITail is trading at 1299.00 as of the 11th of December 2024, a 8.25 percent increase since the beginning of the trading day. The stock's lowest day price was 1299.0. With this module, you can estimate the performance of a buy and hold strategy of Exemplar REITail and determine expected loss or profit from investing in Exemplar REITail over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.
Symbol
Exemplar
Exemplar REITail '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 Exemplar REITail'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 Exemplar REITail.
0.00
08/19/2023
No Change 0.00
0.0
In 1 year 3 months and 26 days
12/11/2024
0.00
If you would invest 0.00 in Exemplar REITail on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Exemplar REITail or generate 0.0% return on investment in Exemplar REITail over 480 days.
Exemplar REITail 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 Exemplar REITail'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 Exemplar REITail upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exemplar REITail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exemplar REITail's standard deviation. In reality, there are many statistical measures that can use Exemplar REITail historical prices to predict the future Exemplar REITail's volatility.
Exemplar REITail is out of control given 3 months investment horizon. Exemplar REITail secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 44.79% are justified by taking the suggested risk. Use Exemplar REITail Variance of 4318784.9, mean deviation of 859.15, and Standard Deviation of 2078.17 to evaluate company specific risk that cannot be diversified away. Exemplar REITail holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -163.34, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Exemplar REITail are expected to decrease by larger amounts. On the other hand, during market turmoil, Exemplar REITail is expected to outperform it. Use Exemplar REITail total risk alpha, daily balance of power, and the relationship between the information ratio and skewness , to analyze future returns on Exemplar REITail.
Auto-correlation
-0.12
Insignificant reverse predictability
Exemplar REITail has insignificant reverse predictability. Overlapping area represents the amount of predictability between Exemplar REITail time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 Exemplar REITail price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Exemplar REITail price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.12
Spearman Rank Test
0.93
Residual Average
0.0
Price Variance
208.1 K
Exemplar REITail lagged returns against current returns
Autocorrelation, which is Exemplar REITail 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 Exemplar REITail's stock expected returns. We can calculate the autocorrelation of Exemplar REITail returns to help us make a trade decision. For example, suppose you find that Exemplar REITail 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
Exemplar REITail 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 Exemplar REITail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exemplar REITail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exemplar REITail stock over time.
Current vs Lagged Prices
Timeline
Exemplar REITail Lagged Returns
When evaluating Exemplar REITail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exemplar REITail stock have on its future price. Exemplar REITail 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, Exemplar REITail autocorrelation shows the relationship between Exemplar REITail stock current value and its past values and can show if there is a momentum factor associated with investing in Exemplar REITail.
Regressed Prices
Timeline
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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.