Retail Estates (Belgium) Market Value
| RET Stock | EUR 58.80 0.30 0.51% |
| Symbol | Retail |
Retail Estates '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 Retail Estates' 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 Retail Estates.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Retail Estates on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Retail Estates or generate 0.0% return on investment in Retail Estates over 540 days. Retail Estates is related to or competes with Cofinimmo, Warehouses, Montea CVA, and Aedifica. Retail Estates nv is a public regulated real estate company and more specifically a niche company that specialises in in... More
Retail Estates 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 Retail Estates' 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 Retail Estates upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.77 |
Retail Estates Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retail Estates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retail Estates' standard deviation. In reality, there are many statistical measures that can use Retail Estates historical prices to predict the future Retail Estates' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.98) |
Retail Estates Backtested Returns
Retail Estates maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13% return per unit of risk over the last 3 months. Retail Estates exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Retail Estates' Risk Adjusted Performance of (0.08), coefficient of variation of (924.96), and Variance of 1.17 to confirm the risk estimate we provide. The company holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Retail Estates' returns are expected to increase less than the market. However, during the bear market, the loss of holding Retail Estates is expected to be smaller as well. At this point, Retail Estates has a negative expected return of -0.15%. Please make sure to check Retail Estates' kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Retail Estates performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Retail Estates has very weak reverse predictability. Overlapping area represents the amount of predictability between Retail Estates time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Retail Estates price movement. The serial correlation of -0.03 indicates that only 3.0% of current Retail Estates price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 6.6 |
Retail Estates lagged returns against current returns
Autocorrelation, which is Retail Estates 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 Retail Estates' stock expected returns. We can calculate the autocorrelation of Retail Estates returns to help us make a trade decision. For example, suppose you find that Retail Estates 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 |
Retail Estates 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 Retail Estates stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retail Estates stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retail Estates stock over time.
Current vs Lagged Prices |
| Timeline |
Retail Estates Lagged Returns
When evaluating Retail Estates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retail Estates stock have on its future price. Retail Estates 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, Retail Estates autocorrelation shows the relationship between Retail Estates stock current value and its past values and can show if there is a momentum factor associated with investing in Retail Estates .
Regressed Prices |
| Timeline |
Additional Tools for Retail Stock Analysis
When running Retail Estates' price analysis, check to measure Retail Estates' 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 Retail Estates is operating at the current time. Most of Retail Estates' value examination focuses on studying past and present price action to predict the probability of Retail Estates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Retail Estates' price. Additionally, you may evaluate how the addition of Retail Estates to your portfolios can decrease your overall portfolio volatility.