Secure Property (UK) Market Value
| SPDI Stock | 4.50 0.00 0.00% |
| Symbol | Secure |
Secure 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 Secure 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 Secure Property.
| 09/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in Secure Property on September 4, 2024 and sell it all today you would earn a total of 0.00 from holding Secure Property Development or generate 0.0% return on investment in Secure Property over 90 days. Secure Property is related to or competes with Inspiration Healthcare, Endeavour Mining, Bisichi Mining, Silvercorp Metals, Panther Metals, Greenroc Mining, and PureTech Health. Secure Property is entity of United Kingdom More
Secure 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 Secure 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 Secure Property Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0423 | |||
| Maximum Drawdown | 12.5 |
Secure Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Secure Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Secure Property's standard deviation. In reality, there are many statistical measures that can use Secure Property historical prices to predict the future Secure Property's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 0.1624 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 1.21 |
Secure Property Deve Backtested Returns
Secure Property appears to be somewhat reliable, given 3 months investment horizon. Secure Property Deve owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Secure Property Development, which you can use to evaluate the volatility of the company. Please review Secure Property's Coefficient Of Variation of 812.4, variance of 2.37, and Risk Adjusted Performance of 0.0991 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Secure Property holds a performance score of 9. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Secure Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Secure Property is expected to be smaller as well. Please check Secure Property's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to make a quick decision on whether Secure Property's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Secure Property Development has no correlation between past and present. Overlapping area represents the amount of predictability between Secure Property time series from 4th of September 2024 to 19th of October 2024 and 19th of October 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 Secure Property Deve price movement. The serial correlation of 0.0 indicates that just 0.0% of current Secure Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Secure Property Deve lagged returns against current returns
Autocorrelation, which is Secure 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 Secure Property's stock expected returns. We can calculate the autocorrelation of Secure Property returns to help us make a trade decision. For example, suppose you find that Secure 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 |
Secure 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 Secure Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Secure Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Secure Property stock over time.
Current vs Lagged Prices |
| Timeline |
Secure Property Lagged Returns
When evaluating Secure Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Secure Property stock have on its future price. Secure 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, Secure Property autocorrelation shows the relationship between Secure Property stock current value and its past values and can show if there is a momentum factor associated with investing in Secure Property Development.
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.Additional Tools for Secure Stock Analysis
When running Secure Property's price analysis, check to measure Secure Property'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 Secure Property is operating at the current time. Most of Secure Property's value examination focuses on studying past and present price action to predict the probability of Secure Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Secure Property's price. Additionally, you may evaluate how the addition of Secure Property to your portfolios can decrease your overall portfolio volatility.