UDR (Germany) Market Value
| UF0 Stock | EUR 42.64 0.51 1.18% |
| Symbol | UDR |
UDR '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 UDR'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 UDR.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in UDR on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding UDR Inc or generate 0.0% return on investment in UDR over 30 days. UDR is related to or competes with AvalonBay Communities, and . , an SP 500 company, is a leading multifamily real estate investment trust with a demonstrated performance history of de... More
UDR 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 UDR'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 UDR Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.89 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.23 |
UDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UDR's standard deviation. In reality, there are many statistical measures that can use UDR historical prices to predict the future UDR's volatility.| Risk Adjusted Performance | 0.0735 | |||
| Jensen Alpha | 0.0849 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.7171 |
UDR Inc Backtested Returns
At this point, UDR is very steady. UDR Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for UDR Inc, which you can use to evaluate the volatility of the company. Please validate UDR's coefficient of variation of 1091.26, and Risk Adjusted Performance of 0.0735 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. UDR has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding UDR is expected to be smaller as well. UDR Inc currently has a risk of 1.2%. Please validate UDR sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if UDR will be following its existing price patterns.
Auto-correlation | 0.77 |
Good predictability
UDR Inc has good predictability. Overlapping area represents the amount of predictability between UDR time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 UDR Inc price movement. The serial correlation of 0.77 indicates that around 77.0% of current UDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
UDR Inc lagged returns against current returns
Autocorrelation, which is UDR 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 UDR's stock expected returns. We can calculate the autocorrelation of UDR returns to help us make a trade decision. For example, suppose you find that UDR 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 |
UDR 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 UDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UDR stock over time.
Current vs Lagged Prices |
| Timeline |
UDR Lagged Returns
When evaluating UDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UDR stock have on its future price. UDR 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, UDR autocorrelation shows the relationship between UDR stock current value and its past values and can show if there is a momentum factor associated with investing in UDR Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in UDR Stock
When determining whether UDR Inc is a strong investment it is important to analyze UDR's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UDR's future performance. For an informed investment choice regarding UDR Stock, refer to the following important reports:Check out UDR Correlation, UDR Volatility and UDR Alpha and Beta module to complement your research on UDR. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
UDR technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.