Sunstone Hotel (Germany) Market Value
| UF2 Stock | EUR 10.10 0.10 0.98% |
| Symbol | Sunstone |
Sunstone Hotel '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 Sunstone Hotel'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 Sunstone Hotel.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Sunstone Hotel on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Sunstone Hotel Investors or generate 0.0% return on investment in Sunstone Hotel over 30 days. Sunstone Hotel is related to or competes with LG Display, Tencent Music, FEMALE HEALTH, UNITED UTILITIES, and SHIP HEALTHCARE. Sunstone Hotel Investors, Inc. is a lodging real estate investment trust that as of May 6, 2019 has interests in 21 hote... More
Sunstone Hotel 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 Sunstone Hotel'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 Sunstone Hotel Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 9.25 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 3.03 |
Sunstone Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunstone Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunstone Hotel's standard deviation. In reality, there are many statistical measures that can use Sunstone Hotel historical prices to predict the future Sunstone Hotel's volatility.| Risk Adjusted Performance | 0.0884 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 0.1071 |
Sunstone Hotel Investors Backtested Returns
At this point, Sunstone Hotel is not too volatile. Sunstone Hotel Investors owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0848, which indicates the firm had a 0.0848% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sunstone Hotel Investors, which you can use to evaluate the volatility of the company. Please validate Sunstone Hotel's Risk Adjusted Performance of 0.0884, coefficient of variation of 922.99, and Semi Deviation of 1.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Sunstone Hotel has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 1.57, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sunstone Hotel will likely underperform. Sunstone Hotel Investors right now has a risk of 1.66%. Please validate Sunstone Hotel total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Sunstone Hotel will be following its existing price patterns.
Auto-correlation | 0.84 |
Very good predictability
Sunstone Hotel Investors has very good predictability. Overlapping area represents the amount of predictability between Sunstone Hotel time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Sunstone Hotel Investors price movement. The serial correlation of 0.84 indicates that around 84.0% of current Sunstone Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Sunstone Hotel Investors lagged returns against current returns
Autocorrelation, which is Sunstone Hotel 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 Sunstone Hotel's stock expected returns. We can calculate the autocorrelation of Sunstone Hotel returns to help us make a trade decision. For example, suppose you find that Sunstone Hotel 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 |
Sunstone Hotel 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 Sunstone Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunstone Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunstone Hotel stock over time.
Current vs Lagged Prices |
| Timeline |
Sunstone Hotel Lagged Returns
When evaluating Sunstone Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunstone Hotel stock have on its future price. Sunstone Hotel 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, Sunstone Hotel autocorrelation shows the relationship between Sunstone Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Sunstone Hotel Investors.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Sunstone Stock
When determining whether Sunstone Hotel Investors offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sunstone Hotel's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sunstone Hotel Investors Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sunstone Hotel Investors Stock:Check out Sunstone Hotel Correlation, Sunstone Hotel Volatility and Sunstone Hotel Alpha and Beta module to complement your research on Sunstone Hotel. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Sunstone Hotel 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.