Digital Realty (UK) Market Value
| 0I9F Stock | 191.25 0.86 0.45% |
| Symbol | Digital |
Digital Realty '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 Digital Realty'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 Digital Realty.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Digital Realty on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Digital Realty Trust or generate 0.0% return on investment in Digital Realty over 30 days. Digital Realty is related to or competes with Baker Steel, Gear4music Plc, Universal Music, Zurich Insurance, Park Hotels, and Scandic Hotels. Digital Realty is entity of United Kingdom More
Digital Realty 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 Digital Realty'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 Digital Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.1383 | |||
| Maximum Drawdown | 13.13 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.26 |
Digital Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Digital Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digital Realty's standard deviation. In reality, there are many statistical measures that can use Digital Realty historical prices to predict the future Digital Realty's volatility.| Risk Adjusted Performance | 0.1699 | |||
| Jensen Alpha | 0.3913 | |||
| Total Risk Alpha | 0.0877 | |||
| Sortino Ratio | 0.2032 | |||
| Treynor Ratio | (1.34) |
Digital Realty Trust Backtested Returns
Digital Realty appears to be very steady, given 3 months investment horizon. Digital Realty Trust secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23% return per unit of risk over the last 3 months. We have found thirty technical indicators for Digital Realty Trust, which you can use to evaluate the volatility of the firm. Please utilize Digital Realty's Mean Deviation of 1.04, coefficient of variation of 466.77, and Downside Deviation of 1.17 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Digital Realty holds a performance score of 18. The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Digital Realty are expected to decrease at a much lower rate. During the bear market, Digital Realty is likely to outperform the market. Please check Digital Realty's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Digital Realty's price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Digital Realty Trust has virtually no predictability. Overlapping area represents the amount of predictability between Digital Realty time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Digital Realty Trust price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Digital Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 17.59 |
Digital Realty Trust lagged returns against current returns
Autocorrelation, which is Digital Realty 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 Digital Realty's stock expected returns. We can calculate the autocorrelation of Digital Realty returns to help us make a trade decision. For example, suppose you find that Digital Realty 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 |
Digital Realty 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 Digital Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digital Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digital Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Digital Realty Lagged Returns
When evaluating Digital Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digital Realty stock have on its future price. Digital Realty 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, Digital Realty autocorrelation shows the relationship between Digital Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Digital Realty Trust.
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 Digital Stock Analysis
When running Digital Realty's price analysis, check to measure Digital Realty'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 Digital Realty is operating at the current time. Most of Digital Realty's value examination focuses on studying past and present price action to predict the probability of Digital Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digital Realty's price. Additionally, you may evaluate how the addition of Digital Realty to your portfolios can decrease your overall portfolio volatility.