LondonMetric Property (Germany) Market Value
| 5PP Stock | EUR 2.22 0.05 2.20% |
| Symbol | LondonMetric |
LondonMetric 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 LondonMetric 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 LondonMetric Property.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in LondonMetric Property on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding LondonMetric Property Plc or generate 0.0% return on investment in LondonMetric Property over 720 days. LondonMetric Property is related to or competes with ARMADA HOFFLER, LAR ESPREESTSOCIMI, and ATLAND SA. LondonMetric is a FTSE 250 REIT that owns one of the UKs leading listed logistics platforms alongside a diversified long... More
LondonMetric 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 LondonMetric 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 LondonMetric Property Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.82 |
LondonMetric Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LondonMetric Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LondonMetric Property's standard deviation. In reality, there are many statistical measures that can use LondonMetric Property historical prices to predict the future LondonMetric Property's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.38) |
LondonMetric Property Plc Backtested Returns
LondonMetric Property Plc has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11% return per unit of risk over the last 3 months. LondonMetric Property exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LondonMetric Property's Standard Deviation of 1.2, mean deviation of 0.9293, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LondonMetric Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding LondonMetric Property is expected to be smaller as well. At this point, LondonMetric Property Plc has a negative expected return of -0.13%. Please make sure to verify LondonMetric Property's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if LondonMetric Property Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
LondonMetric Property Plc has very weak reverse predictability. Overlapping area represents the amount of predictability between LondonMetric Property time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 LondonMetric Property Plc price movement. The serial correlation of -0.07 indicates that barely 7.0% of current LondonMetric Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LondonMetric Property Plc lagged returns against current returns
Autocorrelation, which is LondonMetric 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 LondonMetric Property's stock expected returns. We can calculate the autocorrelation of LondonMetric Property returns to help us make a trade decision. For example, suppose you find that LondonMetric 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 |
LondonMetric 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 LondonMetric Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LondonMetric Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LondonMetric Property stock over time.
Current vs Lagged Prices |
| Timeline |
LondonMetric Property Lagged Returns
When evaluating LondonMetric Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LondonMetric Property stock have on its future price. LondonMetric 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, LondonMetric Property autocorrelation shows the relationship between LondonMetric Property stock current value and its past values and can show if there is a momentum factor associated with investing in LondonMetric Property Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LondonMetric Stock
LondonMetric Property financial ratios help investors to determine whether LondonMetric Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in LondonMetric with respect to the benefits of owning LondonMetric Property security.