ARMADA HOFFLER (Germany) Market Value
| 791 Stock | EUR 10.30 0.10 0.96% |
| Symbol | ARMADA |
ARMADA HOFFLER '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 ARMADA HOFFLER'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 ARMADA HOFFLER.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in ARMADA HOFFLER on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding ARMADA HOFFLER PR or generate 0.0% return on investment in ARMADA HOFFLER over 720 days. ARMADA HOFFLER is related to or competes with LondonMetric Property, LAR ESPREESTSOCIMI, and ATLAND SA. is a vertically-integrated, self-managed real estate investment trust with four decades of experience developing, buildi... More
ARMADA HOFFLER 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 ARMADA HOFFLER'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 ARMADA HOFFLER PR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.24 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 2.07 |
ARMADA HOFFLER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARMADA HOFFLER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARMADA HOFFLER's standard deviation. In reality, there are many statistical measures that can use ARMADA HOFFLER historical prices to predict the future ARMADA HOFFLER's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0978 |
ARMADA HOFFLER PR Backtested Returns
At this point, ARMADA HOFFLER is not too volatile. ARMADA HOFFLER PR secures Sharpe Ratio (or Efficiency) of 0.0173, which signifies that the company had a 0.0173% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for ARMADA HOFFLER PR, which you can use to evaluate the volatility of the firm. Please confirm ARMADA HOFFLER's Semi Deviation of 1.78, mean deviation of 1.25, and Risk Adjusted Performance of 0.0243 to double-check if the risk estimate we provide is consistent with the expected return of 0.0337%. ARMADA HOFFLER has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ARMADA HOFFLER's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARMADA HOFFLER is expected to be smaller as well. ARMADA HOFFLER PR now shows a risk of 1.95%. Please confirm ARMADA HOFFLER PR information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if ARMADA HOFFLER PR will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
ARMADA HOFFLER PR has no correlation between past and present. Overlapping area represents the amount of predictability between ARMADA HOFFLER 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 ARMADA HOFFLER PR price movement. The serial correlation of 0.0 indicates that just 0.0% of current ARMADA HOFFLER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
ARMADA HOFFLER PR lagged returns against current returns
Autocorrelation, which is ARMADA HOFFLER 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 ARMADA HOFFLER's stock expected returns. We can calculate the autocorrelation of ARMADA HOFFLER returns to help us make a trade decision. For example, suppose you find that ARMADA HOFFLER 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 |
ARMADA HOFFLER 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 ARMADA HOFFLER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARMADA HOFFLER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARMADA HOFFLER stock over time.
Current vs Lagged Prices |
| Timeline |
ARMADA HOFFLER Lagged Returns
When evaluating ARMADA HOFFLER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARMADA HOFFLER stock have on its future price. ARMADA HOFFLER 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, ARMADA HOFFLER autocorrelation shows the relationship between ARMADA HOFFLER stock current value and its past values and can show if there is a momentum factor associated with investing in ARMADA HOFFLER PR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ARMADA Stock
ARMADA HOFFLER financial ratios help investors to determine whether ARMADA 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 ARMADA with respect to the benefits of owning ARMADA HOFFLER security.