Apartment Investment (Brazil) Market Value
| A1IV34 Stock | BRL 51.00 1.10 2.20% |
| Symbol | Apartment |
Apartment Investment '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 Apartment Investment'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 Apartment Investment.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Apartment Investment on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Apartment Investment and or generate 0.0% return on investment in Apartment Investment over 180 days. Apartment Investment is related to or competes with BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Cable One, and ATMA Participaes. Aimco is a Real Estate Investment Trust focused on property development, redevelopment, and various other value-creating... More
Apartment Investment 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 Apartment Investment'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 Apartment Investment and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.008 | |||
| Maximum Drawdown | 9.68 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.56 |
Apartment Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apartment Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apartment Investment's standard deviation. In reality, there are many statistical measures that can use Apartment Investment historical prices to predict the future Apartment Investment's volatility.| Risk Adjusted Performance | 0.0573 | |||
| Jensen Alpha | 0.067 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0068 | |||
| Treynor Ratio | 0.2702 |
Apartment Investment and Backtested Returns
At this point, Apartment Investment is very steady. Apartment Investment and secures Sharpe Ratio (or Efficiency) of 0.0514, which signifies that the company had a 0.0514% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Apartment Investment and, which you can use to evaluate the volatility of the firm. Please confirm Apartment Investment's risk adjusted performance of 0.0573, and Mean Deviation of 1.06 to double-check if the risk estimate we provide is consistent with the expected return of 0.0796%. Apartment Investment has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Apartment Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Apartment Investment is expected to be smaller as well. Apartment Investment and right now shows a risk of 1.55%. Please confirm Apartment Investment and market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Apartment Investment and will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Apartment Investment and has modest reverse predictability. Overlapping area represents the amount of predictability between Apartment Investment time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Apartment Investment and price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Apartment Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.68 |
Apartment Investment and lagged returns against current returns
Autocorrelation, which is Apartment Investment 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 Apartment Investment's stock expected returns. We can calculate the autocorrelation of Apartment Investment returns to help us make a trade decision. For example, suppose you find that Apartment Investment 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 |
Apartment Investment 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 Apartment Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apartment Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apartment Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Apartment Investment Lagged Returns
When evaluating Apartment Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apartment Investment stock have on its future price. Apartment Investment 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, Apartment Investment autocorrelation shows the relationship between Apartment Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Apartment Investment and.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in Apartment Stock
When determining whether Apartment Investment and is a strong investment it is important to analyze Apartment Investment'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 Apartment Investment's future performance. For an informed investment choice regarding Apartment Stock, refer to the following important reports:Check out Apartment Investment Correlation, Apartment Investment Volatility and Apartment Investment Alpha and Beta module to complement your research on Apartment Investment. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Apartment Investment 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.