Boston Properties (Brazil) Market Value
| BOXP34 Stock | BRL 49.90 0.87 1.77% |
| Symbol | Boston |
Boston Properties '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 Boston Properties' 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 Boston Properties.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Boston Properties on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Boston Properties or generate 0.0% return on investment in Boston Properties over 180 days. Boston Properties is related to or competes with Bio Techne, STMicroelectronics, GP Investments, Technos SA, MAHLE Metal, Unity Software, and METISA Metalrgica. Boston Properties is the largest publicly-held developer and owner of Class A office properties in the United States, co... More
Boston Properties 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 Boston Properties' 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 Boston Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.0933 | |||
| Maximum Drawdown | 13.32 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 4.09 |
Boston Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Properties' standard deviation. In reality, there are many statistical measures that can use Boston Properties historical prices to predict the future Boston Properties' volatility.| Risk Adjusted Performance | 0.1299 | |||
| Jensen Alpha | 0.2559 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0751 | |||
| Treynor Ratio | 0.6835 |
Boston Properties Backtested Returns
Boston Properties appears to be very steady, given 3 months investment horizon. Boston Properties secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Boston Properties, which you can use to evaluate the volatility of the firm. Please makes use of Boston Properties' Downside Deviation of 2.49, risk adjusted performance of 0.1299, and Mean Deviation of 1.33 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Boston Properties holds a performance score of 11. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Boston Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Boston Properties is expected to be smaller as well. Please check Boston Properties' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Boston Properties' price patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
Boston Properties has very good predictability. Overlapping area represents the amount of predictability between Boston Properties time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Boston Properties price movement. The serial correlation of 0.85 indicates that around 85.0% of current Boston Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 8.36 |
Boston Properties lagged returns against current returns
Autocorrelation, which is Boston Properties 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 Boston Properties' stock expected returns. We can calculate the autocorrelation of Boston Properties returns to help us make a trade decision. For example, suppose you find that Boston Properties 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 |
Boston Properties 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 Boston Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Boston Properties Lagged Returns
When evaluating Boston Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Properties stock have on its future price. Boston Properties 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, Boston Properties autocorrelation shows the relationship between Boston Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Boston Properties.
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 Boston Stock
When determining whether Boston Properties is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Boston Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Boston Properties Stock. Highlighted below are key reports to facilitate an investment decision about Boston Properties Stock:Check out Boston Properties Correlation, Boston Properties Volatility and Boston Properties Alpha and Beta module to complement your research on Boston Properties. For information on how to trade Boston Stock refer to our How to Trade Boston Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Boston Properties 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.