British Land Stock Market Value
| BRLAF Stock | USD 5.69 0.00 0.00% |
| Symbol | British |
British Land '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 British Land's pink sheet 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 British Land.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in British Land on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding British Land or generate 0.0% return on investment in British Land over 30 days. British Land is related to or competes with Highlands REIT, Fibra UNO, W P, Essential Properties, Gladstone Commercial, and Global Net. Our portfolio of high quality UK commercial property is focused on London Offices and Retail around the UK More
British Land 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 British Land's pink sheet 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 British Land upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 29.04 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 2.37 |
British Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for British Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as British Land's standard deviation. In reality, there are many statistical measures that can use British Land historical prices to predict the future British Land's volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.371 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.40) |
British Land Backtested Returns
British Land appears to be slightly risky, given 3 months investment horizon. British Land secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found eighteen technical indicators for British Land, which you can use to evaluate the volatility of the firm. Please makes use of British Land's Standard Deviation of 2.93, risk adjusted performance of 0.0873, and Mean Deviation of 1.0 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, British Land holds a performance score of 8. The firm shows a Beta (market volatility) of -0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning British Land are expected to decrease at a much lower rate. During the bear market, British Land is likely to outperform the market. Please check British Land's value at risk, and the relationship between the information ratio and kurtosis , to make a quick decision on whether British Land's price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
British Land has perfect predictability. Overlapping area represents the amount of predictability between British Land time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 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 British Land price movement. The serial correlation of 1.0 indicates that 100.0% of current British Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
British Land lagged returns against current returns
Autocorrelation, which is British Land pink sheet'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 British Land's pink sheet expected returns. We can calculate the autocorrelation of British Land returns to help us make a trade decision. For example, suppose you find that British Land has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
British Land 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 British Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if British Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in British Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
British Land Lagged Returns
When evaluating British Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of British Land pink sheet have on its future price. British Land 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, British Land autocorrelation shows the relationship between British Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in British Land.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in British Pink Sheet
British Land financial ratios help investors to determine whether British Pink Sheet 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 British with respect to the benefits of owning British Land security.