Esr Reit Stock Market Value
| CGIUF Stock | USD 2.49 0.86 52.76% |
| Symbol | ESR |
ESR REIT '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 ESR REIT'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 ESR REIT.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in ESR REIT on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding ESR REIT or generate 0.0% return on investment in ESR REIT over 30 days. ESR REIT is related to or competes with HomeCo Daily, Bumi Serpong, Fabege AB, Lifestyle Communities, and Sime Darby. ESR-REIT has been listed on the Singapore Exchange Securities Trading Limited since 25 July 2006 More
ESR REIT 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 ESR REIT'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 ESR REIT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0514 | |||
| Maximum Drawdown | 32.45 |
ESR REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ESR REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ESR REIT's standard deviation. In reality, there are many statistical measures that can use ESR REIT historical prices to predict the future ESR REIT's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.4247 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ESR REIT's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ESR REIT Backtested Returns
ESR REIT appears to be very risky, given 3 months investment horizon. ESR REIT secures Sharpe Ratio (or Efficiency) of 0.0711, which denotes the company had a 0.0711 % return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for ESR REIT, which you can use to evaluate the volatility of the firm. Please utilize ESR REIT's Mean Deviation of 0.9741, market risk adjusted performance of (0.14), and Standard Deviation of 4.3 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ESR REIT holds a performance score of 5. The firm shows a Beta (market volatility) of -1.9, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ESR REIT are expected to decrease by larger amounts. On the other hand, during market turmoil, ESR REIT is expected to outperform it. Please check ESR REIT's kurtosis, as well as the relationship between the day median price and period momentum indicator , to make a quick decision on whether ESR REIT's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
ESR REIT has no correlation between past and present. Overlapping area represents the amount of predictability between ESR REIT time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ESR REIT price movement. The serial correlation of 0.0 indicates that just 0.0% of current ESR REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ESR REIT lagged returns against current returns
Autocorrelation, which is ESR REIT 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 ESR REIT's pink sheet expected returns. We can calculate the autocorrelation of ESR REIT returns to help us make a trade decision. For example, suppose you find that ESR REIT 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 |
ESR REIT 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 ESR REIT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ESR REIT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ESR REIT pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ESR REIT Lagged Returns
When evaluating ESR REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ESR REIT pink sheet have on its future price. ESR REIT 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, ESR REIT autocorrelation shows the relationship between ESR REIT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ESR REIT.
Regressed Prices |
| Timeline |
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Other Information on Investing in ESR Pink Sheet
ESR REIT financial ratios help investors to determine whether ESR 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 ESR with respect to the benefits of owning ESR REIT security.