Immolease Trust (Belgium) Market Value
| DIEG Stock | EUR 109.00 0.00 0.00% |
| Symbol | Immolease |
Immolease Trust '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 Immolease Trust'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 Immolease Trust.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Immolease Trust on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Immolease Trust NV or generate 0.0% return on investment in Immolease Trust over 180 days. Immolease Trust is related to or competes with Immobiliere Distri, and Immobel. Immolease Trust NV operates as a subsidiary of KBC Real Estate NV More
Immolease Trust 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 Immolease Trust'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 Immolease Trust NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 21.92 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 5.36 |
Immolease Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Immolease Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Immolease Trust's standard deviation. In reality, there are many statistical measures that can use Immolease Trust historical prices to predict the future Immolease Trust's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | 0.6493 |
Immolease Trust NV Backtested Returns
Immolease Trust NV holds Efficiency (Sharpe) Ratio of -0.0804, which attests that the entity had a -0.0804% return per unit of risk over the last 3 months. Immolease Trust NV exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Immolease Trust's Risk Adjusted Performance of (0.02), market risk adjusted performance of 0.6593, and Standard Deviation of 3.6 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Immolease Trust are expected to decrease at a much lower rate. During the bear market, Immolease Trust is likely to outperform the market. At this point, Immolease Trust NV has a negative expected return of -0.14%. Please make sure to check out Immolease Trust's jensen alpha, value at risk, and the relationship between the information ratio and total risk alpha , to decide if Immolease Trust NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Immolease Trust NV has average predictability. Overlapping area represents the amount of predictability between Immolease Trust time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 Immolease Trust NV price movement. The serial correlation of 0.48 indicates that about 48.0% of current Immolease Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 17.76 |
Immolease Trust NV lagged returns against current returns
Autocorrelation, which is Immolease Trust 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 Immolease Trust's stock expected returns. We can calculate the autocorrelation of Immolease Trust returns to help us make a trade decision. For example, suppose you find that Immolease Trust 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 |
Immolease Trust 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 Immolease Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Immolease Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Immolease Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Immolease Trust Lagged Returns
When evaluating Immolease Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Immolease Trust stock have on its future price. Immolease Trust 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, Immolease Trust autocorrelation shows the relationship between Immolease Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Immolease Trust NV.
Regressed Prices |
| Timeline |
Additional Tools for Immolease Stock Analysis
When running Immolease Trust's price analysis, check to measure Immolease Trust's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Immolease Trust is operating at the current time. Most of Immolease Trust's value examination focuses on studying past and present price action to predict the probability of Immolease Trust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immolease Trust's price. Additionally, you may evaluate how the addition of Immolease Trust to your portfolios can decrease your overall portfolio volatility.