Digital Realty Trust Preferred Stock Market Value
| DLR-PJ Preferred Stock | USD 23.40 0.14 0.60% |
| Symbol | Digital |
Digital Realty '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 Digital Realty's preferred 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 Digital Realty.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Digital Realty on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Digital Realty Trust or generate 0.0% return on investment in Digital Realty over 300 days. Digital Realty is related to or competes with EPR Properties, Digital Realty, Gladstone Land, EPR Properties, Digital Realty, and EPR Properties. Digital Realty supports the data center, colocation and interconnection strategies of more than 2,000 firms across its s... More
Digital Realty 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 Digital Realty's preferred 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 Digital Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8027 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.07 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.919 |
Digital Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Digital Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digital Realty's standard deviation. In reality, there are many statistical measures that can use Digital Realty historical prices to predict the future Digital Realty's volatility.| Risk Adjusted Performance | 0.0338 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0929 |
Digital Realty Trust Backtested Returns
Digital Realty is very steady at the moment. Digital Realty Trust secures Sharpe Ratio (or Efficiency) of 0.0259, which denotes the company had a 0.0259% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Digital Realty Trust, which you can use to evaluate the volatility of the firm. Please confirm Digital Realty's Downside Deviation of 0.8027, coefficient of variation of 2150.25, and Mean Deviation of 0.4986 to check if the risk estimate we provide is consistent with the expected return of 0.0172%. Digital Realty has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, Digital Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Digital Realty is expected to be smaller as well. Digital Realty Trust right now shows a risk of 0.66%. Please confirm Digital Realty Trust maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Digital Realty Trust will be following its price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Digital Realty Trust has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Digital Realty time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Digital Realty Trust price movement. The serial correlation of -0.79 indicates that around 79.0% of current Digital Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |
Digital Realty Trust lagged returns against current returns
Autocorrelation, which is Digital Realty preferred 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 Digital Realty's preferred stock expected returns. We can calculate the autocorrelation of Digital Realty returns to help us make a trade decision. For example, suppose you find that Digital Realty has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Digital Realty 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 Digital Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digital Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digital Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Digital Realty Lagged Returns
When evaluating Digital Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digital Realty preferred stock have on its future price. Digital Realty 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, Digital Realty autocorrelation shows the relationship between Digital Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Digital Realty Trust.
Regressed Prices |
| Timeline |
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Digital Realty financial ratios help investors to determine whether Digital Preferred Stock 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 Digital with respect to the benefits of owning Digital Realty security.