Dream Industrial Real Stock Market Value
| DREUF Stock | USD 8.11 0.01 0.12% |
| Symbol | Dream |
Dream Industrial '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 Dream Industrial'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 Dream Industrial.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Dream Industrial on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Dream Industrial Real or generate 0.0% return on investment in Dream Industrial over 30 days. Dream Industrial is related to or competes with Ashford Hospitality, Ashford Hospitality, Braemar Hotels, Braemar Hotels, Ashford Hospitality, Ashford Hospitality, and Ashford Hospitality. Dream Industrial REIT is an unincorporated, open-ended real estate investment trust More
Dream Industrial 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 Dream Industrial'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 Dream Industrial Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 6.08 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 1.44 |
Dream Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Industrial's standard deviation. In reality, there are many statistical measures that can use Dream Industrial historical prices to predict the future Dream Industrial's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 2.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dream Industrial'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.
Dream Industrial Real Backtested Returns
Dream Industrial Real secures Sharpe Ratio (or Efficiency) of -0.3, which denotes the company had a -0.3% return per unit of standard deviation over the last 3 months. Dream Industrial Real exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dream Industrial's Standard Deviation of 1.34, coefficient of variation of (339.78), and Mean Deviation of 0.9492 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dream Industrial are expected to decrease at a much lower rate. During the bear market, Dream Industrial is likely to outperform the market. At this point, Dream Industrial Real has a negative expected return of -0.41%. Please make sure to confirm Dream Industrial's maximum drawdown, and the relationship between the information ratio and daily balance of power , to decide if Dream Industrial Real performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Dream Industrial Real has good predictability. Overlapping area represents the amount of predictability between Dream Industrial time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st of December 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 Dream Industrial Real price movement. The serial correlation of 0.74 indicates that around 74.0% of current Dream Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Dream Industrial Real lagged returns against current returns
Autocorrelation, which is Dream Industrial 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 Dream Industrial's pink sheet expected returns. We can calculate the autocorrelation of Dream Industrial returns to help us make a trade decision. For example, suppose you find that Dream Industrial 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 |
Dream Industrial 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 Dream Industrial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Industrial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dream Industrial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dream Industrial Lagged Returns
When evaluating Dream Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Industrial pink sheet have on its future price. Dream Industrial 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, Dream Industrial autocorrelation shows the relationship between Dream Industrial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dream Industrial Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dream Pink Sheet
Dream Industrial financial ratios help investors to determine whether Dream 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 Dream with respect to the benefits of owning Dream Industrial security.