Supermarket Income (Germany) Market Value
| DU9 Stock | EUR 1.00 0.06 6.38% |
| Symbol | Supermarket |
Supermarket Income '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 Supermarket Income'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 Supermarket Income.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Supermarket Income on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Supermarket Income REIT or generate 0.0% return on investment in Supermarket Income over 30 days. Supermarket Income is related to or competes with GRUPO CARSO, ARDAGH METAL, Cars, Zijin Mining, Jacquet Metal, and Grupo Carso. Dragon - Ukrainian Properties Development PLC was incorporated in the Isle of Man on 23 February 2007 More
Supermarket Income 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 Supermarket Income'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 Supermarket Income REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.19 | |||
| Information Ratio | 0.0261 | |||
| Maximum Drawdown | 19.79 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 7.95 |
Supermarket Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Supermarket Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Supermarket Income's standard deviation. In reality, there are many statistical measures that can use Supermarket Income historical prices to predict the future Supermarket Income's volatility.| Risk Adjusted Performance | 0.0443 | |||
| Jensen Alpha | 0.1835 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | 1.93 |
Supermarket Income REIT Backtested Returns
At this point, Supermarket Income is extremely dangerous. Supermarket Income REIT owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0482, which indicates the firm had a 0.0482 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Supermarket Income REIT, which you can use to evaluate the volatility of the company. Please validate Supermarket Income's Risk Adjusted Performance of 0.0443, semi deviation of 3.09, and Coefficient Of Variation of 2070.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Supermarket Income has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0991, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Supermarket Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Supermarket Income is expected to be smaller as well. Supermarket Income REIT right now has a risk of 3.67%. Please validate Supermarket Income jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Supermarket Income will be following its existing price patterns.
Auto-correlation | 0.55 |
Modest predictability
Supermarket Income REIT has modest predictability. Overlapping area represents the amount of predictability between Supermarket Income time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Supermarket Income REIT price movement. The serial correlation of 0.55 indicates that about 55.0% of current Supermarket Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Supermarket Income REIT lagged returns against current returns
Autocorrelation, which is Supermarket Income 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 Supermarket Income's stock expected returns. We can calculate the autocorrelation of Supermarket Income returns to help us make a trade decision. For example, suppose you find that Supermarket Income 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 |
Supermarket Income 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 Supermarket Income stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Supermarket Income stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Supermarket Income stock over time.
Current vs Lagged Prices |
| Timeline |
Supermarket Income Lagged Returns
When evaluating Supermarket Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Supermarket Income stock have on its future price. Supermarket Income 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, Supermarket Income autocorrelation shows the relationship between Supermarket Income stock current value and its past values and can show if there is a momentum factor associated with investing in Supermarket Income REIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Supermarket Stock
Supermarket Income financial ratios help investors to determine whether Supermarket 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 Supermarket with respect to the benefits of owning Supermarket Income security.