Arrowhead Properties (South Africa) Market Value
| FTB Stock | 486.00 7.00 1.46% |
| Symbol | Arrowhead |
Arrowhead Properties '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 Arrowhead Properties' 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 Arrowhead Properties.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Arrowhead Properties on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Arrowhead Properties Ltd or generate 0.0% return on investment in Arrowhead Properties over 30 days. Arrowhead Properties is related to or competes with Vukile Property, Growthpoint Properties, and Shoprite Holdings. More
Arrowhead Properties 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 Arrowhead Properties' 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 Arrowhead Properties Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.063 | |||
| Maximum Drawdown | 6.86 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.63 |
Arrowhead Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrowhead Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrowhead Properties' standard deviation. In reality, there are many statistical measures that can use Arrowhead Properties historical prices to predict the future Arrowhead Properties' volatility.| Risk Adjusted Performance | 0.1234 | |||
| Jensen Alpha | 0.1793 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0585 | |||
| Treynor Ratio | 0.8132 |
Arrowhead Properties Backtested Returns
At this point, Arrowhead Properties is very steady. Arrowhead Properties secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for Arrowhead Properties Ltd, which you can use to evaluate the volatility of the firm. Please confirm Arrowhead Properties' Mean Deviation of 1.08, downside deviation of 1.54, and Risk Adjusted Performance of 0.1234 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Arrowhead Properties has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arrowhead Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrowhead Properties is expected to be smaller as well. Arrowhead Properties right now shows a risk of 1.39%. Please confirm Arrowhead Properties potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Arrowhead Properties will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Arrowhead Properties Ltd has very good reverse predictability. Overlapping area represents the amount of predictability between Arrowhead Properties time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Arrowhead Properties price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Arrowhead Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 156.81 |
Arrowhead Properties lagged returns against current returns
Autocorrelation, which is Arrowhead Properties 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 Arrowhead Properties' stock expected returns. We can calculate the autocorrelation of Arrowhead Properties returns to help us make a trade decision. For example, suppose you find that Arrowhead Properties 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 |
Arrowhead Properties 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 Arrowhead Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrowhead Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrowhead Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Arrowhead Properties Lagged Returns
When evaluating Arrowhead Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrowhead Properties stock have on its future price. Arrowhead Properties 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, Arrowhead Properties autocorrelation shows the relationship between Arrowhead Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Arrowhead Properties Ltd.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Arrowhead Stock
Arrowhead Properties financial ratios help investors to determine whether Arrowhead 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 Arrowhead with respect to the benefits of owning Arrowhead Properties security.