Highlands Reit Stock Market Value
| HHDS Stock | USD 0.11 0.07 175.00% |
| Symbol | Highlands |
Highlands REIT '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 Highlands REIT's otc 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 Highlands REIT.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Highlands REIT on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Highlands REIT or generate 0.0% return on investment in Highlands REIT over 30 days. Highlands REIT is related to or competes with Smart REIT, Phillips Edison, Simon Property, Plaza Retail, Inventrust Properties, Site Centers, and Kite Realty. Our portfolio consists of office, industrial, retail and apartment assets, an unoccupied correctional facility and unimp... More
Highlands REIT 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 Highlands REIT's otc 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 Highlands REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 59.27 | |||
| Information Ratio | 0.256 | |||
| Maximum Drawdown | 675.48 | |||
| Value At Risk | (75.73) | |||
| Potential Upside | 250.0 |
Highlands REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Highlands REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Highlands REIT's standard deviation. In reality, there are many statistical measures that can use Highlands REIT historical prices to predict the future Highlands REIT's volatility.| Risk Adjusted Performance | 0.2059 | |||
| Jensen Alpha | 31.78 | |||
| Total Risk Alpha | 15.48 | |||
| Sortino Ratio | 0.5289 | |||
| Treynor Ratio | (9.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Highlands REIT'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.
Highlands REIT Backtested Returns
Highlands REIT is out of control given 3 months investment horizon. Highlands REIT holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 30.83% are justified by taking the suggested risk. Use Highlands REIT Market Risk Adjusted Performance of (9.47), risk adjusted performance of 0.2059, and Downside Deviation of 59.27 to evaluate company specific risk that cannot be diversified away. Highlands REIT holds a performance score of 19 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -3.32, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Highlands REIT are expected to decrease by larger amounts. On the other hand, during market turmoil, Highlands REIT is expected to outperform it. Use Highlands REIT total risk alpha and the relationship between the potential upside and day typical price , to analyze future returns on Highlands REIT.
Auto-correlation | 0.21 |
Weak predictability
Highlands REIT has weak predictability. Overlapping area represents the amount of predictability between Highlands REIT time series from 24th of October 2024 to 8th of November 2024 and 8th of November 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 Highlands REIT price movement. The serial correlation of 0.21 indicates that over 21.0% of current Highlands REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Highlands REIT lagged returns against current returns
Autocorrelation, which is Highlands REIT otc 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 Highlands REIT's otc stock expected returns. We can calculate the autocorrelation of Highlands REIT returns to help us make a trade decision. For example, suppose you find that Highlands REIT has exhibited high autocorrelation historically, and you observe that the otc 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 |
Highlands REIT 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 Highlands REIT otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Highlands REIT otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Highlands REIT otc stock over time.
Current vs Lagged Prices |
| Timeline |
Highlands REIT Lagged Returns
When evaluating Highlands REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Highlands REIT otc stock have on its future price. Highlands REIT 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, Highlands REIT autocorrelation shows the relationship between Highlands REIT otc stock current value and its past values and can show if there is a momentum factor associated with investing in Highlands REIT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Highlands OTC Stock Analysis
When running Highlands REIT's price analysis, check to measure Highlands REIT'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 Highlands REIT is operating at the current time. Most of Highlands REIT's value examination focuses on studying past and present price action to predict the probability of Highlands REIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Highlands REIT's price. Additionally, you may evaluate how the addition of Highlands REIT to your portfolios can decrease your overall portfolio volatility.