Inland Real Estateome Stock Market Value
| INRE Stock | USD 11.00 1.25 10.20% |
| Symbol | Inland |
Inland Real '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 Inland Real'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 Inland Real.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Inland Real on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding Inland Real Estateome or generate 0.0% return on investment in Inland Real over 720 days. Inland Real is related to or competes with Global Net, Brightspire Capital, and NexPoint Strategic. Inland Real Estate Income Trust, Inc. was formed on August 24, 2011 to acquire and manage a portfolio of commercial real... More
Inland Real 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 Inland Real'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 Inland Real Estateome upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 22.08 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.39 |
Inland Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inland Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inland Real's standard deviation. In reality, there are many statistical measures that can use Inland Real historical prices to predict the future Inland Real's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.094 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.42) |
Inland Real Estateome Backtested Returns
At this point, Inland Real is somewhat reliable. Inland Real Estateome holds Efficiency (Sharpe) Ratio of 0.0342, which attests that the entity had a 0.0342% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Inland Real Estateome, which you can use to evaluate the volatility of the firm. Please check out Inland Real's Market Risk Adjusted Performance of (0.41), standard deviation of 2.61, and Risk Adjusted Performance of 0.0325 to validate if the risk estimate we provide is consistent with the expected return of 0.0907%. Inland Real has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inland Real are expected to decrease at a much lower rate. During the bear market, Inland Real is likely to outperform the market. Inland Real Estateome right now retains a risk of 2.65%. Please check out Inland Real maximum drawdown, as well as the relationship between the daily balance of power and price action indicator , to decide if Inland Real will be following its current trending patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
Inland Real Estateome has modest reverse predictability. Overlapping area represents the amount of predictability between Inland Real time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 Inland Real Estateome price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Inland Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Inland Real Estateome lagged returns against current returns
Autocorrelation, which is Inland Real 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 Inland Real's pink sheet expected returns. We can calculate the autocorrelation of Inland Real returns to help us make a trade decision. For example, suppose you find that Inland Real 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 |
Inland Real 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 Inland Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inland Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inland Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Inland Real Lagged Returns
When evaluating Inland Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inland Real pink sheet have on its future price. Inland Real 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, Inland Real autocorrelation shows the relationship between Inland Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Inland Real Estateome.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Inland Pink Sheet
Inland Real financial ratios help investors to determine whether Inland 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 Inland with respect to the benefits of owning Inland Real security.