Mapletree Industrial (Germany) Market Value
| M2L Stock | EUR 1.57 0.01 0.64% |
| Symbol | Mapletree |
Mapletree 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 Mapletree Industrial'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 Mapletree Industrial.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Mapletree Industrial on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Mapletree Industrial Trust or generate 0.0% return on investment in Mapletree Industrial over 30 days. Mapletree Industrial is related to or competes with PTT Global, Sumitomo Chemical, Mitsui Chemicals, Haier Smart, Pembina Pipeline, and Hisense Home. Mapletree Industrial Trust is a real estate investment trust listed on the Main Board of Singapore Exchange More
Mapletree 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 Mapletree Industrial'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 Mapletree Industrial Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.99 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.44 |
Mapletree Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mapletree Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mapletree Industrial's standard deviation. In reality, there are many statistical measures that can use Mapletree Industrial historical prices to predict the future Mapletree Industrial's volatility.| Risk Adjusted Performance | 0.0156 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.04) |
Mapletree Industrial Backtested Returns
At this point, Mapletree Industrial is unstable. Mapletree Industrial has Sharpe Ratio of 0.0141, which conveys that the firm had a 0.0141% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mapletree Industrial, which you can use to evaluate the volatility of the firm. Please verify Mapletree Industrial's Risk Adjusted Performance of 0.0156, mean deviation of 1.08, and Downside Deviation of 1.79 to check out if the risk estimate we provide is consistent with the expected return of 0.0209%. Mapletree Industrial has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mapletree Industrial are expected to decrease at a much lower rate. During the bear market, Mapletree Industrial is likely to outperform the market. Mapletree Industrial right now secures a risk of 1.49%. Please verify Mapletree Industrial Trust total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Mapletree Industrial Trust will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
Mapletree Industrial Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Mapletree Industrial 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 Mapletree Industrial price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Mapletree Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mapletree Industrial lagged returns against current returns
Autocorrelation, which is Mapletree Industrial 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 Mapletree Industrial's stock expected returns. We can calculate the autocorrelation of Mapletree Industrial returns to help us make a trade decision. For example, suppose you find that Mapletree Industrial 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 |
Mapletree 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 Mapletree Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapletree Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mapletree Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Mapletree Industrial Lagged Returns
When evaluating Mapletree Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mapletree Industrial stock have on its future price. Mapletree 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, Mapletree Industrial autocorrelation shows the relationship between Mapletree Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Mapletree Industrial Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mapletree Stock
Mapletree Industrial financial ratios help investors to determine whether Mapletree 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 Mapletree with respect to the benefits of owning Mapletree Industrial security.