Mapletree Logistics Trust Stock Market Value
| MAPGF Stock | USD 1.10 0.10 10.00% |
| Symbol | Mapletree |
Mapletree Logistics '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 Logistics' 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 Mapletree Logistics.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Mapletree Logistics on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Mapletree Logistics Trust or generate 0.0% return on investment in Mapletree Logistics over 30 days. Mapletree Logistics is related to or competes with Mapletree Industrial, Warehouses, DEXUS, FIBRA Prologis, Fibra UNO, LondonMetric Property, and British Land. MLT, the first Asia-focused logistics REIT in Singapore, was listed on the SGX-ST main board on 28 July 2005 More
Mapletree Logistics 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 Logistics' 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 Mapletree Logistics Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.69 | |||
| Information Ratio | 0.0108 | |||
| Maximum Drawdown | 15.82 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 3.81 |
Mapletree Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mapletree Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mapletree Logistics' standard deviation. In reality, there are many statistical measures that can use Mapletree Logistics historical prices to predict the future Mapletree Logistics' volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.0646 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0047 | |||
| Treynor Ratio | 0.2232 |
Mapletree Logistics Trust Backtested Returns
At this point, Mapletree Logistics is dangerous. Mapletree Logistics Trust has Sharpe Ratio of 0.0422, which conveys that the firm had a 0.0422 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mapletree Logistics, which you can use to evaluate the volatility of the firm. Please verify Mapletree Logistics' Mean Deviation of 0.9938, downside deviation of 5.69, and Risk Adjusted Performance of 0.0371 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mapletree Logistics has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mapletree Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mapletree Logistics is expected to be smaller as well. Mapletree Logistics Trust right now secures a risk of 2.57%. Please verify Mapletree Logistics Trust treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Mapletree Logistics Trust will be following its current price movements.
Auto-correlation | 0.76 |
Good predictability
Mapletree Logistics Trust has good predictability. Overlapping area represents the amount of predictability between Mapletree Logistics time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Mapletree Logistics Trust price movement. The serial correlation of 0.76 indicates that around 76.0% of current Mapletree Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mapletree Logistics Trust lagged returns against current returns
Autocorrelation, which is Mapletree Logistics 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 Mapletree Logistics' pink sheet expected returns. We can calculate the autocorrelation of Mapletree Logistics returns to help us make a trade decision. For example, suppose you find that Mapletree Logistics 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 |
Mapletree Logistics 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 Logistics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapletree Logistics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mapletree Logistics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mapletree Logistics Lagged Returns
When evaluating Mapletree Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mapletree Logistics pink sheet have on its future price. Mapletree Logistics 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 Logistics autocorrelation shows the relationship between Mapletree Logistics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mapletree Logistics Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mapletree Pink Sheet
Mapletree Logistics financial ratios help investors to determine whether Mapletree 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 Mapletree with respect to the benefits of owning Mapletree Logistics security.