Mapletree Industrial Trust Stock Market Value
| MAPIF Stock | USD 1.52 0.00 0.00% |
| 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 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 Industrial.
| 01/18/2024 |
| 01/07/2026 |
If you would invest 0.00 in Mapletree Industrial on January 18, 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 720 days. Mapletree Industrial is related to or competes with Mapletree Logistics, Keppel DC, Hang Lung, British Land, Warehouses, Charter Hall, and UOL Group. 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 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 Industrial Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 17.53 | |||
| Potential Upside | 1.39 |
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) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.1232 |
Mapletree Industrial Backtested Returns
Mapletree Industrial has Sharpe Ratio of -0.0137, which conveys that the firm had a -0.0137 % return per unit of risk over the last 3 months. Mapletree Industrial exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mapletree Industrial's Standard Deviation of 2.36, mean deviation of 0.695, and insignificant Risk Adjusted Performance to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.33, which conveys possible diversification benefits within a given portfolio. 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. At this point, Mapletree Industrial has a negative expected return of -0.0336%. Please make sure to verify Mapletree Industrial's jensen alpha and kurtosis , to decide if Mapletree Industrial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Mapletree Industrial Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Mapletree Industrial time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th 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 Industrial price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Mapletree Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mapletree Industrial lagged returns against current returns
Autocorrelation, which is Mapletree Industrial 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 Industrial's pink sheet 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 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mapletree Industrial 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 Industrial pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet
Mapletree Industrial 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 Industrial security.