Sotherly Hotels (Germany) Market Value
| MCL Stock | EUR 0.93 0.02 2.20% |
| Symbol | Sotherly |
Sotherly Hotels '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 Sotherly Hotels' 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 Sotherly Hotels.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Sotherly Hotels on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Sotherly Hotels or generate 0.0% return on investment in Sotherly Hotels over 30 days. Sotherly Hotels is related to or competes with FOUR CORNERS, DiamondRock Hospitality, BRAEMAR HOTELS, and . Sotherly Hotels Inc. is a self-managed and self-administered lodging REIT focused on the acquisition, renovation, upbran... More
Sotherly Hotels 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 Sotherly Hotels' 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 Sotherly Hotels upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 36.52 | |||
| Value At Risk | (7.20) | |||
| Potential Upside | 9.52 |
Sotherly Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sotherly Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sotherly Hotels' standard deviation. In reality, there are many statistical measures that can use Sotherly Hotels historical prices to predict the future Sotherly Hotels' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.78) | |||
| Treynor Ratio | 0.153 |
Sotherly Hotels Backtested Returns
Sotherly Hotels owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0228, which indicates the firm had a -0.0228% return per unit of risk over the last 3 months. Sotherly Hotels exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sotherly Hotels' Variance of 25.95, coefficient of variation of (4,992), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of -0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sotherly Hotels are expected to decrease at a much lower rate. During the bear market, Sotherly Hotels is likely to outperform the market. At this point, Sotherly Hotels has a negative expected return of -0.12%. Please make sure to validate Sotherly Hotels' potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if Sotherly Hotels performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.56 |
Modest predictability
Sotherly Hotels has modest predictability. Overlapping area represents the amount of predictability between Sotherly Hotels 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 Sotherly Hotels price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Sotherly Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sotherly Hotels lagged returns against current returns
Autocorrelation, which is Sotherly Hotels 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 Sotherly Hotels' stock expected returns. We can calculate the autocorrelation of Sotherly Hotels returns to help us make a trade decision. For example, suppose you find that Sotherly Hotels 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 |
Sotherly Hotels 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 Sotherly Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sotherly Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sotherly Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Sotherly Hotels Lagged Returns
When evaluating Sotherly Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sotherly Hotels stock have on its future price. Sotherly Hotels 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, Sotherly Hotels autocorrelation shows the relationship between Sotherly Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Sotherly Hotels.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Sotherly Stock
When determining whether Sotherly Hotels offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sotherly Hotels' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sotherly Hotels Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sotherly Hotels Stock:Check out Sotherly Hotels Correlation, Sotherly Hotels Volatility and Sotherly Hotels Alpha and Beta module to complement your research on Sotherly Hotels. For more detail on how to invest in Sotherly Stock please use our How to Invest in Sotherly Hotels guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Sotherly Hotels technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.