Merlin Properties Socimi Stock Market Value
| MRPRF Stock | USD 14.57 0.22 1.53% |
| Symbol | MERLIN |
MERLIN Properties '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 MERLIN Properties' 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 MERLIN Properties.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in MERLIN Properties on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding MERLIN Properties SOCIMI or generate 0.0% return on investment in MERLIN Properties over 30 days. MERLIN Properties is related to or competes with Stockland, Covivio, Fastighets, Land Securities, Land Securities, LondonMetric Property, and Longfor Properties. MERLIN Properties SOCIMI, SA, one of the main real estate companies listed on the Spanish Stock Exchange , has as its ma... More
MERLIN Properties 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 MERLIN Properties' 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 MERLIN Properties SOCIMI upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 13.0 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 3.09 |
MERLIN Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MERLIN Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MERLIN Properties' standard deviation. In reality, there are many statistical measures that can use MERLIN Properties historical prices to predict the future MERLIN Properties' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.24) |
MERLIN Properties SOCIMI Backtested Returns
MERLIN Properties SOCIMI has Sharpe Ratio of -0.0433, which conveys that the firm had a -0.0433 % return per unit of volatility over the last 3 months. MERLIN Properties exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MERLIN Properties' risk adjusted performance of (0.02), and Mean Deviation of 0.6841 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MERLIN Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding MERLIN Properties is expected to be smaller as well. At this point, MERLIN Properties SOCIMI has a negative expected return of -0.0756%. Please make sure to verify MERLIN Properties' jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if MERLIN Properties SOCIMI performance from the past will be repeated at future time.
Auto-correlation | 0.11 |
Insignificant predictability
MERLIN Properties SOCIMI has insignificant predictability. Overlapping area represents the amount of predictability between MERLIN Properties time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 MERLIN Properties SOCIMI price movement. The serial correlation of 0.11 indicates that less than 11.0% of current MERLIN Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MERLIN Properties SOCIMI lagged returns against current returns
Autocorrelation, which is MERLIN Properties 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 MERLIN Properties' pink sheet expected returns. We can calculate the autocorrelation of MERLIN Properties returns to help us make a trade decision. For example, suppose you find that MERLIN Properties 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 |
MERLIN Properties 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 MERLIN Properties pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MERLIN Properties pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MERLIN Properties pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MERLIN Properties Lagged Returns
When evaluating MERLIN Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MERLIN Properties pink sheet have on its future price. MERLIN Properties 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, MERLIN Properties autocorrelation shows the relationship between MERLIN Properties pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MERLIN Properties SOCIMI.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MERLIN Pink Sheet
MERLIN Properties financial ratios help investors to determine whether MERLIN 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 MERLIN with respect to the benefits of owning MERLIN Properties security.