Merlin Properties Socimi Stock Market Value
| MRPRF Stock | USD 15.77 1.53 10.74% |
| 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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in MERLIN Properties on November 12, 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 90 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 | (0.01) | |||
| Maximum Drawdown | 13.0 | |||
| Value At Risk | (1.88) | |||
| 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 | 0.0354 | |||
| Jensen Alpha | 0.0415 | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.2355 |
MERLIN Properties February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0354 | |||
| Market Risk Adjusted Performance | 0.2455 | |||
| Mean Deviation | 0.715 | |||
| Coefficient Of Variation | 2749.14 | |||
| Standard Deviation | 2.1 | |||
| Variance | 4.41 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0415 | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.2355 | |||
| Maximum Drawdown | 13.0 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 3.09 | |||
| Skewness | 0.6472 | |||
| Kurtosis | 17.74 |
MERLIN Properties SOCIMI Backtested Returns
At this point, MERLIN Properties is not too volatile. MERLIN Properties SOCIMI has Sharpe Ratio of 0.015, which conveys that the firm had a 0.015 % return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for MERLIN Properties, which you can use to evaluate the volatility of the firm. Please verify MERLIN Properties' risk adjusted performance of 0.0354, and Mean Deviation of 0.715 to check out if the risk estimate we provide is consistent with the expected return of 0.0325%. MERLIN Properties has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. 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. MERLIN Properties SOCIMI currently secures a risk of 2.17%. Please verify MERLIN Properties SOCIMI jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if MERLIN Properties SOCIMI will be following its current price movements.
Auto-correlation | -0.01 |
Very weak reverse predictability
MERLIN Properties SOCIMI has very weak reverse predictability. Overlapping area represents the amount of predictability between MERLIN Properties time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 -0.01 indicates that just 1.0% of current MERLIN Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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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.