Pebblebrook Hotel (Germany) Market Value
| PD0 Stock | 12.90 0.10 0.78% |
| Symbol | Pebblebrook |
Pebblebrook Hotel '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 Pebblebrook Hotel's 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 Pebblebrook Hotel.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Pebblebrook Hotel on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Pebblebrook Hotel Trust or generate 0.0% return on investment in Pebblebrook Hotel over 30 days. Pebblebrook Hotel is related to or competes with Live Nation, Hitachi Construction, Sterling Construction, Penta Ocean, Hanison Construction, Dave Busters, and ATRESMEDIA. More
Pebblebrook Hotel 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 Pebblebrook Hotel's 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 Pebblebrook Hotel Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.0271 | |||
| Maximum Drawdown | 12.73 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 4.21 |
Pebblebrook Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pebblebrook Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pebblebrook Hotel's standard deviation. In reality, there are many statistical measures that can use Pebblebrook Hotel historical prices to predict the future Pebblebrook Hotel's volatility.| Risk Adjusted Performance | 0.0684 | |||
| Jensen Alpha | 0.1635 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 1.35 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pebblebrook Hotel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pebblebrook Hotel Trust Backtested Returns
Currently, Pebblebrook Hotel Trust is not too volatile. Pebblebrook Hotel Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.0706, which implies the firm had a 0.0706% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pebblebrook Hotel Trust, which you can use to evaluate the volatility of the company. Please check Pebblebrook Hotel's Risk Adjusted Performance of 0.0684, semi deviation of 1.58, and Coefficient Of Variation of 1242.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Pebblebrook Hotel has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pebblebrook Hotel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pebblebrook Hotel is expected to be smaller as well. Pebblebrook Hotel Trust right now holds a risk of 2.38%. Please check Pebblebrook Hotel Trust downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Pebblebrook Hotel Trust will be following its historical price patterns.
Auto-correlation | 0.84 |
Very good predictability
Pebblebrook Hotel Trust has very good predictability. Overlapping area represents the amount of predictability between Pebblebrook Hotel time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Pebblebrook Hotel Trust price movement. The serial correlation of 0.84 indicates that around 84.0% of current Pebblebrook Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Pebblebrook Hotel Trust lagged returns against current returns
Autocorrelation, which is Pebblebrook Hotel 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 Pebblebrook Hotel's stock expected returns. We can calculate the autocorrelation of Pebblebrook Hotel returns to help us make a trade decision. For example, suppose you find that Pebblebrook Hotel 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 |
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Pebblebrook Hotel 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 Pebblebrook Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pebblebrook Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pebblebrook Hotel stock over time.
Current vs Lagged Prices |
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Pebblebrook Hotel Lagged Returns
When evaluating Pebblebrook Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pebblebrook Hotel stock have on its future price. Pebblebrook Hotel 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, Pebblebrook Hotel autocorrelation shows the relationship between Pebblebrook Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Pebblebrook Hotel Trust.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Pebblebrook Stock Analysis
When running Pebblebrook Hotel's price analysis, check to measure Pebblebrook Hotel's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pebblebrook Hotel is operating at the current time. Most of Pebblebrook Hotel's value examination focuses on studying past and present price action to predict the probability of Pebblebrook Hotel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pebblebrook Hotel's price. Additionally, you may evaluate how the addition of Pebblebrook Hotel to your portfolios can decrease your overall portfolio volatility.