Real Estate E Commerce Stock Market Value
| RS Stock | CAD 12.08 0.05 0.41% |
| Symbol | Real |
Real Estate E Price To Book Ratio
Real Estate '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 Real Estate'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 Real Estate.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Real Estate on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Real Estate E Commerce or generate 0.0% return on investment in Real Estate over 30 days. Real Estate is related to or competes with Global Dividend, E Split, Brompton Split, Life Banc, and Dividend Select. Real Estate E-Commerce Split Corp. is a balanced mutual fund launched by Middlefield Limited More
Real Estate 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 Real Estate'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 Real Estate E Commerce upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.27 |
Real Estate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Real Estate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Real Estate's standard deviation. In reality, there are many statistical measures that can use Real Estate historical prices to predict the future Real Estate's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0937 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Real Estate'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.
Real Estate E Backtested Returns
As of now, Real Stock is not too volatile. Real Estate E maintains Sharpe Ratio (i.e., Efficiency) of 0.0014, which implies the firm had a 0.0014% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Real Estate E, which you can use to evaluate the volatility of the company. Please check Real Estate's Semi Deviation of 1.32, risk adjusted performance of 0.0216, and Coefficient Of Variation of 4341.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.0018%. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Real Estate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Real Estate is expected to be smaller as well. Real Estate E right now holds a risk of 1.31%. Please check Real Estate E value at risk, and the relationship between the jensen alpha and skewness , to decide if Real Estate E will be following its historical price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Real Estate E Commerce has very weak reverse predictability. Overlapping area represents the amount of predictability between Real Estate time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Real Estate E price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Real Estate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Real Estate E lagged returns against current returns
Autocorrelation, which is Real Estate 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 Real Estate's stock expected returns. We can calculate the autocorrelation of Real Estate returns to help us make a trade decision. For example, suppose you find that Real Estate 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 |
Real Estate 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 Real Estate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Real Estate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Real Estate stock over time.
Current vs Lagged Prices |
| Timeline |
Real Estate Lagged Returns
When evaluating Real Estate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Real Estate stock have on its future price. Real Estate 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, Real Estate autocorrelation shows the relationship between Real Estate stock current value and its past values and can show if there is a momentum factor associated with investing in Real Estate E Commerce.
Regressed Prices |
| Timeline |
Pair Trading with Real Estate
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Real Estate position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Real Estate will appreciate offsetting losses from the drop in the long position's value.Moving against Real Stock
The ability to find closely correlated positions to Real Estate could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Real Estate when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Real Estate - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Real Estate E Commerce to buy it.
The correlation of Real Estate is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Real Estate moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Real Estate E moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Real Estate can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Real Stock
Real Estate financial ratios help investors to determine whether Real Stock 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 Real with respect to the benefits of owning Real Estate security.