Ascendas Real (Germany) Market Value
| S3Z Stock | EUR 1.75 0.01 0.57% |
| Symbol | Ascendas |
Ascendas Real '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 Ascendas Real'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 Ascendas Real.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Ascendas Real on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ascendas Real Estate or generate 0.0% return on investment in Ascendas Real over 30 days. Ascendas Real is related to or competes with Public Storage, Prologis, SEGRO Plc, Yara International, EastGroup Properties, STAG Industrial, and NIPPON PROLOGIS. Ascendas Reit is Singapores first and largest listed business space and industrial real estate investment trust More
Ascendas Real 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 Ascendas Real'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 Ascendas Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0312 | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.74 |
Ascendas Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ascendas Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ascendas Real's standard deviation. In reality, there are many statistical measures that can use Ascendas Real historical prices to predict the future Ascendas Real's volatility.| Risk Adjusted Performance | 0.0292 | |||
| Jensen Alpha | 0.0328 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | (4.05) |
Ascendas Real Estate Backtested Returns
At this point, Ascendas Real is relatively risky. Ascendas Real Estate secures Sharpe Ratio (or Efficiency) of 0.0212, which signifies that the company had a 0.0212 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Ascendas Real Estate, which you can use to evaluate the volatility of the firm. Please confirm Ascendas Real's mean deviation of 0.6847, and Risk Adjusted Performance of 0.0292 to double-check if the risk estimate we provide is consistent with the expected return of 0.0273%. Ascendas Real has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0081, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ascendas Real are expected to decrease at a much lower rate. During the bear market, Ascendas Real is likely to outperform the market. Ascendas Real Estate right now shows a risk of 1.29%. Please confirm Ascendas Real Estate sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to decide if Ascendas Real Estate will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Ascendas Real Estate has weak reverse predictability. Overlapping area represents the amount of predictability between Ascendas Real time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ascendas Real Estate price movement. The serial correlation of -0.25 indicates that over 25.0% of current Ascendas Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ascendas Real Estate lagged returns against current returns
Autocorrelation, which is Ascendas Real 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 Ascendas Real's stock expected returns. We can calculate the autocorrelation of Ascendas Real returns to help us make a trade decision. For example, suppose you find that Ascendas Real 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 |
Ascendas Real 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 Ascendas Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ascendas Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ascendas Real stock over time.
Current vs Lagged Prices |
| Timeline |
Ascendas Real Lagged Returns
When evaluating Ascendas Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ascendas Real stock have on its future price. Ascendas Real 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, Ascendas Real autocorrelation shows the relationship between Ascendas Real stock current value and its past values and can show if there is a momentum factor associated with investing in Ascendas Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ascendas Stock
Ascendas Real financial ratios help investors to determine whether Ascendas 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 Ascendas with respect to the benefits of owning Ascendas Real security.