Sila Realty Trust, Stock Market Value
| SILA Stock | 26.27 0.10 0.38% |
| Symbol | Sila |
Sila Realty '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 Sila Realty's 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 Sila Realty.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Sila Realty on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Sila Realty Trust, or generate 0.0% return on investment in Sila Realty over 30 days. Sila Realty is related to or competes with Northstar Clean, Asure Software, United Guardian, Old Dominion, Verde Clean, Stepan, and Fossil. Gold American Mining Corporation operates as a subsidiary of Inception Resources, LLC. More
Sila Realty 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 Sila Realty's 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 Sila Realty Trust, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0234 | |||
| Maximum Drawdown | 9.47 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 3.13 |
Sila Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sila Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sila Realty's standard deviation. In reality, there are many statistical measures that can use Sila Realty historical prices to predict the future Sila Realty's volatility.| Risk Adjusted Performance | 0.0824 | |||
| Jensen Alpha | 0.2335 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0222 | |||
| Treynor Ratio | (0.22) |
Sila Realty Trust, Backtested Returns
Sila Realty appears to be very steady, given 3 months investment horizon. Sila Realty Trust, owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sila Realty Trust,, which you can use to evaluate the volatility of the company. Please review Sila Realty's Coefficient Of Variation of 993.46, semi deviation of 1.58, and Risk Adjusted Performance of 0.0824 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sila Realty holds a performance score of 9. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sila Realty are expected to decrease at a much lower rate. During the bear market, Sila Realty is likely to outperform the market. Please check Sila Realty's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Sila Realty's existing price patterns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Sila Realty Trust, has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sila Realty time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Sila Realty Trust, price movement. The serial correlation of -0.72 indicates that around 72.0% of current Sila Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Sila Realty Trust, lagged returns against current returns
Autocorrelation, which is Sila Realty 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 Sila Realty's pink sheet expected returns. We can calculate the autocorrelation of Sila Realty returns to help us make a trade decision. For example, suppose you find that Sila Realty 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 |
Sila Realty 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 Sila Realty pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sila Realty pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sila Realty pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sila Realty Lagged Returns
When evaluating Sila Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sila Realty pink sheet have on its future price. Sila Realty 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, Sila Realty autocorrelation shows the relationship between Sila Realty pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sila Realty Trust,.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sila Pink Sheet
Sila Realty financial ratios help investors to determine whether Sila 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 Sila with respect to the benefits of owning Sila Realty security.