Stockland's market value is the price at which a share of Stockland trades on a public exchange. It measures the collective expectations of Stockland investors about its performance. Stockland is trading at 3.01 as of the 31st of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 3.01. With this module, you can estimate the performance of a buy and hold strategy of Stockland and determine expected loss or profit from investing in Stockland over a given investment horizon. Check out Stockland Correlation, Stockland Volatility and Stockland Alpha and Beta module to complement your research on Stockland.
Please note, there is a significant difference between Stockland's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stockland is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stockland's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Stockland '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 Stockland'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 Stockland.
0.00
11/02/2024
No Change 0.00
0.0
In 3 months and 1 day
01/31/2025
0.00
If you would invest 0.00 in Stockland on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Stockland or generate 0.0% return on investment in Stockland over 90 days. Stockland is related to or competes with Highlands REIT, and Fibra UNO. Stockland was founded in 1952 and has grown to become one of Australias largest diversified property groups owning, deve... More
Stockland 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 Stockland'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 Stockland upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stockland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stockland's standard deviation. In reality, there are many statistical measures that can use Stockland historical prices to predict the future Stockland's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Stockland. Your research has to be compared to or analyzed against Stockland's peers to derive any actionable benefits. When done correctly, Stockland's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Stockland.
Stockland Backtested Returns
Stockland owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0487, which indicates the firm had a -0.0487 % return per unit of risk over the last 3 months. Stockland exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stockland's Coefficient Of Variation of (2,054), variance of 14.4, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stockland's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stockland is expected to be smaller as well. At this point, Stockland has a negative expected return of -0.18%. Please make sure to validate Stockland's potential upside, as well as the relationship between the rate of daily change and relative strength index , to decide if Stockland performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.25
Weak reverse predictability
Stockland has weak reverse predictability. Overlapping area represents the amount of predictability between Stockland time series from 2nd of November 2024 to 17th of December 2024 and 17th of December 2024 to 31st of January 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 Stockland price movement. The serial correlation of -0.25 indicates that over 25.0% of current Stockland price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.25
Spearman Rank Test
-0.2
Residual Average
0.0
Price Variance
0.01
Stockland lagged returns against current returns
Autocorrelation, which is Stockland 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 Stockland's pink sheet expected returns. We can calculate the autocorrelation of Stockland returns to help us make a trade decision. For example, suppose you find that Stockland 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
Stockland 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 Stockland pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stockland pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stockland pink sheet over time.
Current vs Lagged Prices
Timeline
Stockland Lagged Returns
When evaluating Stockland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stockland pink sheet have on its future price. Stockland 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, Stockland autocorrelation shows the relationship between Stockland pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stockland.
Other Information on Investing in Stockland Pink Sheet
Stockland financial ratios help investors to determine whether Stockland 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 Stockland with respect to the benefits of owning Stockland security.