STAG Industrial (Germany) Market Value
| SW6 Stock | EUR 35.24 0.36 1.03% |
| Symbol | STAG |
STAG Industrial '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 STAG Industrial'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 STAG Industrial.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in STAG Industrial on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding STAG Industrial or generate 0.0% return on investment in STAG Industrial over 30 days. STAG Industrial is related to or competes with SEGRO Plc, and EastGroup Properties. is an industrial real estate operating company focused on the acquisition and operation of single-tenant, industrial pro... More
STAG Industrial 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 STAG Industrial'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 STAG Industrial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 1.77 |
STAG Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STAG Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STAG Industrial's standard deviation. In reality, there are many statistical measures that can use STAG Industrial historical prices to predict the future STAG Industrial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (6.50) |
STAG Industrial Backtested Returns
STAG Industrial retains Efficiency (Sharpe Ratio) of -0.0083, which indicates the firm had a -0.0083% return per unit of risk over the last 3 months. STAG Industrial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate STAG Industrial's standard deviation of 1.29, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.0055, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STAG Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding STAG Industrial is expected to be smaller as well. At this point, STAG Industrial has a negative expected return of -0.0109%. Please make sure to validate STAG Industrial's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if STAG Industrial performance from the past will be repeated at future time.
Auto-correlation | 0.30 |
Below average predictability
STAG Industrial has below average predictability. Overlapping area represents the amount of predictability between STAG Industrial time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 STAG Industrial price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current STAG Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
STAG Industrial lagged returns against current returns
Autocorrelation, which is STAG Industrial 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 STAG Industrial's stock expected returns. We can calculate the autocorrelation of STAG Industrial returns to help us make a trade decision. For example, suppose you find that STAG Industrial 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 |
STAG Industrial 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 STAG Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STAG Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STAG Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
STAG Industrial Lagged Returns
When evaluating STAG Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STAG Industrial stock have on its future price. STAG Industrial 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, STAG Industrial autocorrelation shows the relationship between STAG Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in STAG Industrial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in STAG Stock
When determining whether STAG Industrial is a strong investment it is important to analyze STAG Industrial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact STAG Industrial's future performance. For an informed investment choice regarding STAG Stock, refer to the following important reports:Check out STAG Industrial Correlation, STAG Industrial Volatility and STAG Industrial Alpha and Beta module to complement your research on STAG Industrial. For more detail on how to invest in STAG Stock please use our How to Invest in STAG Industrial guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
STAG Industrial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.