Trastor Real (Greece) Market Value
| TRASTOR Stock | EUR 1.06 0.00 0.00% |
| Symbol | Trastor |
Trastor 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 Trastor 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 Trastor Real.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Trastor Real on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Trastor Real Estate or generate 0.0% return on investment in Trastor Real over 540 days. Trastor Real is related to or competes with Athens Medical, As Commercial, Profile Systems, Marfin Investment, Elton International, Bank of Greece, and Intertech. Trastor Real Estate Investment Company SA operates as a property investment company in Greece More
Trastor 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 Trastor 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 Trastor Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 1.92 |
Trastor Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trastor Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trastor Real's standard deviation. In reality, there are many statistical measures that can use Trastor Real historical prices to predict the future Trastor Real's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 0.5423 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Trastor Real'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.
Trastor Real Estate Backtested Returns
Trastor Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0385, which indicates the firm had a -0.0385% return per unit of risk over the last 3 months. Trastor Real Estate exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trastor Real's Coefficient Of Variation of (1,286), variance of 3.47, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Trastor Real are expected to decrease at a much lower rate. During the bear market, Trastor Real is likely to outperform the market. At this point, Trastor Real Estate has a negative expected return of -0.0705%. Please make sure to validate Trastor Real's mean deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Trastor Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.55 |
Good reverse predictability
Trastor Real Estate has good reverse predictability. Overlapping area represents the amount of predictability between Trastor Real time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Trastor Real Estate price movement. The serial correlation of -0.55 indicates that about 55.0% of current Trastor Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Trastor Real Estate lagged returns against current returns
Autocorrelation, which is Trastor 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 Trastor Real's stock expected returns. We can calculate the autocorrelation of Trastor Real returns to help us make a trade decision. For example, suppose you find that Trastor 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 |
Trastor 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 Trastor Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trastor Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trastor Real stock over time.
Current vs Lagged Prices |
| Timeline |
Trastor Real Lagged Returns
When evaluating Trastor Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trastor Real stock have on its future price. Trastor 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, Trastor Real autocorrelation shows the relationship between Trastor Real stock current value and its past values and can show if there is a momentum factor associated with investing in Trastor Real Estate.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Trastor Stock Analysis
When running Trastor Real's price analysis, check to measure Trastor Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Trastor Real is operating at the current time. Most of Trastor Real's value examination focuses on studying past and present price action to predict the probability of Trastor Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trastor Real's price. Additionally, you may evaluate how the addition of Trastor Real to your portfolios can decrease your overall portfolio volatility.