UDR INC MEDIUM Market Value
| 90265EAM2 | 95.36 1.65 1.70% |
| Symbol | 90265EAM2 |
90265EAM2 '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 90265EAM2's bond 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 90265EAM2.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in 90265EAM2 on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding UDR INC MEDIUM or generate 0.0% return on investment in 90265EAM2 over 720 days. 90265EAM2 is related to or competes with Primoris Services, Emerson Electric, Dream Finders, Aldel Financial, Kite Realty, Park Ohio, and Hurco Companies. UDR, Inc. is a self administered real estate investment trust , which owns, operates, acquires, renovates, develops, redevelops, and manages multifamily apartment communities located throughout the United States. More
90265EAM2 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 90265EAM2's bond 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 UDR INC MEDIUM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.392 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 2.26 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.8034 |
90265EAM2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 90265EAM2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 90265EAM2's standard deviation. In reality, there are many statistical measures that can use 90265EAM2 historical prices to predict the future 90265EAM2's volatility.| Risk Adjusted Performance | 0.0038 | |||
| Jensen Alpha | 0.0113 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.0266 |
UDR INC MEDIUM Backtested Returns
UDR INC MEDIUM secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the bond had a -0.16% return per unit of return volatility over the last 3 months. UDR INC MEDIUM exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 90265EAM2's semi deviation of 0.3764, and Risk Adjusted Performance of 0.0038 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 90265EAM2 are expected to decrease at a much lower rate. During the bear market, 90265EAM2 is likely to outperform the market.
Auto-correlation | -0.1 |
Very weak reverse predictability
UDR INC MEDIUM has very weak reverse predictability. Overlapping area represents the amount of predictability between 90265EAM2 time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 UDR INC MEDIUM price movement. The serial correlation of -0.1 indicates that less than 10.0% of current 90265EAM2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.67 |
UDR INC MEDIUM lagged returns against current returns
Autocorrelation, which is 90265EAM2 bond'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 90265EAM2's bond expected returns. We can calculate the autocorrelation of 90265EAM2 returns to help us make a trade decision. For example, suppose you find that 90265EAM2 has exhibited high autocorrelation historically, and you observe that the bond 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 |
90265EAM2 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 90265EAM2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 90265EAM2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 90265EAM2 bond over time.
Current vs Lagged Prices |
| Timeline |
90265EAM2 Lagged Returns
When evaluating 90265EAM2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 90265EAM2 bond have on its future price. 90265EAM2 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, 90265EAM2 autocorrelation shows the relationship between 90265EAM2 bond current value and its past values and can show if there is a momentum factor associated with investing in UDR INC MEDIUM.
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 90265EAM2 Bond
90265EAM2 financial ratios help investors to determine whether 90265EAM2 Bond 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 90265EAM2 with respect to the benefits of owning 90265EAM2 security.