VENTAS RLTY LTD Market Value
| 92277GAE7 | 96.12 3.60 3.61% |
| Symbol | VENTAS |
VENTAS '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 VENTAS'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 VENTAS.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in VENTAS on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding VENTAS RLTY LTD or generate 0.0% return on investment in VENTAS over 540 days. VENTAS is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. Ventas Realty LP provides health care services More
VENTAS 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 VENTAS'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 VENTAS RLTY LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.384 |
VENTAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VENTAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VENTAS's standard deviation. In reality, there are many statistical measures that can use VENTAS historical prices to predict the future VENTAS's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (1.72) |
VENTAS RLTY LTD Backtested Returns
VENTAS RLTY LTD owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the bond had a -0.12% return per unit of standard deviation over the last 3 months. VENTAS RLTY LTD exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VENTAS's risk adjusted performance of (0.06), and Variance of 0.3127 to confirm the risk estimate we provide. The entity has a beta of 0.0295, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VENTAS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VENTAS is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
VENTAS RLTY LTD has good predictability. Overlapping area represents the amount of predictability between VENTAS 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 VENTAS RLTY LTD price movement. The serial correlation of 0.77 indicates that around 77.0% of current VENTAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
VENTAS RLTY LTD lagged returns against current returns
Autocorrelation, which is VENTAS 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 VENTAS's bond expected returns. We can calculate the autocorrelation of VENTAS returns to help us make a trade decision. For example, suppose you find that VENTAS 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 |
VENTAS 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 VENTAS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VENTAS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VENTAS bond over time.
Current vs Lagged Prices |
| Timeline |
VENTAS Lagged Returns
When evaluating VENTAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VENTAS bond have on its future price. VENTAS 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, VENTAS autocorrelation shows the relationship between VENTAS bond current value and its past values and can show if there is a momentum factor associated with investing in VENTAS RLTY LTD.
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 VENTAS Bond
VENTAS financial ratios help investors to determine whether VENTAS 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 VENTAS with respect to the benefits of owning VENTAS security.