WELLTOWER INC 425 Market Value
| 95040QAC8 | 97.85 1.37 1.38% |
| Symbol | WELLTOWER |
WELLTOWER '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 WELLTOWER'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 WELLTOWER.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in WELLTOWER on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding WELLTOWER INC 425 or generate 0.0% return on investment in WELLTOWER over 720 days. WELLTOWER is related to or competes with Gentex, Chemours, Mosaic, Ferrari NV, Marine Products, Sealed Air, and Hawkins. More
WELLTOWER 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 WELLTOWER'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 WELLTOWER INC 425 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 2.66 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2004 |
WELLTOWER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WELLTOWER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WELLTOWER's standard deviation. In reality, there are many statistical measures that can use WELLTOWER historical prices to predict the future WELLTOWER's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 1.3 |
WELLTOWER INC 425 Backtested Returns
WELLTOWER INC 425 shows Sharpe Ratio of -0.12, which attests that the bond had a -0.12% return per unit of standard deviation over the last 3 months. WELLTOWER INC 425 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out WELLTOWER's Risk Adjusted Performance of (0.08), standard deviation of 0.2754, and Mean Deviation of 0.1208 to validate the risk estimate we provide. The entity maintains a market beta of -0.0261, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WELLTOWER are expected to decrease at a much lower rate. During the bear market, WELLTOWER is likely to outperform the market.
Auto-correlation | -0.65 |
Very good reverse predictability
WELLTOWER INC 425 has very good reverse predictability. Overlapping area represents the amount of predictability between WELLTOWER time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 WELLTOWER INC 425 price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current WELLTOWER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
WELLTOWER INC 425 lagged returns against current returns
Autocorrelation, which is WELLTOWER 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 WELLTOWER's bond expected returns. We can calculate the autocorrelation of WELLTOWER returns to help us make a trade decision. For example, suppose you find that WELLTOWER 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 |
WELLTOWER 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 WELLTOWER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WELLTOWER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WELLTOWER bond over time.
Current vs Lagged Prices |
| Timeline |
WELLTOWER Lagged Returns
When evaluating WELLTOWER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WELLTOWER bond have on its future price. WELLTOWER 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, WELLTOWER autocorrelation shows the relationship between WELLTOWER bond current value and its past values and can show if there is a momentum factor associated with investing in WELLTOWER INC 425.
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 WELLTOWER Bond
WELLTOWER financial ratios help investors to determine whether WELLTOWER 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 WELLTOWER with respect to the benefits of owning WELLTOWER security.