Warehouse REIT (UK) Market Value
| WHR Stock | 84.00 0.40 0.48% |
| Symbol | Warehouse |
Warehouse REIT '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 Warehouse REIT'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 Warehouse REIT.
| 03/09/2023 |
| 02/26/2025 |
If you would invest 0.00 in Warehouse REIT on March 9, 2023 and sell it all today you would earn a total of 0.00 from holding Warehouse REIT plc or generate 0.0% return on investment in Warehouse REIT over 720 days. Warehouse REIT is related to or competes with Derwent London, Hammerson PLC, Supermarket Income, Workspace Group, MTI Wireless, Alm Brand, and Abrdn Property. Warehouse REIT is entity of United Kingdom More
Warehouse REIT 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 Warehouse REIT'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 Warehouse REIT plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.2 |
Warehouse REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warehouse REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warehouse REIT's standard deviation. In reality, there are many statistical measures that can use Warehouse REIT historical prices to predict the future Warehouse REIT's volatility.| Risk Adjusted Performance | 0.0032 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.04) |
Warehouse REIT plc Backtested Returns
At this point, Warehouse REIT is very steady. Warehouse REIT plc shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Warehouse REIT plc, which you can use to evaluate the volatility of the company. Please check out Warehouse REIT's Mean Deviation of 1.04, market risk adjusted performance of (0.03), and Standard Deviation of 1.4 to validate if the risk estimate we provide is consistent with the expected return of 0.011%. The firm maintains a market beta of 0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Warehouse REIT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Warehouse REIT is expected to be smaller as well. Warehouse REIT plc right now maintains a risk of 1.36%. Please check out Warehouse REIT plc kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Warehouse REIT plc will be following its historical returns.
Auto-correlation | -0.48 |
Modest reverse predictability
Warehouse REIT plc has modest reverse predictability. Overlapping area represents the amount of predictability between Warehouse REIT time series from 9th of March 2023 to 3rd of March 2024 and 3rd of March 2024 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Warehouse REIT plc price movement. The serial correlation of -0.48 indicates that about 48.0% of current Warehouse REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 13.87 |
Warehouse REIT plc lagged returns against current returns
Autocorrelation, which is Warehouse REIT 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 Warehouse REIT's stock expected returns. We can calculate the autocorrelation of Warehouse REIT returns to help us make a trade decision. For example, suppose you find that Warehouse REIT 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 |
Warehouse REIT 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 Warehouse REIT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warehouse REIT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warehouse REIT stock over time.
Current vs Lagged Prices |
| Timeline |
Warehouse REIT Lagged Returns
When evaluating Warehouse REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warehouse REIT stock have on its future price. Warehouse REIT 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, Warehouse REIT autocorrelation shows the relationship between Warehouse REIT stock current value and its past values and can show if there is a momentum factor associated with investing in Warehouse REIT plc.
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 Warehouse Stock
Warehouse REIT financial ratios help investors to determine whether Warehouse Stock 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 Warehouse with respect to the benefits of owning Warehouse REIT security.