Arrienda Rental (Spain) Market Value
| YARP Stock | EUR 2.88 0.00 0.00% |
| Symbol | Arrienda |
Arrienda Rental '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 Arrienda Rental'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 Arrienda Rental.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Arrienda Rental on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Arrienda Rental Properties or generate 0.0% return on investment in Arrienda Rental over 180 days. Arrienda Rental is related to or competes with Neinor Homes, Ebro Foods, Aedas Homes, Elaia Investment, Naturhouse Health, and Borges Agricultural. More
Arrienda Rental 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 Arrienda Rental'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 Arrienda Rental Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.37) | |||
| Maximum Drawdown | 0.6993 |
Arrienda Rental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrienda Rental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrienda Rental's standard deviation. In reality, there are many statistical measures that can use Arrienda Rental historical prices to predict the future Arrienda Rental's volatility.| Risk Adjusted Performance | 0.0153 | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.03) |
Arrienda Rental Prop Backtested Returns
At this point, Arrienda Rental is very steady. Arrienda Rental Prop secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Arrienda Rental Properties, which you can use to evaluate the volatility of the firm. Please confirm Arrienda Rental's Risk Adjusted Performance of 0.0153, standard deviation of 0.0861, and Mean Deviation of 0.0209 to double-check if the risk estimate we provide is consistent with the expected return of 0.0109%. Arrienda Rental has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0189, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arrienda Rental are expected to decrease at a much lower rate. During the bear market, Arrienda Rental is likely to outperform the market. Arrienda Rental Prop right now shows a risk of 0.0874%. Please confirm Arrienda Rental Prop standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Arrienda Rental Prop will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Arrienda Rental Properties has good reverse predictability. Overlapping area represents the amount of predictability between Arrienda Rental time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 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 Arrienda Rental Prop price movement. The serial correlation of -0.53 indicates that about 53.0% of current Arrienda Rental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arrienda Rental Prop lagged returns against current returns
Autocorrelation, which is Arrienda Rental 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 Arrienda Rental's stock expected returns. We can calculate the autocorrelation of Arrienda Rental returns to help us make a trade decision. For example, suppose you find that Arrienda Rental 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 |
Arrienda Rental 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 Arrienda Rental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrienda Rental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrienda Rental stock over time.
Current vs Lagged Prices |
| Timeline |
Arrienda Rental Lagged Returns
When evaluating Arrienda Rental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrienda Rental stock have on its future price. Arrienda Rental 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, Arrienda Rental autocorrelation shows the relationship between Arrienda Rental stock current value and its past values and can show if there is a momentum factor associated with investing in Arrienda Rental Properties.
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 Arrienda Stock
Arrienda Rental financial ratios help investors to determine whether Arrienda 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 Arrienda with respect to the benefits of owning Arrienda Rental security.