Merlin Properties (Portugal) Technical Analysis
| MRL Stock | EUR 15.01 0.72 5.04% |
As of the 1st of March, Merlin Properties secures the Mean Deviation of 1.68, risk adjusted performance of 0.0961, and Downside Deviation of 3.68. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Merlin Properties SOCIMI, as well as the relationship between them. Please verify Merlin Properties SOCIMI jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Merlin Properties SOCIMI is priced some-what accurately, providing market reflects its recent price of 15.01 per share.
Merlin Properties Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Merlin, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MerlinMerlin |
Merlin Properties '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 Merlin Properties' 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 Merlin Properties.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Merlin Properties on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Merlin Properties SOCIMI or generate 0.0% return on investment in Merlin Properties over 90 days. Merlin Properties is related to or competes with Navigator, Sonaecom SGPS, Semapa, Ibersol SGPS, and Martifer SGPS. MERLIN Properties SOCIMI, SA, one of the main real estate companies listed on the Spanish Stock Exchange , has as its ma... More
Merlin Properties 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 Merlin Properties' 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 Merlin Properties SOCIMI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.68 | |||
| Information Ratio | 0.0842 | |||
| Maximum Drawdown | 22.41 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 4.61 |
Merlin Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merlin Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merlin Properties' standard deviation. In reality, there are many statistical measures that can use Merlin Properties historical prices to predict the future Merlin Properties' volatility.| Risk Adjusted Performance | 0.0961 | |||
| Jensen Alpha | 0.3351 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | (1.46) |
Merlin Properties March 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0961 | |||
| Market Risk Adjusted Performance | (1.45) | |||
| Mean Deviation | 1.68 | |||
| Semi Deviation | 2.32 | |||
| Downside Deviation | 3.68 | |||
| Coefficient Of Variation | 862.26 | |||
| Standard Deviation | 2.83 | |||
| Variance | 7.99 | |||
| Information Ratio | 0.0842 | |||
| Jensen Alpha | 0.3351 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | (1.46) | |||
| Maximum Drawdown | 22.41 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 4.61 | |||
| Downside Variance | 13.53 | |||
| Semi Variance | 5.37 | |||
| Expected Short fall | (2.03) | |||
| Skewness | 0.2885 | |||
| Kurtosis | 6.61 |
Merlin Properties SOCIMI Backtested Returns
Merlin Properties appears to be somewhat reliable, given 3 months investment horizon. Merlin Properties SOCIMI has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Merlin Properties, which you can use to evaluate the volatility of the firm. Please exercise Merlin Properties' Downside Deviation of 3.68, mean deviation of 1.68, and Risk Adjusted Performance of 0.0961 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Merlin Properties holds a performance score of 7. The company secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Merlin Properties are expected to decrease at a much lower rate. During the bear market, Merlin Properties is likely to outperform the market. Please check Merlin Properties' potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Merlin Properties' current price movements will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Merlin Properties SOCIMI has insignificant predictability. Overlapping area represents the amount of predictability between Merlin Properties time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Merlin Properties SOCIMI price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Merlin Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Merlin Properties technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Merlin Properties SOCIMI Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Merlin Properties SOCIMI across different markets.
About Merlin Properties Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Merlin Properties SOCIMI on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Merlin Properties SOCIMI based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Merlin Properties SOCIMI price pattern first instead of the macroeconomic environment surrounding Merlin Properties SOCIMI. By analyzing Merlin Properties's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Merlin Properties's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Merlin Properties specific price patterns or momentum indicators. Please read more on our technical analysis page.
Merlin Properties March 1, 2026 Technical Indicators
Most technical analysis of Merlin help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Merlin from various momentum indicators to cycle indicators. When you analyze Merlin charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0961 | |||
| Market Risk Adjusted Performance | (1.45) | |||
| Mean Deviation | 1.68 | |||
| Semi Deviation | 2.32 | |||
| Downside Deviation | 3.68 | |||
| Coefficient Of Variation | 862.26 | |||
| Standard Deviation | 2.83 | |||
| Variance | 7.99 | |||
| Information Ratio | 0.0842 | |||
| Jensen Alpha | 0.3351 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | (1.46) | |||
| Maximum Drawdown | 22.41 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 4.61 | |||
| Downside Variance | 13.53 | |||
| Semi Variance | 5.37 | |||
| Expected Short fall | (2.03) | |||
| Skewness | 0.2885 | |||
| Kurtosis | 6.61 |
Merlin Properties March 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Merlin stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.07 | ||
| Daily Balance Of Power | 0.72 | ||
| Rate Of Daily Change | 1.05 | ||
| Day Median Price | 14.86 | ||
| Day Typical Price | 14.91 | ||
| Price Action Indicator | 0.51 | ||
| Market Facilitation Index | 1.00 |
Additional Tools for Merlin Stock Analysis
When running Merlin Properties' price analysis, check to measure Merlin Properties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Merlin Properties is operating at the current time. Most of Merlin Properties' value examination focuses on studying past and present price action to predict the probability of Merlin Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merlin Properties' price. Additionally, you may evaluate how the addition of Merlin Properties to your portfolios can decrease your overall portfolio volatility.