Merlin Properties (Spain) Market Value
| MRL Stock | EUR 10.44 0.08 0.77% |
| Symbol | Merlin |
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.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Merlin Properties on January 25, 2024 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 Media Investment, International Consolidated, Energy Solar, and Ebro Foods. 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 | 1.28 | |||
| Information Ratio | 0.0597 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.99 |
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 | 0.0915 | |||
| Jensen Alpha | 0.1188 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0563 | |||
| Treynor Ratio | 0.3504 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Merlin Properties' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Merlin Properties SOCIMI Backtested Returns
We consider Merlin Properties not too volatile. Merlin Properties SOCIMI has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% 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 verify Merlin Properties' Mean Deviation of 0.9156, downside deviation of 1.28, and Risk Adjusted Performance of 0.0915 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Merlin Properties has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Merlin Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Merlin Properties is expected to be smaller as well. Merlin Properties SOCIMI right now secures a risk of 1.2%. Please verify Merlin Properties SOCIMI expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Merlin Properties SOCIMI will be following its current price movements.
Auto-correlation | -0.84 |
Excellent reverse predictability
Merlin Properties SOCIMI has excellent reverse predictability. Overlapping area represents the amount of predictability between Merlin Properties time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 Merlin Properties SOCIMI price movement. The serial correlation of -0.84 indicates that around 84.0% of current Merlin Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Merlin Properties SOCIMI lagged returns against current returns
Autocorrelation, which is Merlin Properties 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 Merlin Properties' stock expected returns. We can calculate the autocorrelation of Merlin Properties returns to help us make a trade decision. For example, suppose you find that Merlin Properties 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 |
Merlin Properties 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 Merlin Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merlin Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Merlin Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Merlin Properties Lagged Returns
When evaluating Merlin Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Merlin Properties stock have on its future price. Merlin Properties 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, Merlin Properties autocorrelation shows the relationship between Merlin Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Merlin Properties SOCIMI.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Merlin Properties in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Merlin Properties' short interest history, or implied volatility extrapolated from Merlin Properties options trading.
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Complementary 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.
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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.