British Land's market value is the price at which a share of British Land trades on a public exchange. It measures the collective expectations of British Land investors about its performance. British Land is trading at 4.81 as of the 19th of August 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 4.81. With this module, you can estimate the performance of a buy and hold strategy of British Land and determine expected loss or profit from investing in British Land over a given investment horizon. Check out British Land Correlation, British Land Volatility and British Land Alpha and Beta module to complement your research on British Land.
Please note, there is a significant difference between British Land's value and its price as these two are different measures arrived at by different means. Investors typically determine if British Land is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, British Land's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
British Land '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 British Land's pink sheet 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 British Land.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure British Land's pink sheet 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 British Land upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for British Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as British Land's standard deviation. In reality, there are many statistical measures that can use British Land historical prices to predict the future British Land's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as British Land. Your research has to be compared to or analyzed against British Land's peers to derive any actionable benefits. When done correctly, British Land's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in British Land.
British Land Backtested Returns
British Land secures Sharpe Ratio (or Efficiency) of -0.0705, which signifies that the company had a -0.0705 % return per unit of risk over the last 3 months. British Land exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm British Land's Risk Adjusted Performance of 0.0012, standard deviation of 5.07, and Mean Deviation of 2.25 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.91, which signifies possible diversification benefits within a given portfolio. British Land returns are very sensitive to returns on the market. As the market goes up or down, British Land is expected to follow. At this point, British Land has a negative expected return of -0.15%. Please make sure to confirm British Land's value at risk, and the relationship between the information ratio and kurtosis , to decide if British Land performance from the past will be repeated at some point in the near future.
Auto-correlation
0.00
No correlation between past and present
British Land has no correlation between past and present. Overlapping area represents the amount of predictability between British Land time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 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 British Land price movement. The serial correlation of 0.0 indicates that just 0.0% of current British Land price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
-0.07
Residual Average
0.0
Price Variance
0.0
British Land lagged returns against current returns
Autocorrelation, which is British Land pink sheet'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 British Land's pink sheet expected returns. We can calculate the autocorrelation of British Land returns to help us make a trade decision. For example, suppose you find that British Land has exhibited high autocorrelation historically, and you observe that the pink sheet 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
British Land 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 British Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if British Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in British Land pink sheet over time.
Current vs Lagged Prices
Timeline
British Land Lagged Returns
When evaluating British Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of British Land pink sheet have on its future price. British Land 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, British Land autocorrelation shows the relationship between British Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in British Land.
Other Information on Investing in British Pink Sheet
British Land financial ratios help investors to determine whether British Pink Sheet 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 British with respect to the benefits of owning British Land security.