Simon Property Group Preferred Stock Market Value
| SPG-PJ Preferred Stock | USD 59.93 0.26 0.44% |
| Symbol | Simon |
Simon Property '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 Simon Property's preferred 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 Simon Property.
| 01/25/2025 |
| 04/25/2025 |
If you would invest 0.00 in Simon Property on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Simon Property Group or generate 0.0% return on investment in Simon Property over 90 days. Simon Property is related to or competes with Kimco Realty, Saul Centers, Saul Centers, Urban Edge, Rithm Property, Site Centers, and Kite Realty. Simon is a global leader in the ownership of premier shopping, dining, entertainment and mixed-use destinations and an S... More
Simon Property 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 Simon Property's preferred 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 Simon Property Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.1569 | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.1 |
Simon Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simon Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simon Property's standard deviation. In reality, there are many statistical measures that can use Simon Property historical prices to predict the future Simon Property's volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.0598 | |||
| Total Risk Alpha | 0.1412 | |||
| Sortino Ratio | 0.1546 | |||
| Treynor Ratio | 0.2981 |
Simon Property Group Backtested Returns
Simon Property is very steady at the moment. Simon Property Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0281, which indicates the firm had a 0.0281 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Simon Property Group, which you can use to evaluate the volatility of the company. Please validate Simon Property's Coefficient Of Variation of 2305.49, risk adjusted performance of 0.0672, and Semi Deviation of 0.8753 to confirm if the risk estimate we provide is consistent with the expected return of 0.0333%. Simon Property has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simon Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simon Property is expected to be smaller as well. Simon Property Group right now has a risk of 1.19%. Please validate Simon Property sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Simon Property will be following its existing price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Simon Property Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Simon Property time series from 25th of January 2025 to 11th of March 2025 and 11th of March 2025 to 25th of April 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 Simon Property Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Simon Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Simon Property Group lagged returns against current returns
Autocorrelation, which is Simon Property preferred 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 Simon Property's preferred stock expected returns. We can calculate the autocorrelation of Simon Property returns to help us make a trade decision. For example, suppose you find that Simon Property has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Simon Property 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 Simon Property preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simon Property preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simon Property preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Simon Property Lagged Returns
When evaluating Simon Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simon Property preferred stock have on its future price. Simon Property 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, Simon Property autocorrelation shows the relationship between Simon Property preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Simon Property Group.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Simon Preferred Stock
Simon Property financial ratios help investors to determine whether Simon Preferred 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 Simon with respect to the benefits of owning Simon Property security.