Stockland Stock Market Value
| STKAF Stock | USD 3.55 0.01 0.28% |
| Symbol | Stockland |
Stockland '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 Stockland'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 Stockland.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Stockland on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Stockland or generate 0.0% return on investment in Stockland over 90 days. Stockland is related to or competes with British American, British Land, Fibra UNO, Klpierre, Land Securities, and VICI Properties. Stockland was founded in 1952 and has grown to become one of Australias largest diversified property groups owning, deve... More
Stockland 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 Stockland'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 Stockland upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.57 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.42 |
Stockland Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stockland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stockland's standard deviation. In reality, there are many statistical measures that can use Stockland historical prices to predict the future Stockland's volatility.| Risk Adjusted Performance | 0.0762 | |||
| Jensen Alpha | 0.1425 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.91) |
Stockland Backtested Returns
At this point, Stockland is slightly risky. Stockland owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.079, which indicates the firm had a 0.079 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stockland, which you can use to evaluate the volatility of the company. Please validate Stockland's Coefficient Of Variation of 1305.23, risk adjusted performance of 0.0762, and Semi Deviation of 0.6907 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Stockland has a performance score of 6 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, returns on owning Stockland are expected to decrease at a much lower rate. During the bear market, Stockland is likely to outperform the market. Stockland right now has a risk of 1.81%. Please validate Stockland treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Stockland will be following its existing price patterns.
Auto-correlation | 0.47 |
Average predictability
Stockland has average predictability. Overlapping area represents the amount of predictability between Stockland time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Stockland price movement. The serial correlation of 0.47 indicates that about 47.0% of current Stockland price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stockland lagged returns against current returns
Autocorrelation, which is Stockland 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 Stockland's pink sheet expected returns. We can calculate the autocorrelation of Stockland returns to help us make a trade decision. For example, suppose you find that Stockland 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 |
Stockland 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 Stockland pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stockland pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stockland pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stockland Lagged Returns
When evaluating Stockland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stockland pink sheet have on its future price. Stockland 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, Stockland autocorrelation shows the relationship between Stockland pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stockland.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stockland Pink Sheet
Stockland financial ratios help investors to determine whether Stockland 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 Stockland with respect to the benefits of owning Stockland security.