PROLOGIS L P Market Value
| 74340XBH3 | 97.23 1.11 1.13% |
| Symbol | PROLOGIS |
PROLOGIS '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 PROLOGIS's bond 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 PROLOGIS.
| 02/07/2025 |
| 05/08/2025 |
If you would invest 0.00 in PROLOGIS on February 7, 2025 and sell it all today you would earn a total of 0.00 from holding PROLOGIS L P or generate 0.0% return on investment in PROLOGIS over 90 days. PROLOGIS is related to or competes with Keurig Dr, Jutal Offshore, BRC, Asure Software, Constellation Brands, Datadog, and FactSet Research. More
PROLOGIS 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 PROLOGIS's bond 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 PROLOGIS L P upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2066 | |||
| Maximum Drawdown | 1.75 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.4533 |
PROLOGIS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PROLOGIS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PROLOGIS's standard deviation. In reality, there are many statistical measures that can use PROLOGIS historical prices to predict the future PROLOGIS's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.8088 |
PROLOGIS L P Backtested Returns
PROLOGIS L P maintains Sharpe Ratio (i.e., Efficiency) of -0.0767, which implies the entity had a -0.0767 % return per unit of volatility over the last 3 months. PROLOGIS L P exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PROLOGIS's risk adjusted performance of (0.16), and Coefficient Of Variation of (1,304) to confirm the risk estimate we provide. The bond holds a Beta of -0.0471, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PROLOGIS are expected to decrease at a much lower rate. During the bear market, PROLOGIS is likely to outperform the market.
Auto-correlation | -0.12 |
Insignificant reverse predictability
PROLOGIS L P has insignificant reverse predictability. Overlapping area represents the amount of predictability between PROLOGIS time series from 7th of February 2025 to 24th of March 2025 and 24th of March 2025 to 8th of May 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 PROLOGIS L P price movement. The serial correlation of -0.12 indicates that less than 12.0% of current PROLOGIS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
PROLOGIS L P lagged returns against current returns
Autocorrelation, which is PROLOGIS bond'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 PROLOGIS's bond expected returns. We can calculate the autocorrelation of PROLOGIS returns to help us make a trade decision. For example, suppose you find that PROLOGIS has exhibited high autocorrelation historically, and you observe that the bond 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 |
PROLOGIS 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 PROLOGIS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PROLOGIS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PROLOGIS bond over time.
Current vs Lagged Prices |
| Timeline |
PROLOGIS Lagged Returns
When evaluating PROLOGIS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PROLOGIS bond have on its future price. PROLOGIS 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, PROLOGIS autocorrelation shows the relationship between PROLOGIS bond current value and its past values and can show if there is a momentum factor associated with investing in PROLOGIS L P.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in PROLOGIS Bond
PROLOGIS financial ratios help investors to determine whether PROLOGIS Bond 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 PROLOGIS with respect to the benefits of owning PROLOGIS security.