Digital Realty Backtesting

Digital Realty Trust Inc -- USA Stock  

USD 114.14  0.67  0.58%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Digital Realty Trust Inc and determine expected loss or profit from investing in Digital Realty over given investment horizon. Additionally see Digital Realty Hype Analysis, Digital Realty Correlation, Digital Realty Valuation, Digital Realty Volatility as well as analyze Digital Realty Alpha and Beta and Digital Realty Performance
Investment Horizon     30 Days    Login   to change
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Backtest

Digital Realty 'What if' Analysis

November 10, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 10, 2017
0.00
If you would invest  0.00  in Digital Realty on November 10, 2017 and sell it all today you would earn a total of 0.00 from holding Digital Realty Trust Inc or generate 0.0% return on investment in Digital Realty over 30 days. Digital Realty is related to or competes with ABM Industries, CBRE, Extra Space, Jones Lang, and Xinyuan Real. It focuses on strategically located properties containing applications and operations critical to the daytoday operation...

Digital Realty Upside/Downside Indicators

  

Digital Realty Market Premium Indicators

Digital Realty Trust lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Digital Realty regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Digital Realty Trust Backtested Returns

Macroaxis considers Digital Realty to be not too risky. Digital Realty Trust secures Sharpe Ratio (or Efficiency) of -0.1231 which denotes Digital Realty Trust had -0.1231% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Digital Realty Trust Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Digital Realty Trust Coefficient Of Variation of (590.21) and Mean Deviation of 1.21 to check risk estimate we provide. Macroaxis gives Digital Realty performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.3225 which denotes to the fact that as returns on market increase, Digital Realty returns are expected to increase less than the market. However during bear market, the loss on holding Digital Realty will be expected to be smaller as well.. Even though it is essential to pay attention to Digital Realty Trust historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Digital Realty Trust Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Digital Realty Trust has expected return of -0.2378%. Please be advised to confirm Digital Realty Trust Variance as well as the relationship between Value At Risk and Skewness to decide if Digital Realty Trust past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.77 

Good predictability

Digital Realty Trust Inc has good predictability. Overlapping area represents the amount of predictability between Digital Realty time series from November 10, 2017 to November 25, 2017 and November 25, 2017 to December 10, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Digital Realty Trust price movement. The serial correlation of 0.77 indicates that around 77.0% of current Digital Realty price fluctuation can be explain by its past prices.
Correlation Coefficient 0.77
Spearman Rank Test 0.76
Price Variance 7.11
Lagged Price Variance 4.03

Digital Realty Lagged Returns

 Regressed Prices 
      Timeline 

Digital Realty Performance vs DOW

The median price of Digital Realty for the period between Fri, Nov 10, 2017 and Sun, Dec 10, 2017 is 118.11 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 3.44, arithmetic mean of 117.97, and mean deviation of 2.6. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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