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.
|15 days auto-correlation|| 0.77 |
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