Digital Realty Backtesting

DLR -- USA Stock  

USD 121.84  0.92  0.76%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Digital Realty Trust 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Digital Realty 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in Digital Realty on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding Digital Realty Trust or generate 0.0% return on investment in Digital Realty over 30 days. Digital Realty is related to or competes with Alexandria Real, Brandywine Realty, Boston Properties, City Office, Mack Cali, CoreSite Realty, and Columbia Property. Digital Realty supports the data center, colocation and interconnection strategies of more than 2,300 firms across its s...

Digital Realty Upside/Downside Indicators

Information Ratio0.44
Maximum Drawdown2.14
Value At Risk0.65
Potential Upside0.8847
  

Digital Realty Market Premium Indicators

Risk Adjusted Performance0.05
Jensen Alpha0.06
Total Risk Alpha0.27
Treynor Ratio1.06

Digital Realty Trust Backtested Returns

Macroaxis considers Digital Realty to be not too risky. Digital Realty Trust secures Sharpe Ratio (or Efficiency) of -0.1725 which denotes Digital Realty Trust had -0.1725% 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 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 836.40 and Mean Deviation of 0.4034 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 -0.0711 which denotes to the fact that as returns on market increase, returns on owning Digital Realty are expected to decrease at a much smaller rate. During bear market, Digital Realty is likely to outperform the market.. 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 exposes twenty-one different technical indicators which can help you to evaluate its performance. Digital Realty Trust has expected return of -0.0952%. 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 0.27 

Poor predictability

Digital Realty Trust has poor predictability. Overlapping area represents the amount of predictability between Digital Realty time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 2018. 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 0.27 indicates that nearly 27.0% of current Digital Realty price fluctuation can be explain by its past prices.
Correlation Coefficient0.27
Spearman Rank Test0.13
Residual Average0.0
Price Variance0.64

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 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - DLR

Digital Realty Trust Investor Sentiment

Greater number of Macroaxis users are currently bullish on Digital Realty Trust. What is your opinion about investing in Digital Realty Trust? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Digital Realty Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Digital Realty and Alexandria Real Estate. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
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. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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