Digital Realty Backtesting

Digital Realty Trust Inc -- USA Stock  

USD 123.85  1.13  0.92%

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

September 18, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 18, 2017
 0.00 
If you would invest  0.00  in Digital Realty on September 18, 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 not too risky given 1 month investment horizon. Digital Realty Trust secures Sharpe Ratio (or Efficiency) of 0.2293 which denotes Digital Realty Trust had 0.2293% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Digital Realty Trust Inc which you can use to evaluate future volatility of the firm. Please utilize Digital Realty Trust Coefficient Of Variation of 425.93, Mean Deviation of 0.8718 and Downside Deviation of 1.21 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Digital Realty holds performance score of 15. The firm shows Beta (market volatility) of 0.2465 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.. Although it is extremely important to respect Digital Realty Trust historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Digital Realty Trust technical indicators you can presently evaluate if the expected return of 0.2419% will be sustainable into the future. Please utilizes Digital Realty Trust Variance as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Digital Realty price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Digital Realty Trust Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Digital Realty time series from September 18, 2017 to October 3, 2017 and October 3, 2017 to October 18, 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 0.0 indicates that just 0.0% of current Digital Realty price fluctuation can be explain by its past prices.
Average Price 123.85
Lagged Average Price 123.85

Digital Realty Lagged Returns

 Regressed Prices 
      Timeline 

Digital Realty Performance vs DOW

The median price of Digital Realty for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 118.33 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 3.03, arithmetic mean of 118.23, and mean deviation of 2.44. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
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