Dream Office Real Stock Market Value
| DRETF Stock | USD 13.18 1.41 9.66% |
| Symbol | Dream |
Dream Office '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 Dream Office's pink sheet 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 Dream Office.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Dream Office on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Dream Office Real or generate 0.0% return on investment in Dream Office over 30 days. Dream Office is related to or competes with Modiv, Presidio Property, Medalist Diversified, Gladstone Commercial, Generationome Properties, One Liberty, and Modiv. Dream Office REIT is an unincorporated, open-ended real estate investment trust More
Dream Office 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 Dream Office's pink sheet 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 Dream Office Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 27.98 | |||
| Information Ratio | 0.124 | |||
| Maximum Drawdown | 145.18 | |||
| Value At Risk | (15.79) | |||
| Potential Upside | 81.86 |
Dream Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Office's standard deviation. In reality, there are many statistical measures that can use Dream Office historical prices to predict the future Dream Office's volatility.| Risk Adjusted Performance | 0.0895 | |||
| Jensen Alpha | 2.71 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.1103 | |||
| Treynor Ratio | 0.5915 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dream Office's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dream Office Real Backtested Returns
Dream Office is very risky given 3 months investment horizon. Dream Office Real secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.8% are justified by taking the suggested risk. Use Dream Office Mean Deviation of 11.15, downside deviation of 27.98, and Semi Deviation of 11.5 to evaluate company specific risk that cannot be diversified away. Dream Office holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.36, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dream Office will likely underperform. Use Dream Office coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to analyze future returns on Dream Office.
Auto-correlation | -0.53 |
Good reverse predictability
Dream Office Real has good reverse predictability. Overlapping area represents the amount of predictability between Dream Office time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dream Office Real price movement. The serial correlation of -0.53 indicates that about 53.0% of current Dream Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Dream Office Real lagged returns against current returns
Autocorrelation, which is Dream Office pink sheet'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 Dream Office's pink sheet expected returns. We can calculate the autocorrelation of Dream Office returns to help us make a trade decision. For example, suppose you find that Dream Office has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Dream Office 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 Dream Office pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Office pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dream Office pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dream Office Lagged Returns
When evaluating Dream Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Office pink sheet have on its future price. Dream Office 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, Dream Office autocorrelation shows the relationship between Dream Office pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dream Office Real.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dream Office in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dream Office's short interest history, or implied volatility extrapolated from Dream Office options trading.
Pair Trading with Dream Office
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dream Office position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dream Office will appreciate offsetting losses from the drop in the long position's value.Moving against Dream Pink Sheet
| 0.48 | TUXS | Tuxis | PairCorr |
The ability to find closely correlated positions to Dream Office could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dream Office when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dream Office - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dream Office Real to buy it.
The correlation of Dream Office is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dream Office moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dream Office Real moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dream Office can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Dream Office Correlation, Dream Office Volatility and Dream Office Alpha and Beta module to complement your research on Dream Office. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Dream Pink Sheet analysis
When running Dream Office's price analysis, check to measure Dream Office's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dream Office is operating at the current time. Most of Dream Office's value examination focuses on studying past and present price action to predict the probability of Dream Office's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dream Office's price. Additionally, you may evaluate how the addition of Dream Office to your portfolios can decrease your overall portfolio volatility.
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Dream Office technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.