Hr Real Estate Stock Market Value
| HRUFF Stock | USD 6.68 0.05 0.75% |
| Symbol | HRUFF |
HR Real '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 HR Real'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 HR Real.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in HR Real on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding HR Real Estate or generate 0.0% return on investment in HR Real over 30 days. HR Real is related to or competes with Global Net, Brightspire Capital, NexPoint Strategic, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. HR REIT is one of Canadas largest real estate investment trusts with total assets of approximately 13.3 billion at Septe... More
HR Real 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 HR Real'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 HR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 1.7 |
HR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HR Real's standard deviation. In reality, there are many statistical measures that can use HR Real historical prices to predict the future HR Real's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HR Real'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.
HR Real Estate Backtested Returns
HR Real Estate retains Efficiency (Sharpe Ratio) of -0.11, which attests that the entity had a -0.11% return per unit of price deviation over the last 3 months. HR Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HR Real's Market Risk Adjusted Performance of (0.08), information ratio of (0.13), and Coefficient Of Variation of (1,488) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.09, which attests to a somewhat significant risk relative to the market. HR Real returns are very sensitive to returns on the market. As the market goes up or down, HR Real is expected to follow. HR Real Estate has an expected return of -0.15%. Please make sure to check out HR Real Estate treynor ratio, and the relationship between the variance and daily balance of power , to decide if HR Real Estate performance from the past will be repeated sooner or later.
Auto-correlation | -0.34 |
Poor reverse predictability
HR Real Estate has poor reverse predictability. Overlapping area represents the amount of predictability between HR Real time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 HR Real Estate price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current HR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
HR Real Estate lagged returns against current returns
Autocorrelation, which is HR Real 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 HR Real's pink sheet expected returns. We can calculate the autocorrelation of HR Real returns to help us make a trade decision. For example, suppose you find that HR Real 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 |
HR Real 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 HR Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HR Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HR Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HR Real Lagged Returns
When evaluating HR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HR Real pink sheet have on its future price. HR Real 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, HR Real autocorrelation shows the relationship between HR Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HR Real Estate.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out HR Real Correlation, HR Real Volatility and HR Real Alpha and Beta module to complement your research on HR Real. Note that the HR Real Estate information on this page should be used as a complementary analysis to other HR Real's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for HRUFF Pink Sheet analysis
When running HR Real's price analysis, check to measure HR Real'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 HR Real is operating at the current time. Most of HR Real's value examination focuses on studying past and present price action to predict the probability of HR Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HR Real's price. Additionally, you may evaluate how the addition of HR Real to your portfolios can decrease your overall portfolio volatility.
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HR Real 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.