Boston Properties Hype Analysis, Boston Properties Correlation, Boston Properties Valuation, Boston Properties Volatility as well as analyze Boston Properties Alpha and Beta and Boston Properties Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Boston Properties and determine expected loss or profit from investing in Boston Properties over given investment horizon. Check also
|Horizon||30 Days Login to change|
Boston Properties 'What if' Analysis
June 22, 20190.00
September 20, 20190.00
If you would invest 0.00 in Boston Properties on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding Boston Properties or generate 0.0% return on investment in Boston Properties over 90 days. Boston Properties is related to or competes with Alexandria Real, Brandywine Realty, City Office, Mack Cali, CoreSite Realty, and Columbia Property. Boston Properties is the largest publicly-held developer and owner of Class A office properties in the United States, co...
Boston Properties Upside/Downside Indicators
|Value At Risk||(1.95)|
Boston Properties Market Premium Indicators
|Risk Adjusted Performance||(0.047864)|
|Total Risk Alpha||(0.1)|
Boston Properties Backtested Returns
Macroaxis considers Boston Properties to be very steady. Boston Properties secures Sharpe Ratio (or Efficiency) of -0.0339 which signifies that the organization had -0.0339% of return per unit of risk over the last 3 months. Macroaxis philosophy towards foreseeing 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. Boston Properties exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Boston Properties Mean Deviation of 0.8063 and Risk Adjusted Performance of
(0.047864) to double-check risk estimate we provide. The firm shows Beta (market volatility) of 0.6572 which signifies that as returns on market increase, Boston Properties returns are expected to increase less than the market. However during bear market, the loss on holding Boston Properties will be expected to be smaller as well. Even though it is essential to pay attention to Boston Properties historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Boston Properties exposes twenty-one different technical indicators which can help you to evaluate its performance. Boston Properties has expected return of -0.0333%. Please be advised to confirm Boston Properties Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Boston Properties past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.18)|
|Spearman Rank Test||0.03|
Boston Properties lagged returns against current returns
Current and Lagged Values
Boston Properties regressed lagged prices vs. current prices
Current vs Lagged Prices
Boston Properties Lagged Returns
Check also Boston Properties Hype Analysis, Boston Properties Correlation, Boston Properties Valuation, Boston Properties Volatility as well as analyze Boston Properties Alpha and Beta and Boston Properties Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.