Douglas Emmett Backtesting

DEI -- USA Stock  

USD 42.01  0.11  0.26%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Douglas Emmett and determine expected loss or profit from investing in Douglas Emmett over given investment horizon. Additionally see Douglas Emmett Hype Analysis, Douglas Emmett Correlation, Douglas Emmett Valuation, Douglas Emmett Volatility as well as analyze Douglas Emmett Alpha and Beta and Douglas Emmett Performance.
Horizon     30 Days    Login   to change

Douglas Emmett 'What if' Analysis

June 21, 2019
No Change 0.00  0.0%
In 2 months and 31 days
September 19, 2019
If you would invest  0.00  in Douglas Emmett on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding Douglas Emmett or generate 0.0% return on investment in Douglas Emmett over 90 days. Douglas Emmett is related to or competes with Alexandria Real, Brandywine Realty, Boston Properties, Mack Cali, CoreSite Realty, Columbia Property, and Easterly Government. is a fully integrated, self-administered and self-managed real estate investment trust , and one of the largest owners a...

Douglas Emmett Upside/Downside Indicators

Downside Deviation1.18
Information Ratio(0.0238)
Maximum Drawdown3.85
Value At Risk(1.88)
Potential Upside1.67

Douglas Emmett Market Premium Indicators

Risk Adjusted Performance0.0161
Jensen Alpha0.0124
Total Risk Alpha(0.032639)
Sortino Ratio(0.021538)
Treynor Ratio(0.049667)

Douglas Emmett Backtested Returns

We consider Douglas Emmett very steady. Douglas Emmett secures Sharpe Ratio (or Efficiency) of 0.0535 which denotes the organization had 0.0535% of return per unit of risk over the last 3 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Douglas Emmett which you can use to evaluate future volatility of the firm. Please confirm Douglas Emmett Downside Deviation of 1.18, Mean Deviation of 0.8444 and Coefficient Of Variation of 6144.56 to check if risk estimate we provide are consistent with the epected return of 0.0558%. Douglas Emmett has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1496 which denotes to the fact that as returns on market increase, returns on owning Douglas Emmett are expected to decrease at a much smaller rate. During bear market, Douglas Emmett is likely to outperform the market. Although it is extremely important to respect Douglas Emmett historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 Douglas Emmett technical indicators you can presently evaluate if the expected return of 0.0558% will be sustainable into the future. Douglas Emmett right now shows a risk of 1.0433%. Please confirm Douglas Emmett Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Douglas Emmett will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.37 
correlation synergy

Below average predictability

Douglas Emmett has below average predictability. Overlapping area represents the amount of predictability between Douglas Emmett time series from June 21, 2019 to August 5, 2019 and August 5, 2019 to September 19, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Douglas Emmett price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Douglas Emmett price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test0.11
Residual Average0.0
Price Variance0.52

Douglas Emmett lagged returns against current returns

 Current and Lagged Values 

Douglas Emmett regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Douglas Emmett Lagged Returns

 Regressed Prices 

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Douglas Emmett Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Douglas Emmett 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
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Additionally see Douglas Emmett Hype Analysis, Douglas Emmett Correlation, Douglas Emmett Valuation, Douglas Emmett Volatility as well as analyze Douglas Emmett Alpha and Beta and Douglas Emmett Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.