Link Real Estate Stock Market Value
| LKREF Stock | USD 4.35 0.00 0.00% |
| Symbol | Link |
Link 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 Link 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 Link Real.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Link Real on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Link Real Estate or generate 0.0% return on investment in Link Real over 30 days. Link Real is related to or competes with Kimco Realty, Simon Property, Saul Centers, Kimco Realty, Saul Centers, Brixmor Property, and Tanger Factory. Link Real Estate Investment Trust , managed by Link Asset Management Limited, is a leading retail-focused REIT in the wo... More
Link 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 Link 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 Link Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.2 | |||
| Value At Risk | (3.76) | |||
| Potential Upside | 3.69 |
Link Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Link Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Link Real's standard deviation. In reality, there are many statistical measures that can use Link Real historical prices to predict the future Link Real's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.6341 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Link 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.
Link Real Estate Backtested Returns
Link Real Estate has Sharpe Ratio of -0.0729, which conveys that the firm had a -0.0729% return per unit of risk over the last 3 months. Link Real exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Link Real's Standard Deviation of 2.31, risk adjusted performance of (0.04), and Mean Deviation of 1.36 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Link Real are expected to decrease at a much lower rate. During the bear market, Link Real is likely to outperform the market. Link Real Estate has an expected return of -0.17%. Please make sure to verify Link Real Estate value at risk, as well as the relationship between the kurtosis and day typical price , to decide if Link Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Link Real Estate has good reverse predictability. Overlapping area represents the amount of predictability between Link Real time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 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 Link Real Estate price movement. The serial correlation of -0.51 indicates that about 51.0% of current Link Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Link Real Estate lagged returns against current returns
Autocorrelation, which is Link 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 Link Real's pink sheet expected returns. We can calculate the autocorrelation of Link Real returns to help us make a trade decision. For example, suppose you find that Link 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 |
Link 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 Link Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Link 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 Link Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Link Real Lagged Returns
When evaluating Link Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Link Real pink sheet have on its future price. Link 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, Link Real autocorrelation shows the relationship between Link Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Link Real Estate.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Link Real Correlation, Link Real Volatility and Link Real Alpha and Beta module to complement your research on Link Real. Note that the Link Real Estate information on this page should be used as a complementary analysis to other Link 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Link Pink Sheet analysis
When running Link Real's price analysis, check to measure Link 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 Link Real is operating at the current time. Most of Link Real's value examination focuses on studying past and present price action to predict the probability of Link 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 Link Real's price. Additionally, you may evaluate how the addition of Link Real to your portfolios can decrease your overall portfolio volatility.
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Link 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.