NIPPON PROLOGIS (Germany) Market Value
| 9NPA Stock | EUR 456.00 4.00 0.88% |
| Symbol | NIPPON |
NIPPON PROLOGIS '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 NIPPON PROLOGIS's stock 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 NIPPON PROLOGIS.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in NIPPON PROLOGIS on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding NIPPON PROLOGIS REIT or generate 0.0% return on investment in NIPPON PROLOGIS over 90 days. NIPPON PROLOGIS is related to or competes with SUN ART, Geely Automobile, CARSALES, Mobilezone Holding, WillScot Mobile, Tradeweb Markets, and Retail Estates. NPR was established on Nov. 7, 2012, based on the Act on Investment Trust and Investment Corporation and was listed on t... More
NIPPON PROLOGIS 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 NIPPON PROLOGIS's stock 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 NIPPON PROLOGIS REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.68 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.4 |
NIPPON PROLOGIS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NIPPON PROLOGIS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NIPPON PROLOGIS's standard deviation. In reality, there are many statistical measures that can use NIPPON PROLOGIS historical prices to predict the future NIPPON PROLOGIS's volatility.| Risk Adjusted Performance | 0.0279 | |||
| Jensen Alpha | 0.0637 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (0.08) |
NIPPON PROLOGIS REIT Backtested Returns
At this point, NIPPON PROLOGIS is very steady. NIPPON PROLOGIS REIT has Sharpe Ratio of 0.0415, which conveys that the firm had a 0.0415 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for NIPPON PROLOGIS, which you can use to evaluate the volatility of the firm. Please verify NIPPON PROLOGIS's risk adjusted performance of 0.0279, and Mean Deviation of 0.7009 to check out if the risk estimate we provide is consistent with the expected return of 0.0422%. NIPPON PROLOGIS has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NIPPON PROLOGIS are expected to decrease at a much lower rate. During the bear market, NIPPON PROLOGIS is likely to outperform the market. NIPPON PROLOGIS REIT currently secures a risk of 1.02%. Please verify NIPPON PROLOGIS REIT coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if NIPPON PROLOGIS REIT will be following its current price movements.
Auto-correlation | -0.56 |
Good reverse predictability
NIPPON PROLOGIS REIT has good reverse predictability. Overlapping area represents the amount of predictability between NIPPON PROLOGIS time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NIPPON PROLOGIS REIT price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current NIPPON PROLOGIS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 42.61 |
NIPPON PROLOGIS REIT lagged returns against current returns
Autocorrelation, which is NIPPON PROLOGIS stock'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 NIPPON PROLOGIS's stock expected returns. We can calculate the autocorrelation of NIPPON PROLOGIS returns to help us make a trade decision. For example, suppose you find that NIPPON PROLOGIS has exhibited high autocorrelation historically, and you observe that the stock 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 |
NIPPON PROLOGIS 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 NIPPON PROLOGIS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NIPPON PROLOGIS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NIPPON PROLOGIS stock over time.
Current vs Lagged Prices |
| Timeline |
NIPPON PROLOGIS Lagged Returns
When evaluating NIPPON PROLOGIS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NIPPON PROLOGIS stock have on its future price. NIPPON PROLOGIS 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, NIPPON PROLOGIS autocorrelation shows the relationship between NIPPON PROLOGIS stock current value and its past values and can show if there is a momentum factor associated with investing in NIPPON PROLOGIS REIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in NIPPON Stock
NIPPON PROLOGIS financial ratios help investors to determine whether NIPPON Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in NIPPON with respect to the benefits of owning NIPPON PROLOGIS security.