Dream Office Real Stock Market Value
| DRETF Stock | USD 12.50 0.57 4.78% |
| Symbol | Dream |
Dream Office '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 Dream Office'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 Dream Office.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Dream Office on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Dream Office Real or generate 0.0% return on investment in Dream Office over 90 days. Dream Office is related to or competes with Boston Properties, Kilroy Realty, SL Green, Vornado Realty, Highwoods Properties, Alexandria Real, and Douglas Emmett. Dream Office REIT is an unincorporated, open-ended real estate investment trust More
Dream Office 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 Dream Office'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 Dream Office Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 17.16 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 4.72 |
Dream Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Office's standard deviation. In reality, there are many statistical measures that can use Dream Office historical prices to predict the future Dream Office's volatility.| Risk Adjusted Performance | 0.0988 | |||
| Jensen Alpha | 0.1987 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0221 | |||
| Treynor Ratio | 0.9841 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dream Office'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.
Dream Office Real Backtested Returns
Dream Office appears to be not too volatile, given 3 months investment horizon. Dream Office Real secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dream Office Real, which you can use to evaluate the volatility of the firm. Please utilize Dream Office's Downside Deviation of 3.22, semi deviation of 1.16, and Mean Deviation of 1.07 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dream Office holds a performance score of 8. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, Dream Office's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dream Office is expected to be smaller as well. Please check Dream Office's potential upside, day median price, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Dream Office's price patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Dream Office Real has weak predictability. Overlapping area represents the amount of predictability between Dream Office 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 Dream Office Real price movement. The serial correlation of 0.23 indicates that over 23.0% of current Dream Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Dream Office Real lagged returns against current returns
Autocorrelation, which is Dream Office 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 Dream Office's pink sheet expected returns. We can calculate the autocorrelation of Dream Office returns to help us make a trade decision. For example, suppose you find that Dream Office 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 |
Dream Office 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 Dream Office pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Office pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dream Office pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dream Office Lagged Returns
When evaluating Dream Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Office pink sheet have on its future price. Dream Office 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, Dream Office autocorrelation shows the relationship between Dream Office pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dream Office Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dream Pink Sheet
Dream Office financial ratios help investors to determine whether Dream Pink Sheet 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 Dream with respect to the benefits of owning Dream Office security.