Dream Residential Real Stock Market Value
| DRREF Stock | USD 9.34 0.34 3.78% |
| Symbol | Dream |
Dream Residential '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 Residential'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 Residential.
| 05/19/2025 |
| 06/18/2025 |
If you would invest 0.00 in Dream Residential on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Dream Residential Real or generate 0.0% return on investment in Dream Residential over 30 days. Dream Residential is related to or competes with BSR Real, Bluerock Homes, UMH Properties, and InterRent Real. Dream Residential REIT is a newly created, unincorporated, open-ended real estate investment trust established and gover... More
Dream Residential 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 Residential'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 Residential Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | 0.0661 | |||
| Maximum Drawdown | 13.96 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 5.03 |
Dream Residential Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Residential's standard deviation. In reality, there are many statistical measures that can use Dream Residential historical prices to predict the future Dream Residential's volatility.| Risk Adjusted Performance | 0.139 | |||
| Jensen Alpha | 0.1844 | |||
| Total Risk Alpha | 0.1445 | |||
| Sortino Ratio | 0.0616 | |||
| Treynor Ratio | 1.77 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dream Residential'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 Residential Real Backtested Returns
At this point, Dream Residential is not too volatile. Dream Residential Real secures Sharpe Ratio (or Efficiency) of 0.0571, which denotes the company had a 0.0571 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dream Residential Real, which you can use to evaluate the volatility of the firm. Please confirm Dream Residential's Semi Deviation of 1.64, downside deviation of 2.57, and Mean Deviation of 1.51 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Dream Residential has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Dream Residential's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dream Residential is expected to be smaller as well. Dream Residential Real right now shows a risk of 2.05%. Please confirm Dream Residential Real treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Dream Residential Real will be following its price patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Dream Residential Real has very weak reverse predictability. Overlapping area represents the amount of predictability between Dream Residential time series from 19th of May 2025 to 3rd of June 2025 and 3rd of June 2025 to 18th of June 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 Residential Real price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Dream Residential price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dream Residential Real lagged returns against current returns
Autocorrelation, which is Dream Residential 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 Residential's pink sheet expected returns. We can calculate the autocorrelation of Dream Residential returns to help us make a trade decision. For example, suppose you find that Dream Residential 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 Residential 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 Residential pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Residential 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 Residential pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dream Residential Lagged Returns
When evaluating Dream Residential's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Residential pink sheet have on its future price. Dream Residential 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 Residential autocorrelation shows the relationship between Dream Residential pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dream Residential Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dream Pink Sheet
Dream Residential 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 Residential security.