Equity Residential (Brazil) Market Value
| E1QR34 Stock | BRL 186.77 0.00 0.00% |
| Symbol | Equity |
Equity 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 Equity Residential'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 Equity Residential.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Equity Residential on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Equity Residential or generate 0.0% return on investment in Equity Residential over 90 days. Equity Residential is related to or competes with AvalonBay Communities, Mid America, Sun Communities, Essex Property, and Apartment Investment. Equity Residential is committed to creating communities where people thrive More
Equity 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 Equity Residential'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 Equity Residential upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 11.47 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.65 |
Equity Residential Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equity Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equity Residential's standard deviation. In reality, there are many statistical measures that can use Equity Residential historical prices to predict the future Equity Residential's volatility.| Risk Adjusted Performance | (0.0001) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.33) |
Equity Residential Backtested Returns
Equity Residential secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Equity Residential exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Equity Residential's Standard Deviation of 1.28, mean deviation of 0.556, and Variance of 1.64 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0437, which means not very significant fluctuations relative to the market. As returns on the market increase, Equity Residential's returns are expected to increase less than the market. However, during the bear market, the loss of holding Equity Residential is expected to be smaller as well. At this point, Equity Residential has a negative expected return of -0.0046%. Please make sure to confirm Equity Residential's skewness, rate of daily change, and the relationship between the potential upside and kurtosis , to decide if Equity Residential performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Equity Residential has very good reverse predictability. Overlapping area represents the amount of predictability between Equity Residential 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 Equity Residential price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Equity Residential price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 14.18 |
Equity Residential lagged returns against current returns
Autocorrelation, which is Equity Residential 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 Equity Residential's stock expected returns. We can calculate the autocorrelation of Equity Residential returns to help us make a trade decision. For example, suppose you find that Equity Residential 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 |
Equity 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 Equity Residential stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Equity Residential stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Equity Residential stock over time.
Current vs Lagged Prices |
| Timeline |
Equity Residential Lagged Returns
When evaluating Equity Residential's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Equity Residential stock have on its future price. Equity 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, Equity Residential autocorrelation shows the relationship between Equity Residential stock current value and its past values and can show if there is a momentum factor associated with investing in Equity Residential.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Equity Stock
When determining whether Equity Residential is a strong investment it is important to analyze Equity Residential's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Equity Residential's future performance. For an informed investment choice regarding Equity Stock, refer to the following important reports:Check out Equity Residential Correlation, Equity Residential Volatility and Equity Residential Alpha and Beta module to complement your research on Equity Residential. For information on how to trade Equity Stock refer to our How to Trade Equity Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Equity Residential technical stock 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, stock market cycles, or different charting patterns.