Mid-America Apartment (Germany) Market Value
| M2K Stock | EUR 129.35 0.55 0.42% |
| Symbol | Mid-America |
Mid-America Apartment '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 Mid-America Apartment'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 Mid-America Apartment.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Mid-America Apartment on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mid America Apartment Communities or generate 0.0% return on investment in Mid-America Apartment over 90 days. Mid-America Apartment is related to or competes with Evolent Health, UNITED RENTALS, GUARDANT HEALTH, Phibro Animal, FEMALE HEALTH, and Sabra Health. MAA, an SP 500 company, is a real estate investment trust, or REIT, focused on delivering full-cycle and superior invest... More
Mid-America Apartment 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 Mid-America Apartment'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 Mid America Apartment Communities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.44 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.56 |
Mid-America Apartment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mid-America Apartment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mid-America Apartment's standard deviation. In reality, there are many statistical measures that can use Mid-America Apartment historical prices to predict the future Mid-America Apartment's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.4328 |
Mid America Apartment Backtested Returns
Mid America Apartment has Sharpe Ratio of -0.065, which conveys that the firm had a -0.065 % return per unit of risk over the last 3 months. Mid-America Apartment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mid-America Apartment's Risk Adjusted Performance of (0.04), standard deviation of 1.31, and Mean Deviation of 0.9669 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mid-America Apartment are expected to decrease at a much lower rate. During the bear market, Mid-America Apartment is likely to outperform the market. At this point, Mid America Apartment has a negative expected return of -0.0821%. Please make sure to verify Mid-America Apartment's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Mid America Apartment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Mid America Apartment Communities has weak reverse predictability. Overlapping area represents the amount of predictability between Mid-America Apartment time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Mid America Apartment price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Mid-America Apartment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 3.9 |
Mid America Apartment lagged returns against current returns
Autocorrelation, which is Mid-America Apartment 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 Mid-America Apartment's stock expected returns. We can calculate the autocorrelation of Mid-America Apartment returns to help us make a trade decision. For example, suppose you find that Mid-America Apartment 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 |
Mid-America Apartment 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 Mid-America Apartment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mid-America Apartment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mid-America Apartment stock over time.
Current vs Lagged Prices |
| Timeline |
Mid-America Apartment Lagged Returns
When evaluating Mid-America Apartment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mid-America Apartment stock have on its future price. Mid-America Apartment 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, Mid-America Apartment autocorrelation shows the relationship between Mid-America Apartment stock current value and its past values and can show if there is a momentum factor associated with investing in Mid America Apartment Communities.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Mid-America Stock
When determining whether Mid America Apartment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mid-America Apartment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mid America Apartment Communities Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mid America Apartment Communities Stock:Check out Mid-America Apartment Correlation, Mid-America Apartment Volatility and Mid-America Apartment Alpha and Beta module to complement your research on Mid-America Apartment. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Mid-America Apartment 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.