Sotherly Hotels (Germany) Market Value
| MCL Stock | EUR 0.76 0.02 2.56% |
| Symbol | Sotherly |
Sotherly Hotels '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 Sotherly Hotels' 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 Sotherly Hotels.
| 07/18/2023 |
| 07/07/2025 |
If you would invest 0.00 in Sotherly Hotels on July 18, 2023 and sell it all today you would earn a total of 0.00 from holding Sotherly Hotels or generate 0.0% return on investment in Sotherly Hotels over 720 days. Sotherly Hotels is related to or competes with SUPERNOVA METALS, Perseus Mining, SIDETRADE, RETAIL FOOD, Lion One, GOLDGROUP MINING, and Fast Retailing. Sotherly Hotels Inc. is a self-managed and self-administered lodging REIT focused on the acquisition, renovation, upbran... More
Sotherly Hotels 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 Sotherly Hotels' 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 Sotherly Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.95 | |||
| Information Ratio | 0.0445 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 9.52 |
Sotherly Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sotherly Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sotherly Hotels' standard deviation. In reality, there are many statistical measures that can use Sotherly Hotels historical prices to predict the future Sotherly Hotels' volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.224 | |||
| Total Risk Alpha | 0.0211 | |||
| Sortino Ratio | 0.0509 | |||
| Treynor Ratio | 0.3919 |
Sotherly Hotels Backtested Returns
Sotherly Hotels appears to be abnormally volatile, given 3 months investment horizon. Sotherly Hotels owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. By inspecting Sotherly Hotels' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review Sotherly Hotels' Semi Deviation of 3.29, risk adjusted performance of 0.1193, and Coefficient Of Variation of 1443.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sotherly Hotels holds a performance score of 10. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sotherly Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sotherly Hotels is expected to be smaller as well. Please check Sotherly Hotels' downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether Sotherly Hotels' existing price patterns will revert.
Auto-correlation | 0.47 |
Average predictability
Sotherly Hotels has average predictability. Overlapping area represents the amount of predictability between Sotherly Hotels time series from 18th of July 2023 to 12th of July 2024 and 12th of July 2024 to 7th 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 Sotherly Hotels price movement. The serial correlation of 0.47 indicates that about 47.0% of current Sotherly Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Sotherly Hotels lagged returns against current returns
Autocorrelation, which is Sotherly Hotels 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 Sotherly Hotels' stock expected returns. We can calculate the autocorrelation of Sotherly Hotels returns to help us make a trade decision. For example, suppose you find that Sotherly Hotels 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 |
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Sotherly Hotels 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 Sotherly Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sotherly Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sotherly Hotels stock over time.
Current vs Lagged Prices |
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Sotherly Hotels Lagged Returns
When evaluating Sotherly Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sotherly Hotels stock have on its future price. Sotherly Hotels 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, Sotherly Hotels autocorrelation shows the relationship between Sotherly Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Sotherly Hotels.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Sotherly Stock
When determining whether Sotherly Hotels offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sotherly Hotels' 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 Sotherly Hotels Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sotherly Hotels Stock:Check out Sotherly Hotels Correlation, Sotherly Hotels Volatility and Sotherly Hotels Alpha and Beta module to complement your research on Sotherly Hotels. For more detail on how to invest in Sotherly Stock please use our How to Invest in Sotherly Hotels guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Sotherly Hotels 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.