HIGHWOODS RLTY LTD Market Value
| 431282AP7 | 89.87 0.00 0.00% |
| Symbol | HIGHWOODS |
HIGHWOODS '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 HIGHWOODS's bond 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 HIGHWOODS.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in HIGHWOODS on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding HIGHWOODS RLTY LTD or generate 0.0% return on investment in HIGHWOODS over 90 days. HIGHWOODS is related to or competes with Eldorado Gold, California Engels, Lion One, Ambev SA, Titan America, and Diageo PLC. More
HIGHWOODS 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 HIGHWOODS's bond 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 HIGHWOODS RLTY LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.4426 |
HIGHWOODS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HIGHWOODS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HIGHWOODS's standard deviation. In reality, there are many statistical measures that can use HIGHWOODS historical prices to predict the future HIGHWOODS's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.7372 |
HIGHWOODS RLTY LTD Backtested Returns
HIGHWOODS RLTY LTD holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of return volatility over the last 3 months. HIGHWOODS RLTY LTD exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HIGHWOODS's Market Risk Adjusted Performance of 0.7472, coefficient of variation of (830.52), and Risk Adjusted Performance of (0.11) to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HIGHWOODS are expected to decrease at a much lower rate. During the bear market, HIGHWOODS is likely to outperform the market.
Auto-correlation | -0.81 |
Excellent reverse predictability
HIGHWOODS RLTY LTD has excellent reverse predictability. Overlapping area represents the amount of predictability between HIGHWOODS time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 HIGHWOODS RLTY LTD price movement. The serial correlation of -0.81 indicates that around 81.0% of current HIGHWOODS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 3.48 |
HIGHWOODS RLTY LTD lagged returns against current returns
Autocorrelation, which is HIGHWOODS bond'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 HIGHWOODS's bond expected returns. We can calculate the autocorrelation of HIGHWOODS returns to help us make a trade decision. For example, suppose you find that HIGHWOODS has exhibited high autocorrelation historically, and you observe that the bond 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 |
HIGHWOODS 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 HIGHWOODS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HIGHWOODS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HIGHWOODS bond over time.
Current vs Lagged Prices |
| Timeline |
HIGHWOODS Lagged Returns
When evaluating HIGHWOODS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HIGHWOODS bond have on its future price. HIGHWOODS 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, HIGHWOODS autocorrelation shows the relationship between HIGHWOODS bond current value and its past values and can show if there is a momentum factor associated with investing in HIGHWOODS RLTY LTD.
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.Other Information on Investing in HIGHWOODS Bond
HIGHWOODS financial ratios help investors to determine whether HIGHWOODS Bond 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 HIGHWOODS with respect to the benefits of owning HIGHWOODS security.