Apartment Investment And Stock Market Value
| AIV Stock | USD 8.04 0.02 0.25% |
| Symbol | Apartment |
Apartment Investment and Price To Book Ratio
Is Apartment Investment's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Apartment Investment. If investors know Apartment will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Apartment Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.63) | Earnings Share (1.16) | Revenue Per Share 1.308 | Quarterly Revenue Growth 0.179 | Return On Assets 0.0037 |
The market value of Apartment Investment and is measured differently than its book value, which is the value of Apartment that is recorded on the company's balance sheet. Investors also form their own opinion of Apartment Investment's value that differs from its market value or its book value, called intrinsic value, which is Apartment Investment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Apartment Investment's market value can be influenced by many factors that don't directly affect Apartment Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Apartment Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Apartment Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Apartment Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Apartment Investment '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 Apartment Investment'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 Apartment Investment.
| 10/27/2023 |
| 04/24/2024 |
If you would invest 0.00 in Apartment Investment on October 27, 2023 and sell it all today you would earn a total of 0.00 from holding Apartment Investment and or generate 0.0% return on investment in Apartment Investment over 180 days. Apartment Investment is related to or competes with Apartment Income. Aimco is a Real Estate Investment Trust focused on property development, redevelopment, and various other value-creating... More
Apartment Investment 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 Apartment Investment'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 Apartment Investment and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.88 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.95 |
Apartment Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apartment Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apartment Investment's standard deviation. In reality, there are many statistical measures that can use Apartment Investment historical prices to predict the future Apartment Investment's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0487 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Apartment Investment'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.
Apartment Investment and Backtested Returns
We consider Apartment Investment not too volatile. Apartment Investment and secures Sharpe Ratio (or Efficiency) of 0.0531, which signifies that the company had a 0.0531% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Apartment Investment and, which you can use to evaluate the volatility of the firm. Please confirm Apartment Investment's mean deviation of 1.38, and Risk Adjusted Performance of 0.0368 to double-check if the risk estimate we provide is consistent with the expected return of 0.0973%. Apartment Investment has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.58, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Apartment Investment will likely underperform. Apartment Investment and right now shows a risk of 1.83%. Please confirm Apartment Investment and coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Apartment Investment and will be following its price patterns.
Auto-correlation | 0.57 |
Modest predictability
Apartment Investment and has modest predictability. Overlapping area represents the amount of predictability between Apartment Investment time series from 27th of October 2023 to 25th of January 2024 and 25th of January 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Apartment Investment and price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Apartment Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Apartment Investment and lagged returns against current returns
Autocorrelation, which is Apartment Investment 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 Apartment Investment's stock expected returns. We can calculate the autocorrelation of Apartment Investment returns to help us make a trade decision. For example, suppose you find that Apartment Investment 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 |
Apartment Investment 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 Apartment Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apartment Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apartment Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Apartment Investment Lagged Returns
When evaluating Apartment Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apartment Investment stock have on its future price. Apartment Investment 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, Apartment Investment autocorrelation shows the relationship between Apartment Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Apartment Investment and.
Regressed Prices |
| Timeline |
Pair Trading with Apartment Investment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Apartment Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Apartment Investment will appreciate offsetting losses from the drop in the long position's value.Moving against Apartment Stock
| 0.58 | EQIX | Equinix Earnings Call This Week | PairCorr |
| 0.53 | ADC-PA | Agree Realty | PairCorr |
| 0.5 | CCI | Crown Castle Sell-off Trend | PairCorr |
| 0.45 | REXR | Rexford Industrial Realty | PairCorr |
The ability to find closely correlated positions to Apartment Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Apartment Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Apartment Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Apartment Investment and to buy it.
The correlation of Apartment Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Apartment Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Apartment Investment and moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Apartment Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Apartment Investment Correlation, Apartment Investment Volatility and Apartment Investment Alpha and Beta module to complement your research on Apartment Investment. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Apartment Stock analysis
When running Apartment Investment's price analysis, check to measure Apartment Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Apartment Investment is operating at the current time. Most of Apartment Investment's value examination focuses on studying past and present price action to predict the probability of Apartment Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apartment Investment's price. Additionally, you may evaluate how the addition of Apartment Investment to your portfolios can decrease your overall portfolio volatility.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |
Apartment Investment 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.