American Realty Investors Stock Market Value
ARL Stock | USD 18.12 0.63 3.36% |
Symbol | American |
American Realty Investors Price To Book Ratio
Is American Realty'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 American Realty. If investors know American 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 American Realty 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 (0.99) | Earnings Share 0.25 | Revenue Per Share 3.327 | Quarterly Revenue Growth 0.282 | Return On Assets (0) |
The market value of American Realty Investors is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Realty's value that differs from its market value or its book value, called intrinsic value, which is American Realty'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 American Realty's market value can be influenced by many factors that don't directly affect American Realty'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 American Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Realty'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.
American Realty '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 American Realty'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 American Realty.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in American Realty on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding American Realty Investors or generate 0.0% return on investment in American Realty over 30 days. American Realty is related to or competes with Tidal Trust, Ucommune International, Zillow, and Doma Holdings. American Realty Investors, Inc., together with its subsidiaries, acquires, develops, and owns multifamily apartment comm... More
American Realty 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 American Realty'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 American Realty Investors upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 3.32 | |||
Information Ratio | (0.01) | |||
Maximum Drawdown | 13.93 | |||
Value At Risk | (4.12) | |||
Potential Upside | 5.55 |
American Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Realty's standard deviation. In reality, there are many statistical measures that can use American Realty historical prices to predict the future American Realty's volatility.Risk Adjusted Performance | 0.0287 | |||
Jensen Alpha | 0.0079 | |||
Total Risk Alpha | (0.59) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1345 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Realty'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.
American Realty Investors Backtested Returns
We consider American Realty not too volatile. American Realty Investors secures Sharpe Ratio (or Efficiency) of 0.0362, which signifies that the company had a 0.0362% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for American Realty Investors, which you can use to evaluate the volatility of the firm. Please confirm American Realty's mean deviation of 2.36, and Risk Adjusted Performance of 0.0287 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. American Realty has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, American Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Realty is expected to be smaller as well. American Realty Investors right now shows a risk of 3.22%. Please confirm American Realty Investors potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if American Realty Investors will be following its price patterns.
Auto-correlation | 0.50 |
Modest predictability
American Realty Investors has modest predictability. Overlapping area represents the amount of predictability between American Realty time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 American Realty Investors price movement. The serial correlation of 0.5 indicates that about 50.0% of current American Realty price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.5 | |
Spearman Rank Test | 0.12 | |
Residual Average | 0.0 | |
Price Variance | 0.53 |
American Realty Investors lagged returns against current returns
Autocorrelation, which is American Realty 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 American Realty's stock expected returns. We can calculate the autocorrelation of American Realty returns to help us make a trade decision. For example, suppose you find that American Realty 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 |
American Realty 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 American Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Realty stock over time.
Current vs Lagged Prices |
Timeline |
American Realty Lagged Returns
When evaluating American Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Realty stock have on its future price. American Realty 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, American Realty autocorrelation shows the relationship between American Realty stock current value and its past values and can show if there is a momentum factor associated with investing in American Realty Investors.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards American Realty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, American Realty's short interest history, or implied volatility extrapolated from American Realty options trading.
Pair Trading with American Realty
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 American Realty 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 American Realty will appreciate offsetting losses from the drop in the long position's value.Moving against American Stock
0.81 | AHT-PF | Ashford Hospitality Trust | PairCorr |
0.8 | AHT-PI | Ashford Hospitality Trust | PairCorr |
0.79 | AHT-PH | Ashford Hospitality Trust | PairCorr |
0.74 | WY | Weyerhaeuser Fiscal Quarter End 31st of March 2024 | PairCorr |
0.68 | AHT-PD | Ashford Hospitality Trust | PairCorr |
The ability to find closely correlated positions to American Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace American Realty 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 American Realty - 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 American Realty Investors to buy it.
The correlation of American Realty 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 American Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if American Realty Investors 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 American Realty 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 American Realty Correlation, American Realty Volatility and American Realty Alpha and Beta module to complement your research on American Realty. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
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When running American Realty's price analysis, check to measure American Realty'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 American Realty is operating at the current time. Most of American Realty's value examination focuses on studying past and present price action to predict the probability of American Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Realty's price. Additionally, you may evaluate how the addition of American Realty to your portfolios can decrease your overall portfolio volatility.
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American Realty 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.