Camden Property Trust Stock Market Value
| CPT Stock | USD 95.29 0.03 0.03% |
| Symbol | Camden |
Camden Property Trust Price To Book Ratio
Is Camden Property'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 Camden Property. If investors know Camden 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 Camden Property 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 3.833 | Dividend Share 4 | Earnings Share 3.7 | Revenue Per Share 14.232 | Quarterly Revenue Growth 0.032 |
The market value of Camden Property Trust is measured differently than its book value, which is the value of Camden that is recorded on the company's balance sheet. Investors also form their own opinion of Camden Property's value that differs from its market value or its book value, called intrinsic value, which is Camden Property'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 Camden Property's market value can be influenced by many factors that don't directly affect Camden Property'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 Camden Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Camden Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Camden Property'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.
Camden Property '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 Camden Property'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 Camden Property.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Camden Property on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Camden Property Trust or generate 0.0% return on investment in Camden Property over 330 days. Camden Property is related to or competes with AvalonBay Communities, Essex Property, Equity Residential, UDR, Mid America, and Nexpoint Residential. Camden Property Trust, an SP 400 Company, is a real estate company primarily engaged in the ownership, management, devel... More
Camden Property 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 Camden Property'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 Camden Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.39 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.47 |
Camden Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camden Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camden Property's standard deviation. In reality, there are many statistical measures that can use Camden Property historical prices to predict the future Camden Property's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Camden Property'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.
Camden Property Trust Backtested Returns
Camden Property Trust secures Sharpe Ratio (or Efficiency) of -0.0183, which signifies that the company had a -0.0183% return per unit of risk over the last 3 months. Camden Property Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Camden Property's Risk Adjusted Performance of (0.01), standard deviation of 1.62, and Mean Deviation of 1.28 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.49, 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, Camden Property will likely underperform. Camden Property Trust has an expected return of -0.0287%. Please make sure to confirm Camden Property Trust value at risk, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Camden Property Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Camden Property Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Camden Property time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th 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 Camden Property Trust price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Camden Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 17.77 |
Camden Property Trust lagged returns against current returns
Autocorrelation, which is Camden Property 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 Camden Property's stock expected returns. We can calculate the autocorrelation of Camden Property returns to help us make a trade decision. For example, suppose you find that Camden Property 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 |
Camden Property 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 Camden Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camden Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camden Property stock over time.
Current vs Lagged Prices |
| Timeline |
Camden Property Lagged Returns
When evaluating Camden Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camden Property stock have on its future price. Camden Property 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, Camden Property autocorrelation shows the relationship between Camden Property stock current value and its past values and can show if there is a momentum factor associated with investing in Camden Property Trust.
Regressed Prices |
| Timeline |
Camden Property Investors Sentiment
The influence of Camden Property's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Camden. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Camden Property's public news can be used to forecast risks associated with an investment in Camden. The trend in average sentiment can be used to explain how an investor holding Camden can time the market purely based on public headlines and social activities around Camden Property Trust. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Camden Property's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Camden Property's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Camden Property's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Camden Property.
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 Camden Property 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, Camden Property's short interest history, or implied volatility extrapolated from Camden Property options trading.
Pair Trading with Camden Property
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 Camden Property 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 Camden Property will appreciate offsetting losses from the drop in the long position's value.Moving together with Camden Stock
| 0.87 | AVB | AvalonBay Communities Earnings Call Next Week | PairCorr |
Moving against Camden Stock
| 0.51 | OPI | Office Properties Financial Report 24th of April 2024 | PairCorr |
The ability to find closely correlated positions to Camden Property could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Camden Property 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 Camden Property - 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 Camden Property Trust to buy it.
The correlation of Camden Property 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 Camden Property moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Camden Property Trust 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 Camden Property 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 Camden Property Correlation, Camden Property Volatility and Camden Property Alpha and Beta module to complement your research on Camden Property. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Camden Stock analysis
When running Camden Property's price analysis, check to measure Camden Property'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 Camden Property is operating at the current time. Most of Camden Property's value examination focuses on studying past and present price action to predict the probability of Camden Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Camden Property's price. Additionally, you may evaluate how the addition of Camden Property to your portfolios can decrease your overall portfolio volatility.
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Camden Property 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.