Federal Realty Investment Stock Market Value
| FRT Stock | USD 98.53 1.49 1.54% |
| Symbol | Federal |
Federal Realty Investment Price To Book Ratio
Is Federal 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 Federal Realty. If investors know Federal 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 Federal 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 (0.46) | Dividend Share 4.34 | Earnings Share 2.8 | Revenue Per Share 13.971 | Quarterly Revenue Growth 0.042 |
The market value of Federal Realty Investment is measured differently than its book value, which is the value of Federal that is recorded on the company's balance sheet. Investors also form their own opinion of Federal Realty's value that differs from its market value or its book value, called intrinsic value, which is Federal 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 Federal Realty's market value can be influenced by many factors that don't directly affect Federal 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 Federal Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federal Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federal 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.
Federal 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 Federal 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 Federal Realty.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Federal Realty on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Realty Investment or generate 0.0% return on investment in Federal Realty over 30 days. Federal Realty is related to or competes with Site Centers, and Urban Edge. Federal Realty is a recognized leader in the ownership, operation and redevelopment of high-quality retail-based propert... More
Federal 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 Federal 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 Federal Realty Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.86 |
Federal Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Realty's standard deviation. In reality, there are many statistical measures that can use Federal Realty historical prices to predict the future Federal Realty's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federal 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.
Federal Realty Investment Backtested Returns
Federal Realty Investment secures Sharpe Ratio (or Efficiency) of -0.0072, which denotes the company had a -0.0072% return per unit of risk over the last 3 months. Federal Realty Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Realty's Variance of 1.49, standard deviation of 1.22, and Mean Deviation of 0.9347 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Federal Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Realty is expected to be smaller as well. Federal Realty Investment has an expected return of -0.0088%. Please make sure to confirm Federal Realty Investment treynor ratio, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Federal Realty Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Federal Realty Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Federal Realty time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 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 Federal Realty Investment price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Federal Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 2.74 |
Federal Realty Investment lagged returns against current returns
Autocorrelation, which is Federal 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 Federal Realty's stock expected returns. We can calculate the autocorrelation of Federal Realty returns to help us make a trade decision. For example, suppose you find that Federal 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 |
Federal 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 Federal Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Realty Lagged Returns
When evaluating Federal Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Realty stock have on its future price. Federal 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, Federal Realty autocorrelation shows the relationship between Federal Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Realty Investment.
Regressed Prices |
| Timeline |
Federal Realty Investors Sentiment
The influence of Federal Realty'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 Federal. 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 Federal Realty's public news can be used to forecast risks associated with an investment in Federal. The trend in average sentiment can be used to explain how an investor holding Federal can time the market purely based on public headlines and social activities around Federal Realty Investment. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Federal Realty'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 Federal Realty'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 Federal Realty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Federal Realty.
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 Federal 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, Federal Realty's short interest history, or implied volatility extrapolated from Federal Realty options trading.
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When running Federal Realty's price analysis, check to measure Federal 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 Federal Realty is operating at the current time. Most of Federal Realty's value examination focuses on studying past and present price action to predict the probability of Federal 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 Federal Realty's price. Additionally, you may evaluate how the addition of Federal Realty to your portfolios can decrease your overall portfolio volatility.
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Federal 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.