Industrial Logistics Properties Stock Market Value
| ILPT Stock | USD 3.66 0.05 1.39% |
| Symbol | Industrial |
Industrial Logistics Price To Book Ratio
Is Industrial Logistics' 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 Industrial Logistics. If investors know Industrial 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 Industrial Logistics 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 0.565 | Dividend Share 0.04 | Earnings Share (1.65) | Revenue Per Share 6.684 | Quarterly Revenue Growth 0.024 |
The market value of Industrial Logistics is measured differently than its book value, which is the value of Industrial that is recorded on the company's balance sheet. Investors also form their own opinion of Industrial Logistics' value that differs from its market value or its book value, called intrinsic value, which is Industrial Logistics' 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 Industrial Logistics' market value can be influenced by many factors that don't directly affect Industrial Logistics' 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 Industrial Logistics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Industrial Logistics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Industrial Logistics' 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.
Industrial Logistics '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 Industrial Logistics' 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 Industrial Logistics.
| 03/23/2024 |
| 04/22/2024 |
If you would invest 0.00 in Industrial Logistics on March 23, 2024 and sell it all today you would earn a total of 0.00 from holding Industrial Logistics Properties or generate 0.0% return on investment in Industrial Logistics over 30 days. Industrial Logistics is related to or competes with Terreno Realty, LXP Industrial, Rexford Industrial, First Industrial, Plymouth Industrial, Global Self, and EastGroup Properties. ILPT is a real estate investment trust, or REIT, that owns and leases industrial and logistics properties throughout the... More
Industrial Logistics 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 Industrial Logistics' 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 Industrial Logistics Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.09 | |||
| Value At Risk | (5.23) | |||
| Potential Upside | 5.52 |
Industrial Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Industrial Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Industrial Logistics' standard deviation. In reality, there are many statistical measures that can use Industrial Logistics historical prices to predict the future Industrial Logistics' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.49) | |||
| 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 Industrial Logistics' 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.
Industrial Logistics Backtested Returns
Industrial Logistics holds Efficiency (Sharpe) Ratio of -0.04, which attests that the entity had a -0.04% return per unit of risk over the last 3 months. Industrial Logistics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Industrial Logistics' Market Risk Adjusted Performance of (0.02), risk adjusted performance of (0), and Standard Deviation of 3.38 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 2.84, which attests to 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, Industrial Logistics will likely underperform. Industrial Logistics has an expected return of -0.14%. Please make sure to check out Industrial Logistics maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Industrial Logistics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.77 |
Good predictability
Industrial Logistics Properties has good predictability. Overlapping area represents the amount of predictability between Industrial Logistics time series from 23rd of March 2024 to 7th of April 2024 and 7th of April 2024 to 22nd 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 Industrial Logistics price movement. The serial correlation of 0.77 indicates that around 77.0% of current Industrial Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Industrial Logistics lagged returns against current returns
Autocorrelation, which is Industrial Logistics 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 Industrial Logistics' stock expected returns. We can calculate the autocorrelation of Industrial Logistics returns to help us make a trade decision. For example, suppose you find that Industrial Logistics 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 |
Industrial Logistics 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 Industrial Logistics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Industrial Logistics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Industrial Logistics stock over time.
Current vs Lagged Prices |
| Timeline |
Industrial Logistics Lagged Returns
When evaluating Industrial Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Industrial Logistics stock have on its future price. Industrial Logistics 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, Industrial Logistics autocorrelation shows the relationship between Industrial Logistics stock current value and its past values and can show if there is a momentum factor associated with investing in Industrial Logistics Properties.
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 Industrial Logistics 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, Industrial Logistics' short interest history, or implied volatility extrapolated from Industrial Logistics options trading.
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When running Industrial Logistics' price analysis, check to measure Industrial Logistics' 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 Industrial Logistics is operating at the current time. Most of Industrial Logistics' value examination focuses on studying past and present price action to predict the probability of Industrial Logistics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Industrial Logistics' price. Additionally, you may evaluate how the addition of Industrial Logistics to your portfolios can decrease your overall portfolio volatility.
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Industrial Logistics 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.