Ladder Capital Corp Stock Market Value
| LADR Stock | USD 11.18 0.20 1.82% |
| Symbol | Ladder |
Ladder Capital Corp Price To Book Ratio
Is Ladder Capital'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 Ladder Capital. If investors know Ladder 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 Ladder Capital 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 (0.28) | Dividend Share 0.92 | Earnings Share 0.76 | Revenue Per Share 2.047 | Quarterly Revenue Growth 0.035 |
The market value of Ladder Capital Corp is measured differently than its book value, which is the value of Ladder that is recorded on the company's balance sheet. Investors also form their own opinion of Ladder Capital's value that differs from its market value or its book value, called intrinsic value, which is Ladder Capital'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 Ladder Capital's market value can be influenced by many factors that don't directly affect Ladder Capital'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 Ladder Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ladder Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ladder Capital'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.
Ladder Capital '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 Ladder Capital'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 Ladder Capital.
| 05/03/2024 |
| 06/02/2024 |
If you would invest 0.00 in Ladder Capital on May 3, 2024 and sell it all today you would earn a total of 0.00 from holding Ladder Capital Corp or generate 0.0% return on investment in Ladder Capital over 30 days. Ladder Capital is related to or competes with Omega Healthcare, and Medical Properties. The Loans segment originates conduit first mortgage loans that are secured by cash-flowing commercial real estate and or... More
Ladder Capital 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 Ladder Capital'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 Ladder Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 8.51 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.15 |
Ladder Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladder Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladder Capital's standard deviation. In reality, there are many statistical measures that can use Ladder Capital historical prices to predict the future Ladder Capital's volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.0841 | |||
| Total Risk Alpha | 0.0537 | |||
| Sortino Ratio | 0.0622 | |||
| Treynor Ratio | 0.0938 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ladder Capital'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.
Ladder Capital Corp Backtested Returns
We consider Ladder Capital not too volatile. Ladder Capital Corp has Sharpe Ratio of 0.0819, which conveys that the firm had a 0.0819% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ladder Capital, which you can use to evaluate the volatility of the firm. Please verify Ladder Capital's Downside Deviation of 1.6, risk adjusted performance of 0.0687, and Mean Deviation of 1.11 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Ladder Capital has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.44, which conveys 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, Ladder Capital will likely underperform. Ladder Capital Corp right now secures a risk of 1.39%. Please verify Ladder Capital Corp value at risk, and the relationship between the jensen alpha and skewness , to decide if Ladder Capital Corp will be following its current price movements.
Auto-correlation | -0.28 |
Weak reverse predictability
Ladder Capital Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Ladder Capital time series from 3rd of May 2024 to 18th of May 2024 and 18th of May 2024 to 2nd of June 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 Ladder Capital Corp price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Ladder Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ladder Capital Corp lagged returns against current returns
Autocorrelation, which is Ladder Capital 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 Ladder Capital's stock expected returns. We can calculate the autocorrelation of Ladder Capital returns to help us make a trade decision. For example, suppose you find that Ladder Capital 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 |
Ladder Capital 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 Ladder Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladder Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladder Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Ladder Capital Lagged Returns
When evaluating Ladder Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladder Capital stock have on its future price. Ladder Capital 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, Ladder Capital autocorrelation shows the relationship between Ladder Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Ladder Capital Corp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Ladder Capital Correlation, Ladder Capital Volatility and Ladder Capital Alpha and Beta module to complement your research on Ladder Capital. Note that the Ladder Capital Corp information on this page should be used as a complementary analysis to other Ladder Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Ladder Stock analysis
When running Ladder Capital's price analysis, check to measure Ladder Capital'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 Ladder Capital is operating at the current time. Most of Ladder Capital's value examination focuses on studying past and present price action to predict the probability of Ladder Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ladder Capital's price. Additionally, you may evaluate how the addition of Ladder Capital to your portfolios can decrease your overall portfolio volatility.
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Ladder Capital 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.