Alexandria Real Estate Stock Market Value
| ARE Stock | USD 116.28 0.17 0.15% |
| Symbol | Alexandria |
Alexandria Real Estate Price To Book Ratio
Is Alexandria Real'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 Alexandria Real. If investors know Alexandria 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 Alexandria Real 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 (0.94) | Dividend Share 4.96 | Earnings Share 0.54 | Revenue Per Share 16.89 | Quarterly Revenue Growth 0.13 |
The market value of Alexandria Real Estate is measured differently than its book value, which is the value of Alexandria that is recorded on the company's balance sheet. Investors also form their own opinion of Alexandria Real's value that differs from its market value or its book value, called intrinsic value, which is Alexandria Real'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 Alexandria Real's market value can be influenced by many factors that don't directly affect Alexandria Real'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 Alexandria Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alexandria Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alexandria Real'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.
Alexandria Real '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 Alexandria Real'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 Alexandria Real.
| 10/21/2023 |
| 04/18/2024 |
If you would invest 0.00 in Alexandria Real on October 21, 2023 and sell it all today you would earn a total of 0.00 from holding Alexandria Real Estate or generate 0.0% return on investment in Alexandria Real over 180 days. Alexandria Real is related to or competes with Hudson Pacific, Piedmont Office, and Equity Commonwealth. , an SP 500sup urban office real estate investment trust , is the first, longest-tenured, and pioneering owner, operator... More
Alexandria Real 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 Alexandria Real'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 Alexandria Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.61 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.43 |
Alexandria Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alexandria Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alexandria Real's standard deviation. In reality, there are many statistical measures that can use Alexandria Real historical prices to predict the future Alexandria Real's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alexandria Real'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.
Alexandria Real Estate Backtested Returns
Alexandria Real Estate secures Sharpe Ratio (or Efficiency) of -0.0316, which signifies that the company had a -0.0316% return per unit of standard deviation over the last 3 months. Alexandria Real Estate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alexandria Real's risk adjusted performance of (0.02), and Mean Deviation of 1.41 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.85, 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, Alexandria Real will likely underperform. Alexandria Real Estate has an expected return of -0.0598%. Please make sure to confirm Alexandria Real Estate potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Alexandria Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Alexandria Real Estate has good predictability. Overlapping area represents the amount of predictability between Alexandria Real time series from 21st of October 2023 to 19th of January 2024 and 19th of January 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 Alexandria Real Estate price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Alexandria Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 13.69 |
Alexandria Real Estate lagged returns against current returns
Autocorrelation, which is Alexandria Real 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 Alexandria Real's stock expected returns. We can calculate the autocorrelation of Alexandria Real returns to help us make a trade decision. For example, suppose you find that Alexandria Real 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 |
Alexandria Real 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 Alexandria Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alexandria Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alexandria Real stock over time.
Current vs Lagged Prices |
| Timeline |
Alexandria Real Lagged Returns
When evaluating Alexandria Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alexandria Real stock have on its future price. Alexandria Real 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, Alexandria Real autocorrelation shows the relationship between Alexandria Real stock current value and its past values and can show if there is a momentum factor associated with investing in Alexandria Real Estate.
Regressed Prices |
| Timeline |
Alexandria Real Investors Sentiment
The influence of Alexandria Real'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 Alexandria. 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 Alexandria Real's public news can be used to forecast risks associated with an investment in Alexandria. The trend in average sentiment can be used to explain how an investor holding Alexandria can time the market purely based on public headlines and social activities around Alexandria Real Estate. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Alexandria Real'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 Alexandria Real'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 Alexandria Real's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Alexandria Real.
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 Alexandria Real 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, Alexandria Real's short interest history, or implied volatility extrapolated from Alexandria Real options trading.
Pair Trading with Alexandria Real
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 Alexandria Real 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 Alexandria Real will appreciate offsetting losses from the drop in the long position's value.Moving together with Alexandria Stock
| 0.83 | FCPT | Four Corners Property Financial Report 6th of May 2024 | PairCorr |
| 0.78 | AVB | AvalonBay Communities Financial Report 24th of April 2024 | PairCorr |
Moving against Alexandria Stock
| 0.56 | OPI | Office Properties Financial Report 24th of April 2024 | PairCorr |
The ability to find closely correlated positions to Alexandria Real could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alexandria Real 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 Alexandria Real - 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 Alexandria Real Estate to buy it.
The correlation of Alexandria Real 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 Alexandria Real moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alexandria Real Estate 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 Alexandria Real 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 Alexandria Real Correlation, Alexandria Real Volatility and Alexandria Real Alpha and Beta module to complement your research on Alexandria Real. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Alexandria Stock analysis
When running Alexandria Real's price analysis, check to measure Alexandria Real'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 Alexandria Real is operating at the current time. Most of Alexandria Real's value examination focuses on studying past and present price action to predict the probability of Alexandria Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alexandria Real's price. Additionally, you may evaluate how the addition of Alexandria Real to your portfolios can decrease your overall portfolio volatility.
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Alexandria Real 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.