Saul Centers Stock Market Value
| BFS Stock | USD 35.45 0.31 0.88% |
| Symbol | Saul |
Saul Centers Price To Book Ratio
Is Saul Centers' 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 Saul Centers. If investors know Saul 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 Saul Centers 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 0.145 | Dividend Share 2.36 | Earnings Share 1.73 | Revenue Per Share 10.694 | Quarterly Revenue Growth 0.07 |
The market value of Saul Centers is measured differently than its book value, which is the value of Saul that is recorded on the company's balance sheet. Investors also form their own opinion of Saul Centers' value that differs from its market value or its book value, called intrinsic value, which is Saul Centers' 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 Saul Centers' market value can be influenced by many factors that don't directly affect Saul Centers' 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 Saul Centers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Saul Centers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Saul Centers' 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.
Saul Centers '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 Saul Centers' 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 Saul Centers.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Saul Centers on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Saul Centers or generate 0.0% return on investment in Saul Centers over 30 days. Saul Centers is related to or competes with Urban Edge, Site Centers, Kite Realty, Acadia Realty, Retail Opportunity, Regency Centers, and Inventrust Properties. Saul Centers, Inc. is a self-managed, self-administered equity REIT headquartered in Bethesda, Maryland, which currently... More
Saul Centers 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 Saul Centers' 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 Saul Centers upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.63 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 2.24 |
Saul Centers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saul Centers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saul Centers' standard deviation. In reality, there are many statistical measures that can use Saul Centers historical prices to predict the future Saul Centers' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saul Centers' 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.
Saul Centers Backtested Returns
Saul Centers owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0851, which indicates the firm had a -0.0851% return per unit of risk over the last 3 months. Saul Centers exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saul Centers' Risk Adjusted Performance of (0.04), variance of 2.15, and Coefficient Of Variation of (1,500) to confirm the risk estimate we provide. The entity has a beta of 1.5, which indicates 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, Saul Centers will likely underperform. Saul Centers has an expected return of -0.12%. Please make sure to validate Saul Centers treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Saul Centers performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Saul Centers has very weak reverse predictability. Overlapping area represents the amount of predictability between Saul Centers time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Saul Centers price movement. The serial correlation of -0.01 indicates that just 1.0% of current Saul Centers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Saul Centers lagged returns against current returns
Autocorrelation, which is Saul Centers 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 Saul Centers' stock expected returns. We can calculate the autocorrelation of Saul Centers returns to help us make a trade decision. For example, suppose you find that Saul Centers 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 |
Saul Centers 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 Saul Centers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saul Centers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saul Centers stock over time.
Current vs Lagged Prices |
| Timeline |
Saul Centers Lagged Returns
When evaluating Saul Centers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saul Centers stock have on its future price. Saul Centers 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, Saul Centers autocorrelation shows the relationship between Saul Centers stock current value and its past values and can show if there is a momentum factor associated with investing in Saul Centers.
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 Saul Centers 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, Saul Centers' short interest history, or implied volatility extrapolated from Saul Centers options trading.
Pair Trading with Saul Centers
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 Saul Centers 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 Saul Centers will appreciate offsetting losses from the drop in the long position's value.Moving together with Saul Stock
| 0.69 | UE | Urban Edge Properties Financial Report 14th of May 2024 | PairCorr |
The ability to find closely correlated positions to Saul Centers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Saul Centers 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 Saul Centers - 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 Saul Centers to buy it.
The correlation of Saul Centers 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 Saul Centers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Saul Centers 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 Saul Centers 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 Saul Centers Correlation, Saul Centers Volatility and Saul Centers Alpha and Beta module to complement your research on Saul Centers. For more information on how to buy Saul Stock please use our How to Invest in Saul Centers guide.Note that the Saul Centers information on this page should be used as a complementary analysis to other Saul Centers' 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 Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Saul Stock analysis
When running Saul Centers' price analysis, check to measure Saul Centers' 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 Saul Centers is operating at the current time. Most of Saul Centers' value examination focuses on studying past and present price action to predict the probability of Saul Centers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saul Centers' price. Additionally, you may evaluate how the addition of Saul Centers to your portfolios can decrease your overall portfolio volatility.
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Saul Centers 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.