Boston Properties Stock Market Value
| BXP Stock | USD 58.69 0.74 1.28% |
| Symbol | Boston |
Boston Properties Price To Book Ratio
Is Boston Properties' 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 Boston Properties. If investors know Boston 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 Boston Properties 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 (0.02) | Dividend Share 3.92 | Earnings Share 1.21 | Revenue Per Share 20.631 | Quarterly Revenue Growth 0.348 |
The market value of Boston Properties is measured differently than its book value, which is the value of Boston that is recorded on the company's balance sheet. Investors also form their own opinion of Boston Properties' value that differs from its market value or its book value, called intrinsic value, which is Boston Properties' 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 Boston Properties' market value can be influenced by many factors that don't directly affect Boston Properties' 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 Boston Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Boston Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Boston Properties' 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.
Boston Properties '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 Boston Properties' 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 Boston Properties.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Boston Properties on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Boston Properties or generate 0.0% return on investment in Boston Properties over 30 days. Boston Properties is related to or competes with SL Green, Douglas Emmett, Kilroy Realty, Alexandria Real, Vornado Realty, Brandywine Realty, and Hudson Pacific. Boston Properties is the largest publicly-held developer and owner of Class A office properties in the United States, co... More
Boston Properties 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 Boston Properties' 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 Boston Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.59 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 3.26 |
Boston Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Properties' standard deviation. In reality, there are many statistical measures that can use Boston Properties historical prices to predict the future Boston Properties' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boston Properties' 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.
Boston Properties Backtested Returns
Boston Properties secures Sharpe Ratio (or Efficiency) of -0.0971, which signifies that the company had a -0.0971% return per unit of risk over the last 3 months. Boston Properties exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Boston Properties' Standard Deviation of 2.31, risk adjusted performance of (0.05), and Mean Deviation of 1.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.51, 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, Boston Properties will likely underperform. Boston Properties has an expected return of -0.22%. Please make sure to confirm Boston Properties total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Boston Properties performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Boston Properties has very weak reverse predictability. Overlapping area represents the amount of predictability between Boston Properties 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 Boston Properties price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Boston Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 4.89 |
Boston Properties lagged returns against current returns
Autocorrelation, which is Boston Properties 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 Boston Properties' stock expected returns. We can calculate the autocorrelation of Boston Properties returns to help us make a trade decision. For example, suppose you find that Boston Properties 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 |
Boston Properties 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 Boston Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Boston Properties Lagged Returns
When evaluating Boston Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Properties stock have on its future price. Boston Properties 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, Boston Properties autocorrelation shows the relationship between Boston Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Boston Properties.
Regressed Prices |
| Timeline |
Boston Properties Investors Sentiment
The influence of Boston Properties' 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 Boston. 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 Boston Properties' public news can be used to forecast risks associated with an investment in Boston. The trend in average sentiment can be used to explain how an investor holding Boston can time the market purely based on public headlines and social activities around Boston Properties. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Boston Properties' 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 Boston Properties' 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 Boston Properties' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Boston Properties.
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 Boston Properties 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, Boston Properties' short interest history, or implied volatility extrapolated from Boston Properties options trading.
Pair Trading with Boston Properties
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 Boston Properties 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 Boston Properties will appreciate offsetting losses from the drop in the long position's value.Moving together with Boston Stock
| 0.79 | UE | Urban Edge Properties Financial Report 14th of May 2024 | PairCorr |
| 0.66 | BFS | Saul Centers | PairCorr |
The ability to find closely correlated positions to Boston Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Boston Properties 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 Boston Properties - 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 Boston Properties to buy it.
The correlation of Boston Properties 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 Boston Properties moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Boston Properties 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 Boston Properties 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 Boston Properties Correlation, Boston Properties Volatility and Boston Properties Alpha and Beta module to complement your research on Boston Properties. To learn how to invest in Boston Stock, please use our How to Invest in Boston Properties guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Boston Stock analysis
When running Boston Properties' price analysis, check to measure Boston Properties' 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 Boston Properties is operating at the current time. Most of Boston Properties' value examination focuses on studying past and present price action to predict the probability of Boston Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boston Properties' price. Additionally, you may evaluate how the addition of Boston Properties to your portfolios can decrease your overall portfolio volatility.
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Boston Properties 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.