Cto Realty Growth Stock Market Value
| CTO Stock | USD 16.72 0.11 0.66% |
| Symbol | CTO |
CTO Realty Growth Price To Book Ratio
Is CTO Realty'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 CTO Realty. If investors know CTO 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 CTO Realty 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 (0.66) | Dividend Share 1.52 | Earnings Share 0.03 | Revenue Per Share 4.843 | Quarterly Revenue Growth 0.326 |
The market value of CTO Realty Growth is measured differently than its book value, which is the value of CTO that is recorded on the company's balance sheet. Investors also form their own opinion of CTO Realty's value that differs from its market value or its book value, called intrinsic value, which is CTO Realty'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 CTO Realty's market value can be influenced by many factors that don't directly affect CTO Realty'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 CTO Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if CTO Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CTO Realty'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.
CTO Realty '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 CTO Realty'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 CTO Realty.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in CTO Realty on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding CTO Realty Growth or generate 0.0% return on investment in CTO Realty over 720 days. CTO Realty is related to or competes with Essential Properties, Brightspire Capital, Broadstone Net, Safehold, Modiv, Gladstone Commercial, and NexPoint Strategic. CTO Realty Growth, Inc. is a Florida-based publicly traded real estate company, which owns income properties comprised o... More
CTO Realty 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 CTO Realty'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 CTO Realty Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.58 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.37 |
CTO Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTO Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CTO Realty's standard deviation. In reality, there are many statistical measures that can use CTO Realty historical prices to predict the future CTO Realty's volatility.| Risk Adjusted Performance | 0.0052 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CTO Realty'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.
CTO Realty Growth Backtested Returns
We consider CTO Realty very steady. CTO Realty Growth secures Sharpe Ratio (or Efficiency) of 0.0324, which signifies that the company had a 0.0324% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CTO Realty Growth, which you can use to evaluate the volatility of the firm. Please confirm CTO Realty's risk adjusted performance of 0.0052, and Mean Deviation of 0.7992 to double-check if the risk estimate we provide is consistent with the expected return of 0.0345%. CTO Realty has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. CTO Realty returns are very sensitive to returns on the market. As the market goes up or down, CTO Realty is expected to follow. CTO Realty Growth currently shows a risk of 1.07%. Please confirm CTO Realty Growth semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if CTO Realty Growth will be following its price patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
CTO Realty Growth has modest reverse predictability. Overlapping area represents the amount of predictability between CTO Realty time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 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 CTO Realty Growth price movement. The serial correlation of -0.41 indicates that just about 41.0% of current CTO Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
CTO Realty Growth lagged returns against current returns
Autocorrelation, which is CTO Realty 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 CTO Realty's stock expected returns. We can calculate the autocorrelation of CTO Realty returns to help us make a trade decision. For example, suppose you find that CTO Realty 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 |
CTO Realty 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 CTO Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CTO Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CTO Realty stock over time.
Current vs Lagged Prices |
| Timeline |
CTO Realty Lagged Returns
When evaluating CTO Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CTO Realty stock have on its future price. CTO Realty 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, CTO Realty autocorrelation shows the relationship between CTO Realty stock current value and its past values and can show if there is a momentum factor associated with investing in CTO Realty Growth.
Regressed Prices |
| Timeline |
Pair Trading with CTO Realty
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 CTO Realty 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 CTO Realty will appreciate offsetting losses from the drop in the long position's value.Moving together with CTO Stock
| 0.86 | PK | Park Hotels Resorts Financial Report 6th of May 2024 | PairCorr |
Moving against CTO Stock
| 0.63 | AHH | Armada Hflr Pr Financial Report 14th of May 2024 | PairCorr |
| 0.44 | HR | Healthcare Realty Trust Financial Report 14th of May 2024 | PairCorr |
| 0.43 | UE | Urban Edge Properties Financial Report 14th of May 2024 | PairCorr |
| 0.42 | AHT | Ashford Hospitality Trust Financial Report 7th of May 2024 | PairCorr |
The ability to find closely correlated positions to CTO Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CTO Realty 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 CTO Realty - 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 CTO Realty Growth to buy it.
The correlation of CTO Realty 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 CTO Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CTO Realty Growth 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 CTO Realty 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 CTO Realty Correlation, CTO Realty Volatility and CTO Realty Alpha and Beta module to complement your research on CTO Realty. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for CTO Stock analysis
When running CTO Realty's price analysis, check to measure CTO Realty'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 CTO Realty is operating at the current time. Most of CTO Realty's value examination focuses on studying past and present price action to predict the probability of CTO Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CTO Realty's price. Additionally, you may evaluate how the addition of CTO Realty to your portfolios can decrease your overall portfolio volatility.
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CTO Realty 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.