Douglas Emmett Stock Market Value
| DEI Stock | USD 13.57 0.01 0.07% |
| Symbol | Douglas |
Douglas Emmett Price To Book Ratio
Is Douglas Emmett'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 Douglas Emmett. If investors know Douglas 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 Douglas Emmett 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 0.76 | Earnings Share (0.26) | Revenue Per Share 5.805 | Quarterly Revenue Growth (0.11) |
The market value of Douglas Emmett is measured differently than its book value, which is the value of Douglas that is recorded on the company's balance sheet. Investors also form their own opinion of Douglas Emmett's value that differs from its market value or its book value, called intrinsic value, which is Douglas Emmett'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 Douglas Emmett's market value can be influenced by many factors that don't directly affect Douglas Emmett'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 Douglas Emmett's value and its price as these two are different measures arrived at by different means. Investors typically determine if Douglas Emmett is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Douglas Emmett'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.
Douglas Emmett '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 Douglas Emmett'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 Douglas Emmett.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Douglas Emmett on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Douglas Emmett or generate 0.0% return on investment in Douglas Emmett over 30 days. Douglas Emmett is related to or competes with Equity Commonwealth, Piedmont Office, and Hudson Pacific. is a fully integrated, self-administered and self-managed real estate investment trust , and one of the largest owners a... More
Douglas Emmett 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 Douglas Emmett'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 Douglas Emmett upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.58 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 4.78 |
Douglas Emmett Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Douglas Emmett's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Douglas Emmett's standard deviation. In reality, there are many statistical measures that can use Douglas Emmett historical prices to predict the future Douglas Emmett's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.40) | |||
| 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 Douglas Emmett'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.
Douglas Emmett Backtested Returns
Douglas Emmett secures Sharpe Ratio (or Efficiency) of -0.017, which denotes the company had a -0.017% return per unit of risk over the last 3 months. Douglas Emmett exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Douglas Emmett's Standard Deviation of 2.71, mean deviation of 2.1, and Variance of 7.33 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.52, which means 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, Douglas Emmett will likely underperform. Douglas Emmett has an expected return of -0.0463%. Please make sure to confirm Douglas Emmett accumulation distribution, and the relationship between the potential upside and day median price , to decide if Douglas Emmett performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Douglas Emmett has below average predictability. Overlapping area represents the amount of predictability between Douglas Emmett time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Douglas Emmett price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Douglas Emmett price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Douglas Emmett lagged returns against current returns
Autocorrelation, which is Douglas Emmett 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 Douglas Emmett's stock expected returns. We can calculate the autocorrelation of Douglas Emmett returns to help us make a trade decision. For example, suppose you find that Douglas Emmett 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 |
Douglas Emmett 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 Douglas Emmett stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Douglas Emmett stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Douglas Emmett stock over time.
Current vs Lagged Prices |
| Timeline |
Douglas Emmett Lagged Returns
When evaluating Douglas Emmett's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Douglas Emmett stock have on its future price. Douglas Emmett 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, Douglas Emmett autocorrelation shows the relationship between Douglas Emmett stock current value and its past values and can show if there is a momentum factor associated with investing in Douglas Emmett.
Regressed Prices |
| Timeline |
Pair Trading with Douglas Emmett
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 Douglas Emmett 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 Douglas Emmett will appreciate offsetting losses from the drop in the long position's value.Moving against Douglas Stock
| 0.47 | AHT-PG | Ashford Hospitality Trust | PairCorr |
The ability to find closely correlated positions to Douglas Emmett could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Douglas Emmett 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 Douglas Emmett - 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 Douglas Emmett to buy it.
The correlation of Douglas Emmett 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 Douglas Emmett moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Douglas Emmett 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 Douglas Emmett 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 Douglas Emmett Correlation, Douglas Emmett Volatility and Douglas Emmett Alpha and Beta module to complement your research on Douglas Emmett. For more detail on how to invest in Douglas Stock please use our How to Invest in Douglas Emmett guide.Note that the Douglas Emmett information on this page should be used as a complementary analysis to other Douglas Emmett'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Douglas Stock analysis
When running Douglas Emmett's price analysis, check to measure Douglas Emmett'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 Douglas Emmett is operating at the current time. Most of Douglas Emmett's value examination focuses on studying past and present price action to predict the probability of Douglas Emmett's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Douglas Emmett's price. Additionally, you may evaluate how the addition of Douglas Emmett to your portfolios can decrease your overall portfolio volatility.
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Douglas Emmett 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.