Mid America Apartment Communities Stock Market Value
MAA Stock | USD 129.79 0.55 0.42% |
Symbol | Mid |
Mid-America Apartment Price To Book Ratio
Is Mid America'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 Mid America. If investors know Mid 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 Mid America 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 (0.18) | Dividend Share 5.6 | Earnings Share 4.71 | Revenue Per Share 18.438 | Quarterly Revenue Growth 0.027 |
The market value of Mid-America Apartment is measured differently than its book value, which is the value of Mid that is recorded on the company's balance sheet. Investors also form their own opinion of Mid America's value that differs from its market value or its book value, called intrinsic value, which is Mid America'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 Mid America's market value can be influenced by many factors that don't directly affect Mid America'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 Mid America's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mid America is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mid America'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.
Mid America '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 Mid America'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 Mid America.
09/25/2022 |
| 03/18/2024 |
If you would invest 0.00 in Mid America on September 25, 2022 and sell it all today you would earn a total of 0.00 from holding Mid America Apartment Communities or generate 0.0% return on investment in Mid America over 540 days. Mid America is related to or competes with US GoldMining, Magnite, Harmony Gold, Global E, Lithium Americas, and ZhongAn Online. MAA, an SP 500 company, is a real estate investment trust, or REIT, focused on delivering full-cycle and superior invest... More
Mid America 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 Mid America'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 Mid America Apartment Communities upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.46 | |||
Information Ratio | (0.04) | |||
Maximum Drawdown | 7.52 | |||
Value At Risk | (2.47) | |||
Potential Upside | 2.88 |
Mid America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mid America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mid America's standard deviation. In reality, there are many statistical measures that can use Mid America historical prices to predict the future Mid America's volatility.Risk Adjusted Performance | 0.0367 | |||
Jensen Alpha | (0.12) | |||
Total Risk Alpha | (0.25) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | 0.045 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Mid America'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. Please use the tools below to analyze the current value of Mid America in the context of predictive analytics.
Mid-America Apartment Backtested Returns
Mid-America Apartment has Sharpe Ratio of -0.0257, which conveys that the firm had -0.0257% return per unit of risk over the last 3 months. Our standpoint towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Mid America exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please verify Mid America's Risk Adjusted Performance of 0.0367, downside deviation of 1.46, and Mean Deviation of 1.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.43, which conveys 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, Mid America will likely underperform. Even though it is essential to pay attention to Mid-America Apartment price patterns, it is always good to be careful when utilizing equity historical price patterns. Mid-America Apartment has an expected return of -0.0341%. Please make sure to verify Mid America Apartment Communities downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio to decide if Mid-America Apartment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Mid America Apartment Communities has modest reverse predictability. Overlapping area represents the amount of predictability between Mid America time series from 25th of September 2022 to 22nd of June 2023 and 22nd of June 2023 to 18th of March 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 Mid-America Apartment price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Mid America price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.43 | |
Spearman Rank Test | 0.24 | |
Residual Average | 0.0 | |
Price Variance | 82.44 |
Mid-America Apartment lagged returns against current returns
Autocorrelation, which is Mid America 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 Mid America's stock expected returns. We can calculate the autocorrelation of Mid America returns to help us make a trade decision. For example, suppose you find that Mid America stock 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 stock movement to match the lagging time series.
Current and Lagged Values |
Timeline |
Mid America 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 Mid America stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mid America stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mid America stock over time.
Current vs Lagged Prices |
Timeline |
Mid America Lagged Returns
When evaluating Mid America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mid America stock have on its future price. Mid America 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, Mid America autocorrelation shows the relationship between Mid America stock current value and its past values and can show if there is a momentum factor associated with investing in Mid America Apartment Communities.
Regressed Prices |
Timeline |
Mid America Investors Sentiment
The influence of Mid America'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 Mid. 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 Mid America's public news can be used to forecast risks associated with an investment in Mid. The trend in average sentiment can be used to explain how an investor holding Mid can time the market purely based on public headlines and social activities around Mid America Apartment Communities. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Mid America'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 Mid America'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 Mid America's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Mid America.
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 Mid America 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, Mid America's short interest history, or implied volatility extrapolated from Mid America options trading.
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Try AI Portfolio ArchitectCheck out Mid America Correlation, Mid America Volatility and Mid America Alpha and Beta module to complement your research on Mid America. Note that the Mid-America Apartment information on this page should be used as a complementary analysis to other Mid America'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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Mid Stock analysis
When running Mid America's price analysis, check to measure Mid America'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 Mid America is operating at the current time. Most of Mid America's value examination focuses on studying past and present price action to predict the probability of Mid America's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mid America's price. Additionally, you may evaluate how the addition of Mid America to your portfolios can decrease your overall portfolio volatility.
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Mid America 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.