Rexford Industrial Realty Preferred Stock Volatility

REXR-PB Preferred Stock  USD 22.51  0.11  0.49%   
Rexford Industrial Realty maintains Sharpe Ratio (i.e., Efficiency) of -0.0627, which implies the firm had a -0.0627% return per unit of risk over the last 3 months. Rexford Industrial Realty exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rexford Industrial's Coefficient Of Variation of 68845.21, semi deviation of 0.6419, and Risk Adjusted Performance of 0.0039 to confirm the risk estimate we provide. Key indicators related to Rexford Industrial's volatility include:
60 Days Market Risk
Chance Of Distress
60 Days Economic Sensitivity
Rexford Industrial Preferred Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Rexford daily returns, and it is calculated using variance and standard deviation. We also use Rexford's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Rexford Industrial volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Rexford Industrial can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Rexford Industrial at lower prices. For example, an investor can purchase Rexford stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Rexford Industrial's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving against Rexford Preferred Stock

  0.43IIPR-PA Innovative IndustrialPairCorr

Rexford Industrial Market Sensitivity And Downside Risk

Rexford Industrial's beta coefficient measures the volatility of Rexford preferred stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Rexford preferred stock's returns against your selected market. In other words, Rexford Industrial's beta of 0.14 provides an investor with an approximation of how much risk Rexford Industrial preferred stock can potentially add to one of your existing portfolios. Rexford Industrial Realty exhibits relatively low volatility with skewness of 1.21 and kurtosis of 5.09. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Rexford Industrial's preferred stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Rexford Industrial's preferred stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Rexford Industrial Realty Demand Trend
Check current 90 days Rexford Industrial correlation with market (NYSE Composite)

Rexford Beta

    
  0.14  
Rexford standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.8  
It is essential to understand the difference between upside risk (as represented by Rexford Industrial's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Rexford Industrial's daily returns or price. Since the actual investment returns on holding a position in rexford preferred stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Rexford Industrial.

Rexford Industrial Realty Preferred Stock Volatility Analysis

Volatility refers to the frequency at which Rexford Industrial preferred stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Rexford Industrial's price changes. Investors will then calculate the volatility of Rexford Industrial's preferred stock to predict their future moves. A preferred stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A preferred stock with relatively stable price changes has low volatility. A highly volatile preferred stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Rexford Industrial's volatility:

Historical Volatility

This type of preferred stock volatility measures Rexford Industrial's fluctuations based on previous trends. It's commonly used to predict Rexford Industrial's future behavior based on its past. However, it cannot conclusively determine the future direction of the preferred stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Rexford Industrial's current market price. This means that the preferred stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Rexford Industrial's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Rexford Industrial Realty Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Rexford Industrial Projected Return Density Against Market

Assuming the 90 days trading horizon Rexford Industrial has a beta of 0.1435 indicating as returns on the market go up, Rexford Industrial average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Rexford Industrial Realty will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Rexford Industrial or Real Estate sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Rexford Industrial's price will be affected by overall preferred stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Rexford preferred stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Rexford Industrial Realty has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
Rexford Industrial's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how rexford preferred stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Rexford Industrial Price Volatility?

Several factors can influence a preferred stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Rexford Industrial Preferred Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of Rexford Industrial is -1595.33. The daily returns are distributed with a variance of 0.64 and standard deviation of 0.8. The mean deviation of Rexford Industrial Realty is currently at 0.54. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
-0.03
β
Beta against NYSE Composite0.14
σ
Overall volatility
0.80
Ir
Information ratio -0.16

Rexford Industrial Preferred Stock Return Volatility

Rexford Industrial historical daily return volatility represents how much of Rexford Industrial preferred stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.7999% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.5731% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Rexford Industrial Volatility

Volatility is a rate at which the price of Rexford Industrial or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Rexford Industrial may increase or decrease. In other words, similar to Rexford's beta indicator, it measures the risk of Rexford Industrial and helps estimate the fluctuations that may happen in a short period of time. So if prices of Rexford Industrial fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Rexford Industrial, a real estate investment trust focused on owning and operating industrial properties throughout Southern California infill markets, owns 232 properties with approximately 27.9 million rentable square feet and manages an additional 20 properties with approximately 1.0 million rentable square feet. Rexford Industrial operates under REITIndustrial classification in the United States and is traded on NYQ Exchange. It employs 123 people.
Rexford Industrial's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Rexford Preferred Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Rexford Industrial's price varies over time.

3 ways to utilize Rexford Industrial's volatility to invest better

Higher Rexford Industrial's preferred stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Rexford Industrial Realty preferred stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Rexford Industrial Realty preferred stock volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Rexford Industrial Realty investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Rexford Industrial's preferred stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Rexford Industrial's preferred stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Rexford Industrial Investment Opportunity

Rexford Industrial Realty has a volatility of 0.8 and is 1.4 times more volatile than NYSE Composite. 7 percent of all equities and portfolios are less risky than Rexford Industrial. You can use Rexford Industrial Realty to enhance the returns of your portfolios. The preferred stock experiences a normal upward fluctuation. Check odds of Rexford Industrial to be traded at $23.64 in 90 days.

Average diversification

The correlation between Rexford Industrial Realty and NYA is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rexford Industrial Realty and NYA in the same portfolio, assuming nothing else is changed.

Rexford Industrial Additional Risk Indicators

The analysis of Rexford Industrial's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Rexford Industrial's investment and either accepting that risk or mitigating it. Along with some common measures of Rexford Industrial preferred stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential preferred stocks, we recommend comparing similar preferred stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Rexford Industrial Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Rexford Industrial as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Rexford Industrial's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Rexford Industrial's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Rexford Industrial Realty.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rexford Industrial Realty. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors.
You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

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When running Rexford Industrial's price analysis, check to measure Rexford Industrial'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 Rexford Industrial is operating at the current time. Most of Rexford Industrial's value examination focuses on studying past and present price action to predict the probability of Rexford Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rexford Industrial's price. Additionally, you may evaluate how the addition of Rexford Industrial to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Rexford Industrial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rexford Industrial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rexford Industrial'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.