Acres Commercial Realty Stock Market Value
| ACR Stock | USD 13.66 0.02 0.15% |
| Symbol | Acres |
Acres Commercial Realty Price To Book Ratio
Is Acres Commercial'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 Acres Commercial. If investors know Acres 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 Acres Commercial 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 3.125 | Earnings Share 0.35 | Revenue Per Share 9.533 | Quarterly Revenue Growth 0.735 | Return On Assets 0.0096 |
The market value of Acres Commercial Realty is measured differently than its book value, which is the value of Acres that is recorded on the company's balance sheet. Investors also form their own opinion of Acres Commercial's value that differs from its market value or its book value, called intrinsic value, which is Acres Commercial'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 Acres Commercial's market value can be influenced by many factors that don't directly affect Acres Commercial'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 Acres Commercial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acres Commercial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acres Commercial'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.
Acres Commercial '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 Acres Commercial'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 Acres Commercial.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Acres Commercial on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Acres Commercial Realty or generate 0.0% return on investment in Acres Commercial over 30 days. Acres Commercial is related to or competes with Ellington Financial, and Two Harbors. ACRES Commercial Realty Corp., a real estate investment trust , focuses on the origination, holding, and management of c... More
Acres Commercial 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 Acres Commercial'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 Acres Commercial Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.2135 | |||
| Maximum Drawdown | 13.66 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 5.38 |
Acres Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acres Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acres Commercial's standard deviation. In reality, there are many statistical measures that can use Acres Commercial historical prices to predict the future Acres Commercial's volatility.| Risk Adjusted Performance | 0.1576 | |||
| Jensen Alpha | 0.4646 | |||
| Total Risk Alpha | 0.3572 | |||
| Sortino Ratio | 0.2802 | |||
| Treynor Ratio | 0.4544 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acres Commercial'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.
Acres Commercial Realty Backtested Returns
Acres Commercial appears to be not too volatile, given 3 months investment horizon. Acres Commercial Realty secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of risk over the last 3 months. By analyzing Acres Commercial's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of Acres Commercial's Mean Deviation of 1.52, risk adjusted performance of 0.1576, and Downside Deviation of 1.68 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acres Commercial holds a performance score of 19. The firm shows a Beta (market volatility) of 1.14, which signifies a somewhat significant risk relative to the market. Acres Commercial returns are very sensitive to returns on the market. As the market goes up or down, Acres Commercial is expected to follow. Please check Acres Commercial's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Acres Commercial's price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Acres Commercial Realty has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Acres Commercial time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 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 Acres Commercial Realty price movement. The serial correlation of -0.76 indicates that around 76.0% of current Acres Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Acres Commercial Realty lagged returns against current returns
Autocorrelation, which is Acres Commercial 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 Acres Commercial's stock expected returns. We can calculate the autocorrelation of Acres Commercial returns to help us make a trade decision. For example, suppose you find that Acres Commercial 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 |
Acres Commercial 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 Acres Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acres Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acres Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Acres Commercial Lagged Returns
When evaluating Acres Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acres Commercial stock have on its future price. Acres Commercial 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, Acres Commercial autocorrelation shows the relationship between Acres Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Acres Commercial Realty.
Regressed Prices |
| Timeline |
Pair Trading with Acres Commercial
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 Acres Commercial 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 Acres Commercial will appreciate offsetting losses from the drop in the long position's value.Moving together with Acres Stock
| 0.81 | DIST | Distoken Acquisition | PairCorr |
| 0.66 | AB | AllianceBernstein Financial Report 24th of April 2024 | PairCorr |
Moving against Acres Stock
| 0.69 | AC | Associated Capital | PairCorr |
| 0.69 | PX | P10 Inc Financial Report 20th of May 2024 | PairCorr |
| 0.5 | DHIL | Diamond Hill Investment | PairCorr |
The ability to find closely correlated positions to Acres Commercial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Acres Commercial 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 Acres Commercial - 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 Acres Commercial Realty to buy it.
The correlation of Acres Commercial 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 Acres Commercial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Acres Commercial Realty 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 Acres Commercial 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 Acres Commercial Correlation, Acres Commercial Volatility and Acres Commercial Alpha and Beta module to complement your research on Acres Commercial. Note that the Acres Commercial Realty information on this page should be used as a complementary analysis to other Acres Commercial'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Acres Stock analysis
When running Acres Commercial's price analysis, check to measure Acres Commercial'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 Acres Commercial is operating at the current time. Most of Acres Commercial's value examination focuses on studying past and present price action to predict the probability of Acres Commercial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acres Commercial's price. Additionally, you may evaluate how the addition of Acres Commercial to your portfolios can decrease your overall portfolio volatility.
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Acres Commercial 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.