Camden Property Trust Stock Market Value
| CPT Stock | USD 98.86 0.26 0.26% |
| Symbol | Camden |
Camden Property Trust Price To Book Ratio
Is Camden Property'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 Camden Property. If investors know Camden 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 Camden Property 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 3.833 | Dividend Share 4 | Earnings Share 3.7 | Revenue Per Share 14.232 | Quarterly Revenue Growth 0.032 |
The market value of Camden Property Trust is measured differently than its book value, which is the value of Camden that is recorded on the company's balance sheet. Investors also form their own opinion of Camden Property's value that differs from its market value or its book value, called intrinsic value, which is Camden Property'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 Camden Property's market value can be influenced by many factors that don't directly affect Camden Property'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 Camden Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Camden Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Camden Property'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.
Camden Property '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 Camden Property'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 Camden Property.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Camden Property on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Camden Property Trust or generate 0.0% return on investment in Camden Property over 30 days. Camden Property is related to or competes with AvalonBay Communities, Essex Property, Equity Residential, UDR, Mid America, and Nexpoint Residential. Camden Property Trust, an SP 400 Company, is a real estate company primarily engaged in the ownership, management, devel... More
Camden Property 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 Camden Property'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 Camden Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.39 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 2.12 |
Camden Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camden Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camden Property's standard deviation. In reality, there are many statistical measures that can use Camden Property historical prices to predict the future Camden Property's volatility.| Risk Adjusted Performance | 0.0164 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0108 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Camden Property'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.
Camden Property Trust Backtested Returns
We consider Camden Property very steady. Camden Property Trust secures Sharpe Ratio (or Efficiency) of 0.0498, which signifies that the company had a 0.0498% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Camden Property Trust, which you can use to evaluate the volatility of the firm. Please confirm Camden Property's Downside Deviation of 1.44, risk adjusted performance of 0.0164, and Mean Deviation of 1.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.0781%. Camden Property has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.48, which signifies 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, Camden Property will likely underperform. Camden Property Trust right now shows a risk of 1.57%. Please confirm Camden Property Trust downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Camden Property Trust will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Camden Property Trust has insignificant predictability. Overlapping area represents the amount of predictability between Camden Property 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 Camden Property Trust price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Camden Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 6.47 |
Camden Property Trust lagged returns against current returns
Autocorrelation, which is Camden Property 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 Camden Property's stock expected returns. We can calculate the autocorrelation of Camden Property returns to help us make a trade decision. For example, suppose you find that Camden Property 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 |
Camden Property 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 Camden Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camden Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camden Property stock over time.
Current vs Lagged Prices |
| Timeline |
Camden Property Lagged Returns
When evaluating Camden Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camden Property stock have on its future price. Camden Property 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, Camden Property autocorrelation shows the relationship between Camden Property stock current value and its past values and can show if there is a momentum factor associated with investing in Camden Property Trust.
Regressed Prices |
| Timeline |
Pair Trading with Camden Property
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 Camden Property 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 Camden Property will appreciate offsetting losses from the drop in the long position's value.Moving against Camden Stock
| 0.45 | ADC-PA | Agree Realty | PairCorr |
The ability to find closely correlated positions to Camden Property could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Camden Property 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 Camden Property - 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 Camden Property Trust to buy it.
The correlation of Camden Property 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 Camden Property moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Camden Property Trust 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 Camden Property 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 Camden Property Correlation, Camden Property Volatility and Camden Property Alpha and Beta module to complement your research on Camden Property. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Camden Stock analysis
When running Camden Property's price analysis, check to measure Camden Property'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 Camden Property is operating at the current time. Most of Camden Property's value examination focuses on studying past and present price action to predict the probability of Camden Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Camden Property's price. Additionally, you may evaluate how the addition of Camden Property to your portfolios can decrease your overall portfolio volatility.
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Camden Property 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.