Stag Industrial Stock Market Value
| STAG Stock | USD 34.75 0.66 1.86% |
| Symbol | STAG |
STAG Industrial Price To Book Ratio
Is STAG Industrial'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 STAG Industrial. If investors know STAG 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 STAG Industrial 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 0.383 | Dividend Share 1.47 | Earnings Share 1.07 | Revenue Per Share 3.928 | Quarterly Revenue Growth 0.076 |
The market value of STAG Industrial is measured differently than its book value, which is the value of STAG that is recorded on the company's balance sheet. Investors also form their own opinion of STAG Industrial's value that differs from its market value or its book value, called intrinsic value, which is STAG Industrial'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 STAG Industrial's market value can be influenced by many factors that don't directly affect STAG Industrial'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 STAG Industrial's value and its price as these two are different measures arrived at by different means. Investors typically determine if STAG Industrial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STAG 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.
STAG Industrial '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 STAG Industrial'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 STAG Industrial.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in STAG Industrial on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding STAG Industrial or generate 0.0% return on investment in STAG Industrial over 30 days. STAG Industrial is related to or competes with Public Storage, Extra Space, Rexford Industrial, Innovative Industrial, Prologis, CubeSmart, and National Storage. is a real estate investment trust focused on the acquisition and operation of single-tenant, industrial properties throu... More
STAG Industrial 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 STAG Industrial'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 STAG Industrial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.27 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.12 |
STAG Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STAG Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STAG Industrial's standard deviation. In reality, there are many statistical measures that can use STAG Industrial historical prices to predict the future STAG Industrial's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of STAG Industrial'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.
STAG Industrial Backtested Returns
STAG Industrial retains Efficiency (Sharpe Ratio) of -0.0852, which indicates the firm had a -0.0852% return per unit of risk over the last 3 months. STAG Industrial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate STAG Industrial's standard deviation of 1.28, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 1.27, which indicates 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, STAG Industrial will likely underperform. STAG Industrial has an expected return of -0.11%. Please make sure to validate STAG Industrial potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if STAG Industrial performance from the past will be repeated at future time.
Auto-correlation | 0.36 |
Below average predictability
STAG Industrial has below average predictability. Overlapping area represents the amount of predictability between STAG Industrial 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 STAG Industrial price movement. The serial correlation of 0.36 indicates that just about 36.0% of current STAG Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.45 |
STAG Industrial lagged returns against current returns
Autocorrelation, which is STAG Industrial 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 STAG Industrial's stock expected returns. We can calculate the autocorrelation of STAG Industrial returns to help us make a trade decision. For example, suppose you find that STAG Industrial 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 |
STAG Industrial 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 STAG Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STAG Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STAG Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
STAG Industrial Lagged Returns
When evaluating STAG Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STAG Industrial stock have on its future price. STAG Industrial 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, STAG Industrial autocorrelation shows the relationship between STAG Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in STAG Industrial.
Regressed Prices |
| Timeline |
STAG Industrial Investors Sentiment
The influence of STAG Industrial'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 STAG. 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 STAG Industrial's public news can be used to forecast risks associated with an investment in STAG. The trend in average sentiment can be used to explain how an investor holding STAG can time the market purely based on public headlines and social activities around STAG Industrial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
STAG Industrial'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 STAG Industrial'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 STAG Industrial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on STAG Industrial.
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 STAG Industrial 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, STAG Industrial's short interest history, or implied volatility extrapolated from STAG Industrial options trading.
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When determining whether STAG Industrial is a strong investment it is important to analyze STAG Industrial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact STAG Industrial's future performance. For an informed investment choice regarding STAG Stock, refer to the following important reports:Check out STAG Industrial Correlation, STAG Industrial Volatility and STAG Industrial Alpha and Beta module to complement your research on STAG Industrial. For more detail on how to invest in STAG Stock please use our How to Invest in STAG Industrial guide.Note that the STAG Industrial information on this page should be used as a complementary analysis to other STAG Industrial'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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for STAG Stock analysis
When running STAG Industrial's price analysis, check to measure STAG 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 STAG Industrial is operating at the current time. Most of STAG Industrial's value examination focuses on studying past and present price action to predict the probability of STAG 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 STAG Industrial's price. Additionally, you may evaluate how the addition of STAG Industrial to your portfolios can decrease your overall portfolio volatility.
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STAG Industrial 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.