Terreno Realty Stock Market Value
| TRNO Stock | USD 55.96 0.64 1.13% |
| Symbol | Terreno |
Terreno Realty Price To Book Ratio
Is Terreno Realty'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 Terreno Realty. If investors know Terreno 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 Terreno Realty 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 0.379 | Dividend Share 1.75 | Earnings Share 1.92 | Revenue Per Share 3.91 | Quarterly Revenue Growth 0.139 |
The market value of Terreno Realty is measured differently than its book value, which is the value of Terreno that is recorded on the company's balance sheet. Investors also form their own opinion of Terreno Realty's value that differs from its market value or its book value, called intrinsic value, which is Terreno Realty'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 Terreno Realty's market value can be influenced by many factors that don't directly affect Terreno Realty'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 Terreno Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Terreno Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Terreno Realty'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.
Terreno Realty '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 Terreno Realty'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 Terreno Realty.
| 02/26/2024 |
| 05/26/2024 |
If you would invest 0.00 in Terreno Realty on February 26, 2024 and sell it all today you would earn a total of 0.00 from holding Terreno Realty or generate 0.0% return on investment in Terreno Realty over 90 days. Terreno Realty is related to or competes with Public Storage, Extra Space, CubeSmart, and National Storage. Terreno Realty Corporation and together with its subsidiaries, the Company acquires, owns and operates industrial real e... More
Terreno Realty 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 Terreno Realty'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 Terreno Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.87 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.24 |
Terreno Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Terreno Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Terreno Realty's standard deviation. In reality, there are many statistical measures that can use Terreno Realty historical prices to predict the future Terreno Realty's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Terreno Realty'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.
Terreno Realty Backtested Returns
Terreno Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0921, which indicates the firm had a -0.0921% return per unit of risk over the last 3 months. Terreno Realty exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Terreno Realty's Risk Adjusted Performance of (0.05), coefficient of variation of (1,024), and Variance of 2.59 to confirm the risk estimate we provide. The entity has a beta of 1.6, 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, Terreno Realty will likely underperform. Terreno Realty has an expected return of -0.15%. Please make sure to validate Terreno Realty maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Terreno Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.27 |
Weak reverse predictability
Terreno Realty has weak reverse predictability. Overlapping area represents the amount of predictability between Terreno Realty time series from 26th of February 2024 to 11th of April 2024 and 11th of April 2024 to 26th of May 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 Terreno Realty price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Terreno Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 3.66 |
Terreno Realty lagged returns against current returns
Autocorrelation, which is Terreno Realty 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 Terreno Realty's stock expected returns. We can calculate the autocorrelation of Terreno Realty returns to help us make a trade decision. For example, suppose you find that Terreno Realty 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 |
Terreno Realty 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 Terreno Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Terreno Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Terreno Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Terreno Realty Lagged Returns
When evaluating Terreno Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Terreno Realty stock have on its future price. Terreno Realty 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, Terreno Realty autocorrelation shows the relationship between Terreno Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Terreno Realty.
Regressed Prices |
| Timeline |
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When running Terreno Realty's price analysis, check to measure Terreno Realty'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 Terreno Realty is operating at the current time. Most of Terreno Realty's value examination focuses on studying past and present price action to predict the probability of Terreno Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Terreno Realty's price. Additionally, you may evaluate how the addition of Terreno Realty to your portfolios can decrease your overall portfolio volatility.
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