W P Carey Stock Market Value
| WPC Stock | USD 54.65 1.14 2.13% |
| Symbol | WPC |
W P Carey Price To Book Ratio
Is W P'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 W P. If investors know WPC 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 W P 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 (0.34) | Dividend Share 4.067 | Earnings Share 3.28 | Revenue Per Share 8.066 | Quarterly Revenue Growth 0.036 |
The market value of W P Carey is measured differently than its book value, which is the value of WPC that is recorded on the company's balance sheet. Investors also form their own opinion of W P's value that differs from its market value or its book value, called intrinsic value, which is W P'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 W P's market value can be influenced by many factors that don't directly affect W P'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 W P's value and its price as these two are different measures arrived at by different means. Investors typically determine if W P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, W P'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.
W P '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 W P'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 W P.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in W P on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding W P Carey or generate 0.0% return on investment in W P over 30 days. W P is related to or competes with STAG Industrial, National Retail, Medical Properties, Omega Healthcare, and Realty Income. Carey ranks among the largest net lease REITs with an enterprise value of approximately 18 billion and a diversified por... More
W P 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 W P'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 W P Carey upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.13 |
W P Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for W P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as W P's standard deviation. In reality, there are many statistical measures that can use W P historical prices to predict the future W P's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of W P'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.
W P Carey Backtested Returns
W P Carey shows Sharpe Ratio of -0.15, which attests that the company had a -0.15% return per unit of standard deviation over the last 3 months. W P Carey exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out W P's Risk Adjusted Performance of (0.11), standard deviation of 1.51, and Mean Deviation of 1.15 to validate the risk estimate we provide. The firm maintains a market beta of 1.02, which attests to a somewhat significant risk relative to the market. W P returns are very sensitive to returns on the market. As the market goes up or down, W P is expected to follow. W P Carey has an expected return of -0.23%. Please make sure to check out W P Carey maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if W P Carey performance from the past will be repeated at some future date.
Auto-correlation | -0.24 |
Weak reverse predictability
W P Carey has weak reverse predictability. Overlapping area represents the amount of predictability between W P time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 W P Carey price movement. The serial correlation of -0.24 indicates that over 24.0% of current W P price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
W P Carey lagged returns against current returns
Autocorrelation, which is W P 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 W P's stock expected returns. We can calculate the autocorrelation of W P returns to help us make a trade decision. For example, suppose you find that W P 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 |
W P 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 W P stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if W P stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in W P stock over time.
Current vs Lagged Prices |
| Timeline |
W P Lagged Returns
When evaluating W P's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of W P stock have on its future price. W P 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, W P autocorrelation shows the relationship between W P stock current value and its past values and can show if there is a momentum factor associated with investing in W P Carey.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether W P Carey offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of W P's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of W P Carey Stock. Outlined below are crucial reports that will aid in making a well-informed decision on W P Carey Stock:Check out W P Correlation, W P Volatility and W P Alpha and Beta module to complement your research on W P. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for WPC Stock analysis
When running W P's price analysis, check to measure W P'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 W P is operating at the current time. Most of W P's value examination focuses on studying past and present price action to predict the probability of W P's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move W P's price. Additionally, you may evaluate how the addition of W P to your portfolios can decrease your overall portfolio volatility.
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W P 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.