Amrep Stock Beta

AXR Stock

USD 26.32 0.70 2.73%

AMREP fundamentals help investors to digest information that contributes to AMREP's financial success or failures. It also enables traders to predict the movement of AMREP Stock. The fundamental analysis module provides a way to measure AMREP's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to AMREP stock.

Short Long Term Debt Total Total Assets

This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

AMREP Company Beta Analysis

AMREP's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current AMREP Beta

0.96

Most of AMREP's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, AMREP is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

AMREP Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for AMREP is extremely important. It helps to project a fair market value of AMREP Stock properly, considering its historical fundamentals such as Beta. Since AMREP's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of AMREP's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of AMREP's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Total Liab	Accounts Payable	Net Receivables	Total Current Assets	Short Term Debt	Long Term Debt	Good Will	Treasury Stock	Common Stock	Property Plant Equipment	Current Deferred Revenue	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Deferred Long Term Liab	Short Long Term Debt	Long Term Investments	Net Invested Capital	Cash And Equivalents	Net Working Capital	Capital Stock
Total Assets		-0.43	0.56	0.04	0.92	0.91	0.89	0.97	0.49	0.79	-0.33	-0.71	0.1	0.8	0.04	-0.65	0.84	0.12	-0.63	0.88	0.02	-0.27	-0.46	-0.37	0.33
Total Stockholder Equity	-0.43		-0.78	0.83	-0.66	-0.46	-0.66	-0.32	-0.52	-0.69	0.67	0.28	-0.63	-0.33	-0.42	0.95	-0.64	-0.64	0.65	-0.6	-0.36	0.9	0.68	0.87	-0.73
Net Debt	0.56	-0.78		-0.58	0.77	0.46	0.81	0.39	0.43	0.91	-0.52	-0.17	0.51	0.43	0.5	-0.79	0.85	0.53	-0.78	0.68	0.4	-0.66	-0.72	-0.73	0.68
Retained Earnings	0.04	0.83	-0.58		-0.21	0.02	-0.25	0.17	-0.19	-0.35	0.57	-0.22	-0.74	-0.04	-0.4	0.67	-0.29	-0.74	0.42	-0.17	-0.29	0.83	0.52	0.79	-0.7
Total Liab	0.92	-0.66	0.77	-0.21		0.9	0.98	0.86	0.6	0.91	-0.51	-0.68	0.31	0.75	0.18	-0.82	0.93	0.33	-0.78	0.94	0.29	-0.5	-0.6	-0.58	0.55
Accounts Payable	0.91	-0.46	0.46	0.02	0.9		0.85	0.93	0.47	0.66	-0.42	-0.85	0.15	0.77	-0.13	-0.68	0.74	0.17	-0.58	0.89	0.19	-0.34	-0.43	-0.4	0.38
Net Receivables	0.89	-0.66	0.81	-0.25	0.98	0.85		0.82	0.58	0.91	-0.43	-0.56	0.26	0.72	0.33	-0.79	0.9	0.28	-0.76	0.97	0.25	-0.45	-0.57	-0.53	0.51
Total Current Assets	0.97	-0.32	0.39	0.17	0.86	0.93	0.82		0.47	0.67	-0.27	-0.76	-0.08	0.74	-0.05	-0.56	0.74	-0.05	-0.5	0.86	-0.02	-0.16	-0.31	-0.22	0.16
Short Term Debt	0.49	-0.52	0.43	-0.19	0.6	0.47	0.58	0.47		0.6	-0.16	-0.41	0.13	0.4	0.47	-0.51	0.53	0.15	-0.39	0.62	0.17	-0.29	-0.29	-0.31	0.3
Long Term Debt	0.79	-0.69	0.91	-0.35	0.91	0.66	0.91	0.67	0.6		-0.46	-0.4	0.36	0.63	0.42	-0.79	0.98	0.38	-0.75	0.82	0.3	-0.52	-0.57	-0.59	0.57
Good Will	-0.33	0.67	-0.52	0.57	-0.51	-0.42	-0.43	-0.27	-0.16	-0.46		0.34	-0.65	-0.11	0.18	0.75	-0.54	-0.65	0.73	-0.31	-0.32	0.82	0.69	0.77	-0.69
Treasury Stock	-0.71	0.28	-0.17	-0.22	-0.68	-0.85	-0.56	-0.76	-0.41	-0.4	0.34		-0.1	-0.62	0.32	0.49	-0.51	-0.12	0.39	-0.6	-0.13	0.23	0.28	0.27	-0.26
Common Stock	0.1	-0.63	0.51	-0.74	0.31	0.15	0.26	-0.08	0.13	0.36	-0.65	-0.1		0.32	-0.02	-0.6	0.39	1.0	-0.61	0.13	0.43	-0.77	-0.65	-0.85	0.96
Property Plant Equipment	0.8	-0.33	0.43	-0.04	0.75	0.77	0.72	0.74	0.4	0.63	-0.11	-0.62	0.32		-0.02	-0.52	0.68	0.35	-0.41	0.74	0.07	-0.2	-0.27	-0.36	0.48
Current Deferred Revenue	0.04	-0.42	0.5	-0.4	0.18	-0.13	0.33	-0.05	0.47	0.42	0.18	0.32	-0.02	-0.02		-0.22	0.21	-0.01	-0.12	0.3	-0.02	-0.08	-0.06	-0.08	0.06
Net Tangible Assets	-0.65	0.95	-0.79	0.67	-0.82	-0.68	-0.79	-0.56	-0.51	-0.79	0.75	0.49	-0.6	-0.52	-0.22		-0.8	-0.62	0.74	-0.73	-0.32	0.87	0.73	0.87	-0.74
Long Term Debt Total	0.84	-0.64	0.85	-0.29	0.93	0.74	0.9	0.74	0.53	0.98	-0.54	-0.51	0.39	0.68	0.21	-0.8		0.41	-0.77	0.81	0.32	-0.55	-0.59	-0.62	0.6
Capital Surpluse	0.12	-0.64	0.53	-0.74	0.33	0.17	0.28	-0.05	0.15	0.38	-0.65	-0.12	1.0	0.35	-0.01	-0.62	0.41		-0.62	0.16	0.43	-0.77	-0.66	-0.86	0.96
Deferred Long Term Liab	-0.63	0.65	-0.78	0.42	-0.78	-0.58	-0.76	-0.5	-0.39	-0.75	0.73	0.39	-0.61	-0.41	-0.12	0.74	-0.77	-0.62		-0.62	-0.46	0.65	0.83	0.76	-0.75
Short Long Term Debt	0.88	-0.6	0.68	-0.17	0.94	0.89	0.97	0.86	0.62	0.82	-0.31	-0.6	0.13	0.74	0.3	-0.73	0.81	0.16	-0.62		0.2	-0.36	-0.44	-0.42	0.4
Long Term Investments	0.02	-0.36	0.4	-0.29	0.29	0.19	0.25	-0.02	0.17	0.3	-0.32	-0.13	0.43	0.07	-0.02	-0.32	0.32	0.43	-0.46	0.2		-0.5	-0.34	-0.47	0.53
Net Invested Capital	-0.27	0.9	-0.66	0.83	-0.5	-0.34	-0.45	-0.16	-0.29	-0.52	0.82	0.23	-0.77	-0.2	-0.08	0.87	-0.55	-0.77	0.65	-0.36	-0.5		0.73	0.95	-0.8
Cash And Equivalents	-0.46	0.68	-0.72	0.52	-0.6	-0.43	-0.57	-0.31	-0.29	-0.57	0.69	0.28	-0.65	-0.27	-0.06	0.73	-0.59	-0.66	0.83	-0.44	-0.34	0.73		0.85	-0.72
Net Working Capital	-0.37	0.87	-0.73	0.79	-0.58	-0.4	-0.53	-0.22	-0.31	-0.59	0.77	0.27	-0.85	-0.36	-0.08	0.87	-0.62	-0.86	0.76	-0.42	-0.47	0.95	0.85		-0.9
Capital Stock	0.33	-0.73	0.68	-0.7	0.55	0.38	0.51	0.16	0.3	0.57	-0.69	-0.26	0.96	0.48	0.06	-0.74	0.6	0.96	-0.75	0.4	0.53	-0.8	-0.72	-0.9

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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict AMREP

In accordance with the recently published financial statements, AMREP has a Beta of 0.957. This is 32.92% higher than that of the Commercial Services & Supplies sector and significantly higher than that of the Industrials industry. The beta for all United States stocks is notably lower than that of the firm.

AMREP Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses AMREP's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of AMREP could also be used in its relative valuation, which is a method of valuing AMREP by comparing valuation metrics of similar companies.

AMREP is currently under evaluation in beta category among its peers.

AMREP ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, AMREP's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to AMREP's managers, analysts, and investors.

Environmental

Governance

Social

AMREP Institutional Holders

Institutional Holdings refers to the ownership stake in AMREP that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of AMREP's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing AMREP's value.

		Shares
Empowered Funds, Llc	2024-12-31	44.9 K
Peapod Lane Capital Llc	2024-12-31	44.9 K
Geode Capital Management, Llc	2024-12-31	31.2 K
Gate City Capital Management, Llc	2024-12-31	23.7 K
Alphacentric Advisors, Llc	2024-12-31	22.9 K
Susquehanna International Group, Llp	2024-12-31	21.9 K
Northern Trust Corp	2024-12-31	19.3 K
Millennium Management Llc	2024-12-31	19.3 K
Blackrock Inc	2024-12-31	18.2 K
Robotti Robert	2024-12-31	501.4 K
Hpm Partners Llc	2024-09-30	269.3 K

AMREP returns are very sensitive to returns on the market. As the market goes up or down, AMREP is expected to follow.

AMREP Fundamentals

	Return On Equity	0.1
	Return On Asset	0.0641
	Profit Margin	0.20 %
	Operating Margin	0.26 %
	Current Valuation	99.12 M
	Shares Outstanding	5.29 M
	Shares Owned By Insiders	44.90 %
	Shares Owned By Institutions	42.42 %
	Number Of Shares Shorted	22.48 K
	Price To Earning	6.79 X
	Price To Book	1.11 X
	Price To Sales	2.20 X
	Revenue	51.37 M
	Gross Profit	19.87 M
	EBITDA	7.75 M
	Net Income	6.69 M
	Cash And Equivalents	19.99 M
	Cash Per Share	3.04 X
	Total Debt	35 K
	Debt To Equity	0.02 %
	Current Ratio	9.04 X
	Book Value Per Share	23.80 X
	Cash Flow From Operations	10.71 M
	Short Ratio	0.94 X
	Earnings Per Share	2.36 X
	Target Price	2.46
	Number Of Employees	42
	Beta	0.96
	Market Capitalization	139.17 M
	Total Asset	122.83 M
	Retained Earnings	83.31 M
	Working Capital	92.45 M
	Net Asset	122.83 M

About AMREP Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze AMREP's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of AMREP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of AMREP based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Pair Trading with AMREP

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 AMREP 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 AMREP will appreciate offsetting losses from the drop in the long position's value.

Moving together with AMREP Stock

0.9	HNI	HNI Corp	Pair Corr
0.68	ZONE	CleanCore Solutions	Pair Corr

Moving against AMREP Stock

0.8	BA	Boeing	Pair Corr
0.58	EH	Ehang Holdings Buyout Trend	Pair Corr
0.53	BZ	Kanzhun Ltd ADR	Pair Corr
0.47	LTBR	Lightbridge Corp Buyout Trend	Pair Corr
0.38	AP	Ampco Pittsburgh	Pair Corr

The ability to find closely correlated positions to AMREP could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AMREP 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 AMREP - 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 AMREP to buy it.

The correlation of AMREP 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 AMREP moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AMREP 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 AMREP 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.

Pair Correlation Correlation Matching

Additional Tools for AMREP Stock Analysis

When running AMREP's price analysis, check to measure AMREP'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 AMREP is operating at the current time. Most of AMREP's value examination focuses on studying past and present price action to predict the probability of AMREP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMREP's price. Additionally, you may evaluate how the addition of AMREP to your portfolios can decrease your overall portfolio volatility.

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