Agree Realty Preferred Stock Market Value
| ADC-PA Preferred Stock | USD 18.00 0.09 0.50% |
| Symbol | Agree |
Agree 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 Agree Realty's preferred 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 Agree Realty.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Agree Realty on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Agree Realty or generate 0.0% return on investment in Agree Realty over 90 days. Agree Realty is related to or competes with Federal Realty, Vornado Realty, Rexford Industrial, Digital Realty, and Global Medical. Agree Realty Corporation is a publicly traded real estate investment trust primarily engaged in the acquisition and deve... More
Agree 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 Agree Realty's preferred 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 Agree Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.46 |
Agree Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agree Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agree Realty's standard deviation. In reality, there are many statistical measures that can use Agree Realty historical prices to predict the future Agree Realty's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.37) |
Agree Realty Backtested Returns
Agree Realty secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Agree Realty exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agree Realty's Risk Adjusted Performance of (0.08), standard deviation of 1.02, and Mean Deviation of 0.7572 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Agree Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agree Realty is expected to be smaller as well. At this point, Agree Realty has a negative expected return of -0.0078%. Please make sure to confirm Agree Realty's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Agree Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Agree Realty has below average predictability. Overlapping area represents the amount of predictability between Agree Realty time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Agree Realty price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Agree Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Agree Realty lagged returns against current returns
Autocorrelation, which is Agree Realty preferred 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 Agree Realty's preferred stock expected returns. We can calculate the autocorrelation of Agree Realty returns to help us make a trade decision. For example, suppose you find that Agree Realty has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Agree 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 Agree Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agree Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agree Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Agree Realty Lagged Returns
When evaluating Agree Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agree Realty preferred stock have on its future price. Agree 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, Agree Realty autocorrelation shows the relationship between Agree Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Agree Realty.
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.Other Information on Investing in Agree Preferred Stock
Agree Realty financial ratios help investors to determine whether Agree Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Agree with respect to the benefits of owning Agree Realty security.