Apartment Investment And Stock Market Value
| AIV Stock | USD 8.84 0.05 0.56% |
| Symbol | Apartment |
Is Multi-Family Residential REITs space 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 Apartment Investment. If investors know Apartment 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 Apartment Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Apartment Investment and is measured differently than its book value, which is the value of Apartment that is recorded on the company's balance sheet. Investors also form their own opinion of Apartment Investment's value that differs from its market value or its book value, called intrinsic value, which is Apartment Investment'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 Apartment Investment's market value can be influenced by many factors that don't directly affect Apartment Investment'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 Apartment Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Apartment Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Apartment Investment'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.
Apartment Investment '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 Apartment Investment'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 Apartment Investment.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Apartment Investment on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Apartment Investment and or generate 0.0% return on investment in Apartment Investment over 720 days. Apartment Investment is related to or competes with Clipper Realty, Independence Realty, BRT Realty, UDR, Nexpoint Residential, Centerspace, and Veris Residential. Aimco is a Real Estate Investment Trust focused on property development, redevelopment, and various other value-creating... More
Apartment Investment 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 Apartment Investment'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 Apartment Investment and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.78 |
Apartment Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apartment Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apartment Investment's standard deviation. In reality, there are many statistical measures that can use Apartment Investment historical prices to predict the future Apartment Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.27) |
Apartment Investment and Backtested Returns
Apartment Investment and secures Sharpe Ratio (or Efficiency) of -0.0285, which signifies that the company had a -0.0285% return per unit of standard deviation over the last 3 months. Apartment Investment and exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Apartment Investment's risk adjusted performance of (0.02), and Mean Deviation of 0.8812 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Apartment Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Apartment Investment is expected to be smaller as well. At this point, Apartment Investment and has a negative expected return of -0.0321%. Please make sure to confirm Apartment Investment's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Apartment Investment and performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Apartment Investment and has insignificant reverse predictability. Overlapping area represents the amount of predictability between Apartment Investment time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 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 Apartment Investment and price movement. The serial correlation of -0.18 indicates that over 18.0% of current Apartment Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Apartment Investment and lagged returns against current returns
Autocorrelation, which is Apartment Investment 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 Apartment Investment's stock expected returns. We can calculate the autocorrelation of Apartment Investment returns to help us make a trade decision. For example, suppose you find that Apartment Investment 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 |
Apartment Investment 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 Apartment Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apartment Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apartment Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Apartment Investment Lagged Returns
When evaluating Apartment Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apartment Investment stock have on its future price. Apartment Investment 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, Apartment Investment autocorrelation shows the relationship between Apartment Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Apartment Investment and.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Apartment Stock Analysis
When running Apartment Investment's price analysis, check to measure Apartment Investment'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 Apartment Investment is operating at the current time. Most of Apartment Investment's value examination focuses on studying past and present price action to predict the probability of Apartment Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apartment Investment's price. Additionally, you may evaluate how the addition of Apartment Investment to your portfolios can decrease your overall portfolio volatility.