American Realty Investors Stock Market Value
| ARL Stock | USD 13.85 0.57 3.95% |
| Symbol | American |
American Realty Investors Price To Book Ratio
Is Real Estate Management & Development 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 American Realty. If investors know American 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 American 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 8.337 | Earnings Share (1.07) | Revenue Per Share | Quarterly Revenue Growth (0.06) | Return On Assets |
The market value of American Realty Investors is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Realty's value that differs from its market value or its book value, called intrinsic value, which is American 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 American Realty's market value can be influenced by many factors that don't directly affect American 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 American Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American 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.
American 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 American 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 American Realty.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in American Realty on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding American Realty Investors or generate 0.0% return on investment in American Realty over 720 days. American Realty is related to or competes with Forestar, Landsea Homes, Five Point, and AMREP. American Realty Investors, Inc., together with its subsidiaries, acquires, develops, and owns multifamily apartment comm... More
American 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 American 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 American Realty Investors upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (6.30) | |||
| Potential Upside | 4.81 |
American Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Realty's standard deviation. In reality, there are many statistical measures that can use American Realty historical prices to predict the future American Realty's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.11) |
American Realty Investors Backtested Returns
American Realty Investors secures Sharpe Ratio (or Efficiency) of -0.043, which signifies that the company had a -0.043% return per unit of standard deviation over the last 3 months. American Realty Investors exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Realty's mean deviation of 2.72, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.2, which signifies 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, American Realty will likely underperform. At this point, American Realty Investors has a negative expected return of -0.15%. Please make sure to confirm American Realty's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if American Realty Investors performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.62 |
Good predictability
American Realty Investors has good predictability. Overlapping area represents the amount of predictability between American Realty time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 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 American Realty Investors price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current American Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 7.2 |
American Realty Investors lagged returns against current returns
Autocorrelation, which is American 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 American Realty's stock expected returns. We can calculate the autocorrelation of American Realty returns to help us make a trade decision. For example, suppose you find that American 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 |
American 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 American Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Realty stock over time.
Current vs Lagged Prices |
| Timeline |
American Realty Lagged Returns
When evaluating American Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Realty stock have on its future price. American 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, American Realty autocorrelation shows the relationship between American Realty stock current value and its past values and can show if there is a momentum factor associated with investing in American Realty Investors.
Regressed Prices |
| Timeline |
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American Realty 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.