Avalonbay Communities Stock Market Value

AVB Stock  USD 209.63  1.77  0.85%   
AvalonBay Communities' market value is the price at which a share of AvalonBay Communities trades on a public exchange. It measures the collective expectations of AvalonBay Communities investors about its performance. AvalonBay Communities is trading at 209.63 as of the 16th of March 2025, a 0.85 percent increase since the beginning of the trading day. The stock's open price was 207.86.
With this module, you can estimate the performance of a buy and hold strategy of AvalonBay Communities and determine expected loss or profit from investing in AvalonBay Communities over a given investment horizon. Check out AvalonBay Communities Correlation, AvalonBay Communities Volatility and AvalonBay Communities Alpha and Beta module to complement your research on AvalonBay Communities.
For information on how to trade AvalonBay Stock refer to our How to Trade AvalonBay Stock guide.
Symbol

AvalonBay Communities Price To Book Ratio

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 AvalonBay Communities. If investors know AvalonBay 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 AvalonBay Communities 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
0.163
Dividend Share
6.8
Earnings Share
7.61
Revenue Per Share
20.876
Quarterly Revenue Growth
0.054
The market value of AvalonBay Communities is measured differently than its book value, which is the value of AvalonBay that is recorded on the company's balance sheet. Investors also form their own opinion of AvalonBay Communities' value that differs from its market value or its book value, called intrinsic value, which is AvalonBay Communities' 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 AvalonBay Communities' market value can be influenced by many factors that don't directly affect AvalonBay Communities' 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 AvalonBay Communities' value and its price as these two are different measures arrived at by different means. Investors typically determine if AvalonBay Communities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AvalonBay Communities' 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.

AvalonBay Communities '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 AvalonBay Communities' 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 AvalonBay Communities.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in AvalonBay Communities on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding AvalonBay Communities or generate 0.0% return on investment in AvalonBay Communities over 90 days. AvalonBay Communities is related to or competes with Essex Property, UDR, Mid America, Camden Property, Equity Residential, and Nexpoint Residential. As of December 31, 2020, the Company owned or held a direct or indirect ownership interest in 291 apartment communities ... More

AvalonBay Communities 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 AvalonBay Communities' 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 AvalonBay Communities upside and downside potential and time the market with a certain degree of confidence.

AvalonBay Communities Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for AvalonBay Communities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AvalonBay Communities' standard deviation. In reality, there are many statistical measures that can use AvalonBay Communities historical prices to predict the future AvalonBay Communities' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AvalonBay Communities' 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.
Hype
Prediction
LowEstimatedHigh
208.55209.80211.05
Details
Intrinsic
Valuation
LowRealHigh
188.67226.90228.15
Details
Naive
Forecast
LowNextHigh
201.29202.54203.79
Details
24 Analysts
Consensus
LowTargetHigh
218.36239.95266.35
Details

AvalonBay Communities Backtested Returns

AvalonBay Communities secures Sharpe Ratio (or Efficiency) of -0.0907, which signifies that the company had a -0.0907 % return per unit of standard deviation over the last 3 months. AvalonBay Communities exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AvalonBay Communities' risk adjusted performance of (0.07), and Mean Deviation of 0.9484 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AvalonBay Communities' returns are expected to increase less than the market. However, during the bear market, the loss of holding AvalonBay Communities is expected to be smaller as well. At this point, AvalonBay Communities has a negative expected return of -0.11%. Please make sure to confirm AvalonBay Communities' coefficient of variation, value at risk, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if AvalonBay Communities performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.02  

Virtually no predictability

AvalonBay Communities has virtually no predictability. Overlapping area represents the amount of predictability between AvalonBay Communities time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 AvalonBay Communities price movement. The serial correlation of 0.02 indicates that only 2.0% of current AvalonBay Communities price fluctuation can be explain by its past prices.
Correlation Coefficient0.02
Spearman Rank Test-0.03
Residual Average0.0
Price Variance17.18

AvalonBay Communities lagged returns against current returns

Autocorrelation, which is AvalonBay Communities 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 AvalonBay Communities' stock expected returns. We can calculate the autocorrelation of AvalonBay Communities returns to help us make a trade decision. For example, suppose you find that AvalonBay Communities 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  

AvalonBay Communities 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 AvalonBay Communities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AvalonBay Communities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AvalonBay Communities stock over time.
   Current vs Lagged Prices   
       Timeline  

AvalonBay Communities Lagged Returns

When evaluating AvalonBay Communities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AvalonBay Communities stock have on its future price. AvalonBay Communities 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, AvalonBay Communities autocorrelation shows the relationship between AvalonBay Communities stock current value and its past values and can show if there is a momentum factor associated with investing in AvalonBay Communities.
   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 AvalonBay Communities offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AvalonBay Communities' 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 Avalonbay Communities Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Avalonbay Communities Stock:
Check out AvalonBay Communities Correlation, AvalonBay Communities Volatility and AvalonBay Communities Alpha and Beta module to complement your research on AvalonBay Communities.
For information on how to trade AvalonBay Stock refer to our How to Trade AvalonBay Stock guide.
You can also try the Stocks Directory module to find actively traded stocks across global markets.
AvalonBay Communities 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.
A focus of AvalonBay Communities technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AvalonBay Communities trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...