Chatham Lodging Trust Preferred Stock Market Value
| CLDT-PA Preferred Stock | USD 21.13 0.12 0.56% |
| Symbol | Chatham |
Chatham Lodging '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 Chatham Lodging'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 Chatham Lodging.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Chatham Lodging on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Chatham Lodging Trust or generate 0.0% return on investment in Chatham Lodging over 90 days. Chatham Lodging is related to or competes with Braemar Hotels, DiamondRock Hospitality, Summit Hotel, and City Office. Chatham Lodging Trust is a self-advised, publicly traded real estate investment trust focused primarily on investing in ... More
Chatham Lodging 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 Chatham Lodging'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 Chatham Lodging Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0054 | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.94 |
Chatham Lodging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chatham Lodging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chatham Lodging's standard deviation. In reality, there are many statistical measures that can use Chatham Lodging historical prices to predict the future Chatham Lodging's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | 0.0545 | |||
| Treynor Ratio | (2.41) |
Chatham Lodging Trust Backtested Returns
Chatham Lodging Trust secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Chatham Lodging Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chatham Lodging's mean deviation of 0.9408, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0425, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chatham Lodging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chatham Lodging is expected to be smaller as well. At this point, Chatham Lodging Trust has a negative expected return of -0.0042%. Please make sure to confirm Chatham Lodging's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Chatham Lodging Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Chatham Lodging Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Chatham Lodging 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 Chatham Lodging Trust price movement. The serial correlation of -0.22 indicates that over 22.0% of current Chatham Lodging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Chatham Lodging Trust lagged returns against current returns
Autocorrelation, which is Chatham Lodging 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 Chatham Lodging's preferred stock expected returns. We can calculate the autocorrelation of Chatham Lodging returns to help us make a trade decision. For example, suppose you find that Chatham Lodging 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 |
Chatham Lodging 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 Chatham Lodging preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chatham Lodging preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chatham Lodging preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Chatham Lodging Lagged Returns
When evaluating Chatham Lodging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chatham Lodging preferred stock have on its future price. Chatham Lodging 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, Chatham Lodging autocorrelation shows the relationship between Chatham Lodging preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Chatham Lodging Trust.
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 Chatham Preferred Stock
Chatham Lodging financial ratios help investors to determine whether Chatham 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 Chatham with respect to the benefits of owning Chatham Lodging security.