Camden Property Trust Stock Market Value
| CPT Stock | USD 118.09 1.34 1.15% |
| Symbol | Camden |
Camden Property Trust 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 Camden Property. If investors know Camden 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 Camden Property 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 (0.82) | Dividend Share 4.12 | Earnings Share 1.49 | Revenue Per Share | Quarterly Revenue Growth (0) |
The market value of Camden Property Trust is measured differently than its book value, which is the value of Camden that is recorded on the company's balance sheet. Investors also form their own opinion of Camden Property's value that differs from its market value or its book value, called intrinsic value, which is Camden Property'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 Camden Property's market value can be influenced by many factors that don't directly affect Camden Property'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 Camden Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Camden Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Camden Property'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.
Camden Property '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 Camden Property'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 Camden Property.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Camden Property on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Camden Property Trust or generate 0.0% return on investment in Camden Property over 90 days. Camden Property is related to or competes with AvalonBay Communities, Essex Property, Equity Residential, UDR, Mid America, and Nexpoint Residential. Camden Property Trust, an SP 400 Company, is a real estate company primarily engaged in the ownership, management, devel... More
Camden Property 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 Camden Property'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 Camden Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0701 | |||
| Maximum Drawdown | 5.21 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.12 |
Camden Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camden Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camden Property's standard deviation. In reality, there are many statistical measures that can use Camden Property historical prices to predict the future Camden Property's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0195 | |||
| Total Risk Alpha | 0.1787 | |||
| Treynor Ratio | (0.10) |
Camden Property Trust Backtested Returns
Camden Property Trust secures Sharpe Ratio (or Efficiency) of -0.0191, which signifies that the company had a -0.0191 % return per unit of risk over the last 3 months. Camden Property Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Camden Property's Mean Deviation of 1.07, standard deviation of 1.35, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Camden Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Camden Property is expected to be smaller as well. At this point, Camden Property Trust has a negative expected return of -0.0266%. Please make sure to confirm Camden Property's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Camden Property Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.63 |
Very good reverse predictability
Camden Property Trust has very good reverse predictability. Overlapping area represents the amount of predictability between Camden Property time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Camden Property Trust price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Camden Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 14.53 |
Camden Property Trust lagged returns against current returns
Autocorrelation, which is Camden Property 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 Camden Property's stock expected returns. We can calculate the autocorrelation of Camden Property returns to help us make a trade decision. For example, suppose you find that Camden Property 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 |
Camden Property 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 Camden Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camden Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camden Property stock over time.
Current vs Lagged Prices |
| Timeline |
Camden Property Lagged Returns
When evaluating Camden Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camden Property stock have on its future price. Camden Property 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, Camden Property autocorrelation shows the relationship between Camden Property stock current value and its past values and can show if there is a momentum factor associated with investing in Camden Property Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Camden Stock Analysis
When running Camden Property's price analysis, check to measure Camden Property'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 Camden Property is operating at the current time. Most of Camden Property's value examination focuses on studying past and present price action to predict the probability of Camden Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Camden Property's price. Additionally, you may evaluate how the addition of Camden Property to your portfolios can decrease your overall portfolio volatility.