Equity Lifestyle Properties Stock Market Value
| ELS Stock | USD 67.05 1.02 1.54% |
| Symbol | Equity |
Equity Lifestyle Pro Price To Book Ratio
Is Single-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 Equity Lifestyle. If investors know Equity 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 Equity Lifestyle 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 0.019 | Dividend Share 1.91 | Earnings Share 1.96 | Revenue Per Share | Quarterly Revenue Growth 0.029 |
The market value of Equity Lifestyle Pro is measured differently than its book value, which is the value of Equity that is recorded on the company's balance sheet. Investors also form their own opinion of Equity Lifestyle's value that differs from its market value or its book value, called intrinsic value, which is Equity Lifestyle'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 Equity Lifestyle's market value can be influenced by many factors that don't directly affect Equity Lifestyle'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 Equity Lifestyle's value and its price as these two are different measures arrived at by different means. Investors typically determine if Equity Lifestyle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Equity Lifestyle'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.
Equity Lifestyle '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 Equity Lifestyle'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 Equity Lifestyle.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Equity Lifestyle on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Equity Lifestyle Properties or generate 0.0% return on investment in Equity Lifestyle over 90 days. Equity Lifestyle is related to or competes with UMH Properties, UDR, AvalonBay Communities, Nexpoint Residential, BRT Realty, Centerspace, and Veris Residential. We are a self-administered, self-managed real estate investment trust with headquarters in Chicago More
Equity Lifestyle 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 Equity Lifestyle'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 Equity Lifestyle Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0429 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.71 |
Equity Lifestyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equity Lifestyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equity Lifestyle's standard deviation. In reality, there are many statistical measures that can use Equity Lifestyle historical prices to predict the future Equity Lifestyle's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.1483 | |||
| Treynor Ratio | (0.22) |
Equity Lifestyle Pro Backtested Returns
Equity Lifestyle Pro secures Sharpe Ratio (or Efficiency) of -0.0252, which denotes the company had a -0.0252 % return per unit of risk over the last 3 months. Equity Lifestyle Properties exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Equity Lifestyle's Variance of 1.89, mean deviation of 1.07, and Standard Deviation of 1.37 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Equity Lifestyle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Equity Lifestyle is expected to be smaller as well. At this point, Equity Lifestyle Pro has a negative expected return of -0.0357%. Please make sure to confirm Equity Lifestyle's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Equity Lifestyle Pro performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Equity Lifestyle Properties has insignificant predictability. Overlapping area represents the amount of predictability between Equity Lifestyle 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 Equity Lifestyle Pro price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Equity Lifestyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Equity Lifestyle Pro lagged returns against current returns
Autocorrelation, which is Equity Lifestyle 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 Equity Lifestyle's stock expected returns. We can calculate the autocorrelation of Equity Lifestyle returns to help us make a trade decision. For example, suppose you find that Equity Lifestyle 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 |
Equity Lifestyle 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 Equity Lifestyle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Equity Lifestyle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Equity Lifestyle stock over time.
Current vs Lagged Prices |
| Timeline |
Equity Lifestyle Lagged Returns
When evaluating Equity Lifestyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Equity Lifestyle stock have on its future price. Equity Lifestyle 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, Equity Lifestyle autocorrelation shows the relationship between Equity Lifestyle stock current value and its past values and can show if there is a momentum factor associated with investing in Equity Lifestyle Properties.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Equity Stock Analysis
When running Equity Lifestyle's price analysis, check to measure Equity Lifestyle'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 Equity Lifestyle is operating at the current time. Most of Equity Lifestyle's value examination focuses on studying past and present price action to predict the probability of Equity Lifestyle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Equity Lifestyle's price. Additionally, you may evaluate how the addition of Equity Lifestyle to your portfolios can decrease your overall portfolio volatility.