Epr Properties Stock Market Value
| EPR Stock | USD 52.12 1.34 2.64% |
| Symbol | EPR |
EPR Properties Price To Book Ratio
Is Other Specialized 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 EPR Properties. If investors know EPR 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 EPR Properties 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 (0.20) | Dividend Share 3.37 | Earnings Share 2.34 | Revenue Per Share | Quarterly Revenue Growth (0.05) |
The market value of EPR Properties is measured differently than its book value, which is the value of EPR that is recorded on the company's balance sheet. Investors also form their own opinion of EPR Properties' value that differs from its market value or its book value, called intrinsic value, which is EPR Properties' 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 EPR Properties' market value can be influenced by many factors that don't directly affect EPR Properties' 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 EPR Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if EPR Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EPR Properties' 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.
EPR Properties '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 EPR Properties' 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 EPR Properties.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in EPR Properties on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding EPR Properties or generate 0.0% return on investment in EPR Properties over 30 days. EPR Properties is related to or competes with Equinix, Crown Castle, American Tower, Iron Mountain, Hannon Armstrong, Digital Realty, and SBA Communications. EPR Properties is a leading experiential net lease real estate investment trust , specializing in select enduring experi... More
EPR Properties 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 EPR Properties' 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 EPR Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.2033 | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.73 |
EPR Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPR Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPR Properties' standard deviation. In reality, there are many statistical measures that can use EPR Properties historical prices to predict the future EPR Properties' volatility.| Risk Adjusted Performance | 0.1554 | |||
| Jensen Alpha | 0.2264 | |||
| Total Risk Alpha | 0.2372 | |||
| Sortino Ratio | 0.1806 | |||
| Treynor Ratio | (2.32) |
EPR Properties Backtested Returns
EPR Properties appears to be very steady, given 3 months investment horizon. EPR Properties secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for EPR Properties, which you can use to evaluate the volatility of the firm. Please utilize EPR Properties' Mean Deviation of 0.8344, market risk adjusted performance of (2.31), and Downside Deviation of 1.29 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EPR Properties holds a performance score of 16. The firm shows a Beta (market volatility) of -0.0979, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EPR Properties are expected to decrease at a much lower rate. During the bear market, EPR Properties is likely to outperform the market. Please check EPR Properties' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether EPR Properties' price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
EPR Properties has good predictability. Overlapping area represents the amount of predictability between EPR Properties time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 EPR Properties price movement. The serial correlation of 0.72 indicates that around 72.0% of current EPR Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
EPR Properties lagged returns against current returns
Autocorrelation, which is EPR Properties 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 EPR Properties' stock expected returns. We can calculate the autocorrelation of EPR Properties returns to help us make a trade decision. For example, suppose you find that EPR Properties 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 |
EPR Properties 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 EPR Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EPR Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EPR Properties stock over time.
Current vs Lagged Prices |
| Timeline |
EPR Properties Lagged Returns
When evaluating EPR Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EPR Properties stock have on its future price. EPR Properties 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, EPR Properties autocorrelation shows the relationship between EPR Properties stock current value and its past values and can show if there is a momentum factor associated with investing in EPR Properties.
Regressed Prices |
| Timeline |
Pair Trading with EPR Properties
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if EPR Properties position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in EPR Properties will appreciate offsetting losses from the drop in the long position's value.Moving together with EPR Stock
Moving against EPR Stock
| 0.82 | ESBA | Empire State Realty | PairCorr |
| 0.76 | ESRT | Empire State Realty | PairCorr |
| 0.74 | FISK | Empire State Realty | PairCorr |
| 0.73 | PK | Park Hotels Resorts | PairCorr |
| 0.66 | WHLR | Wheeler Real Estate Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to EPR Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace EPR Properties when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back EPR Properties - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling EPR Properties to buy it.
The correlation of EPR Properties is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as EPR Properties moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if EPR Properties moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for EPR Properties can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for EPR Stock Analysis
When running EPR Properties' price analysis, check to measure EPR Properties' 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 EPR Properties is operating at the current time. Most of EPR Properties' value examination focuses on studying past and present price action to predict the probability of EPR Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EPR Properties' price. Additionally, you may evaluate how the addition of EPR Properties to your portfolios can decrease your overall portfolio volatility.