EPR Properties' market value is the price at which a share of EPR Properties trades on a public exchange. It measures the collective expectations of EPR Properties 5750 investors about its performance. EPR Properties is trading at 20.97 as of the 21st of December 2024. This is a 0.19 percent up since the beginning of the trading day. The preferred stock's lowest day price was 20.96. With this module, you can estimate the performance of a buy and hold strategy of EPR Properties 5750 and determine expected loss or profit from investing in EPR Properties over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Symbol
EPR
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' 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 EPR Properties.
0.00
10/22/2024
No Change 0.00
0.0
In 2 months and 2 days
12/21/2024
0.00
If you would invest 0.00 in EPR Properties on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding EPR Properties 5750 or generate 0.0% return on investment in EPR Properties over 60 days.
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' 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 EPR Properties 5750 upside and downside potential and time the market with a certain degree of confidence.
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.
EPR Properties 5750 secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13% return per unit of volatility over the last 3 months. EPR Properties 5750 exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EPR Properties' Mean Deviation of 0.7686, downside deviation of 1.2, and Market Risk Adjusted Performance of (1.87) to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0482, 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. At this point, EPR Properties 5750 has a negative expected return of -0.13%. Please make sure to confirm EPR Properties' semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if EPR Properties 5750 performance from the past will be repeated at future time.
Auto-correlation
0.23
Weak predictability
EPR Properties 5750 has weak predictability. Overlapping area represents the amount of predictability between EPR Properties time series from 22nd of October 2024 to 21st of November 2024 and 21st of November 2024 to 21st of December 2024. 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 5750 price movement. The serial correlation of 0.23 indicates that over 23.0% of current EPR Properties price fluctuation can be explain by its past prices.
Correlation Coefficient
0.23
Spearman Rank Test
0.42
Residual Average
0.0
Price Variance
0.17
EPR Properties 5750 lagged returns against current returns
Autocorrelation, which is EPR Properties 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 EPR Properties' preferred 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 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
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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EPR Properties preferred 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 preferred 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 preferred 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 preferred stock current value and its past values and can show if there is a momentum factor associated with investing in EPR Properties 5750.