Epr Properties Preferred Stock Market Value
| EPR-PG Preferred Stock | USD 22.25 0.17 0.77% |
| 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.
| 01/07/2024 |
| 12/02/2024 |
If you would invest 0.00 in EPR Properties on January 7, 2024 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 330 days. EPR Properties is related to or competes with Digital Realty, Digital Realty, Gladstone Land, EPR Properties, Digital Realty, EPR Properties, and Farmland Partners. EPR Properties is a specialty real estate investment trust that invests in properties in select market segments which re... 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' 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.04 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.48 |
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 | 0.0289 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0633 |
EPR Properties Backtested Returns
At this point, EPR Properties is very steady. EPR Properties secures Sharpe Ratio (or Efficiency) of 0.0014, which denotes the company had a 0.0014% return per unit of volatility over the last 3 months. We have found thirty technical indicators for EPR Properties, which you can use to evaluate the volatility of the firm. Please confirm EPR Properties' Market Risk Adjusted Performance of 0.0733, mean deviation of 0.6926, and Downside Deviation of 1.15 to check if the risk estimate we provide is consistent with the expected return of 0.0013%. The firm shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, EPR Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding EPR Properties is expected to be smaller as well. EPR Properties currently shows a risk of 0.91%. Please confirm EPR Properties sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if EPR Properties will be following its price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
EPR Properties has very weak reverse predictability. Overlapping area represents the amount of predictability between EPR Properties time series from 7th of January 2024 to 20th of June 2024 and 20th of June 2024 to 2nd 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 price movement. The serial correlation of -0.1 indicates that less than 10.0% of current EPR Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 1.64 |
EPR Properties 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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EPR Preferred Stock
EPR Properties financial ratios help investors to determine whether EPR 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 EPR with respect to the benefits of owning EPR Properties security.