Five Point Holdings Stock Market Value
| FPH Stock | USD 4.06 0.04 1.00% |
| Symbol | Five |
Five Point Holdings 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 Five Point. If investors know Five 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 Five Point 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 (0.29) | Earnings Share 0.7 | Revenue Per Share | Quarterly Revenue Growth (0.74) | Return On Assets |
The market value of Five Point Holdings is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Point's value that differs from its market value or its book value, called intrinsic value, which is Five Point'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 Five Point's market value can be influenced by many factors that don't directly affect Five Point'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 Five Point's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Point is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Point'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.
Five Point '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 Five Point'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 Five Point.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Five Point on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Five Point Holdings or generate 0.0% return on investment in Five Point over 30 days. Five Point is related to or competes with Landsea Homes, AMREP, American Realty, and Forestar. Five Point Holdings, LLC, through its subsidiary, Five Point Operating Company, LP, owns and develops mixed-use and plan... More
Five Point 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 Five Point'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 Five Point Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.01 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 4.13 |
Five Point Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Point's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Point's standard deviation. In reality, there are many statistical measures that can use Five Point historical prices to predict the future Five Point's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.12) |
Five Point Holdings Backtested Returns
Five Point is somewhat reliable at the moment. Five Point Holdings secures Sharpe Ratio (or Efficiency) of 0.0104, which denotes the company had a 0.0104 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Five Point Holdings, which you can use to evaluate the volatility of the firm. Please confirm Five Point's Variance of 4.88, mean deviation of 1.62, and Standard Deviation of 2.21 to check if the risk estimate we provide is consistent with the expected return of 0.0221%. The firm shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, Five Point's returns are expected to increase less than the market. However, during the bear market, the loss of holding Five Point is expected to be smaller as well. Five Point Holdings right now shows a risk of 2.12%. Please confirm Five Point Holdings treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day median price , to decide if Five Point Holdings will be following its price patterns.
Auto-correlation | 0.79 |
Good predictability
Five Point Holdings has good predictability. Overlapping area represents the amount of predictability between Five Point time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 Five Point Holdings price movement. The serial correlation of 0.79 indicates that around 79.0% of current Five Point price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Five Point Holdings lagged returns against current returns
Autocorrelation, which is Five Point 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 Five Point's stock expected returns. We can calculate the autocorrelation of Five Point returns to help us make a trade decision. For example, suppose you find that Five Point 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 |
Five Point 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 Five Point stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Point stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Point stock over time.
Current vs Lagged Prices |
| Timeline |
Five Point Lagged Returns
When evaluating Five Point's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Point stock have on its future price. Five Point 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, Five Point autocorrelation shows the relationship between Five Point stock current value and its past values and can show if there is a momentum factor associated with investing in Five Point Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Five Point Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Five Point's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Five Point Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Five Point Holdings Stock:Check out Five Point Correlation, Five Point Volatility and Five Point Alpha and Beta module to complement your research on Five Point. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Five Point technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.