Farmland Partners Stock Market Value
| FPI Stock | USD 12.66 0.01 0.08% |
| Symbol | Farmland |
Farmland Partners 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 Farmland Partners. If investors know Farmland 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 Farmland Partners 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 (0.71) | Dividend Share 0.24 | Earnings Share 0.29 | Revenue Per Share 1.224 | Quarterly Revenue Growth 0.147 |
The market value of Farmland Partners is measured differently than its book value, which is the value of Farmland that is recorded on the company's balance sheet. Investors also form their own opinion of Farmland Partners' value that differs from its market value or its book value, called intrinsic value, which is Farmland Partners' 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 Farmland Partners' market value can be influenced by many factors that don't directly affect Farmland Partners' 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 Farmland Partners' value and its price as these two are different measures arrived at by different means. Investors typically determine if Farmland Partners is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Farmland Partners' 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.
Farmland Partners '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 Farmland Partners' 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 Farmland Partners.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Farmland Partners on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Farmland Partners or generate 0.0% return on investment in Farmland Partners over 30 days. Farmland Partners is related to or competes with PotlatchDeltic Corp, Weyerhaeuser, Outfront Media, Gaming Leisure, Rayonier, Lamar Advertising, and Gladstone Land. Farmland Partners Inc. is an internally managed real estate company that owns and seeks to acquire high-quality North Am... More
Farmland Partners 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 Farmland Partners' 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 Farmland Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1416 | |||
| Maximum Drawdown | 7.85 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 3.38 |
Farmland Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmland Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmland Partners' standard deviation. In reality, there are many statistical measures that can use Farmland Partners historical prices to predict the future Farmland Partners' volatility.| Risk Adjusted Performance | 0.1794 | |||
| Jensen Alpha | 0.3072 | |||
| Total Risk Alpha | 0.0965 | |||
| Sortino Ratio | 0.2066 | |||
| Treynor Ratio | 1.52 |
Farmland Partners Backtested Returns
Farmland Partners appears to be very steady, given 3 months investment horizon. Farmland Partners secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Farmland Partners, which you can use to evaluate the volatility of the firm. Please utilize Farmland Partners' Mean Deviation of 1.09, coefficient of variation of 438.22, and Downside Deviation of 1.03 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Farmland Partners holds a performance score of 18. The firm shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, Farmland Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmland Partners is expected to be smaller as well. Please check Farmland Partners' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Farmland Partners' price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Farmland Partners has good predictability. Overlapping area represents the amount of predictability between Farmland Partners time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Farmland Partners price movement. The serial correlation of 0.78 indicates that around 78.0% of current Farmland Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Farmland Partners lagged returns against current returns
Autocorrelation, which is Farmland Partners 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 Farmland Partners' stock expected returns. We can calculate the autocorrelation of Farmland Partners returns to help us make a trade decision. For example, suppose you find that Farmland Partners 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 |
Farmland Partners 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 Farmland Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmland Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmland Partners stock over time.
Current vs Lagged Prices |
| Timeline |
Farmland Partners Lagged Returns
When evaluating Farmland Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmland Partners stock have on its future price. Farmland Partners 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, Farmland Partners autocorrelation shows the relationship between Farmland Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Farmland Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Farmland Partners offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Farmland Partners' 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 Farmland Partners Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Farmland Partners Stock:Check out Farmland Partners Correlation, Farmland Partners Volatility and Farmland Partners Alpha and Beta module to complement your research on Farmland Partners. For more detail on how to invest in Farmland Stock please use our How to Invest in Farmland Partners guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Farmland Partners 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.