Frontview Reit, Stock Market Value
| FVR Stock | 19.47 0.22 1.14% |
| Symbol | FrontView |
Is Trading 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 FrontView REIT,. If investors know FrontView 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 FrontView REIT, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of FrontView REIT, is measured differently than its book value, which is the value of FrontView that is recorded on the company's balance sheet. Investors also form their own opinion of FrontView REIT,'s value that differs from its market value or its book value, called intrinsic value, which is FrontView REIT,'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 FrontView REIT,'s market value can be influenced by many factors that don't directly affect FrontView REIT,'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 FrontView REIT,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if FrontView REIT, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FrontView REIT,'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.
FrontView REIT, '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 FrontView REIT,'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 FrontView REIT,.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in FrontView REIT, on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding FrontView REIT, or generate 0.0% return on investment in FrontView REIT, over 30 days. FrontView REIT, is related to or competes with Iridium Communications, ATRenew, Meiwu Technology, Arhaus, SunLink Health, Grocery Outlet, and Ziff Davis. FrontView REIT, is entity of United States More
FrontView REIT, 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 FrontView REIT,'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 FrontView REIT, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.4 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.56 |
FrontView REIT, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FrontView REIT,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FrontView REIT,'s standard deviation. In reality, there are many statistical measures that can use FrontView REIT, historical prices to predict the future FrontView REIT,'s volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | 0.0613 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FrontView REIT,'s price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FrontView REIT, Backtested Returns
Currently, FrontView REIT, is very steady. FrontView REIT, secures Sharpe Ratio (or Efficiency) of 0.0424, which denotes the company had a 0.0424% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for FrontView REIT,, which you can use to evaluate the volatility of the firm. Please confirm FrontView REIT,'s Coefficient Of Variation of 2359.91, mean deviation of 1.01, and Downside Deviation of 1.34 to check if the risk estimate we provide is consistent with the expected return of 0.0581%. FrontView REIT, has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FrontView REIT, are expected to decrease at a much lower rate. During the bear market, FrontView REIT, is likely to outperform the market. FrontView REIT, right now shows a risk of 1.37%. Please confirm FrontView REIT, maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if FrontView REIT, will be following its price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
FrontView REIT, has insignificant reverse predictability. Overlapping area represents the amount of predictability between FrontView REIT, time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 FrontView REIT, price movement. The serial correlation of -0.12 indicates that less than 12.0% of current FrontView REIT, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
FrontView REIT, lagged returns against current returns
Autocorrelation, which is FrontView REIT, 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 FrontView REIT,'s stock expected returns. We can calculate the autocorrelation of FrontView REIT, returns to help us make a trade decision. For example, suppose you find that FrontView REIT, 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 |
FrontView REIT, 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 FrontView REIT, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FrontView REIT, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FrontView REIT, stock over time.
Current vs Lagged Prices |
| Timeline |
FrontView REIT, Lagged Returns
When evaluating FrontView REIT,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FrontView REIT, stock have on its future price. FrontView REIT, 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, FrontView REIT, autocorrelation shows the relationship between FrontView REIT, stock current value and its past values and can show if there is a momentum factor associated with investing in FrontView REIT,.
Regressed Prices |
| Timeline |
Pair Trading with FrontView REIT,
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 FrontView REIT, 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 FrontView REIT, will appreciate offsetting losses from the drop in the long position's value.Moving against FrontView Stock
| 0.59 | MDV-PA | Modiv Inc | PairCorr |
| 0.46 | CTO-PA | CTO Realty Growth | PairCorr |
| 0.44 | GOODO | Gladstone Commercial Corp | PairCorr |
| 0.32 | UE | Urban Edge Properties | PairCorr |
The ability to find closely correlated positions to FrontView REIT, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FrontView REIT, 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 FrontView REIT, - 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 FrontView REIT, to buy it.
The correlation of FrontView REIT, 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 FrontView REIT, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FrontView REIT, 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 FrontView REIT, 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 FrontView Stock Analysis
When running FrontView REIT,'s price analysis, check to measure FrontView REIT,'s 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 FrontView REIT, is operating at the current time. Most of FrontView REIT,'s value examination focuses on studying past and present price action to predict the probability of FrontView REIT,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FrontView REIT,'s price. Additionally, you may evaluate how the addition of FrontView REIT, to your portfolios can decrease your overall portfolio volatility.