Hudson Pacific's market value is the price at which a share of Hudson Pacific trades on a public exchange. It measures the collective expectations of Hudson Pacific Properties investors about its performance. Hudson Pacific is trading at 14.03 as of the 31st of December 2024, a 0.28% down since the beginning of the trading day. The preferred stock's open price was 14.07. With this module, you can estimate the performance of a buy and hold strategy of Hudson Pacific Properties and determine expected loss or profit from investing in Hudson Pacific over a given investment horizon. Check out Hudson Pacific Correlation, Hudson Pacific Volatility and Hudson Pacific Alpha and Beta module to complement your research on Hudson Pacific.
Please note, there is a significant difference between Hudson Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hudson Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hudson Pacific'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.
Hudson Pacific '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 Hudson Pacific's 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 Hudson Pacific.
0.00
02/05/2024
No Change 0.00
0.0
In 10 months and 27 days
12/31/2024
0.00
If you would invest 0.00 in Hudson Pacific on February 5, 2024 and sell it all today you would earn a total of 0.00 from holding Hudson Pacific Properties or generate 0.0% return on investment in Hudson Pacific over 330 days. Hudson Pacific is related to or competes with Vornado Realty, Vornado Realty, SL Green, Vornado Realty, and City Office. More
Hudson Pacific 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 Hudson Pacific's 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 Hudson Pacific Properties 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 Hudson Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hudson Pacific's standard deviation. In reality, there are many statistical measures that can use Hudson Pacific historical prices to predict the future Hudson Pacific's volatility.
At this point, Hudson Pacific is not too volatile. Hudson Pacific Properties holds Efficiency (Sharpe) Ratio of 0.0329, which attests that the entity had a 0.0329% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hudson Pacific Properties, which you can use to evaluate the volatility of the firm. Please check out Hudson Pacific's Market Risk Adjusted Performance of 0.2809, risk adjusted performance of 0.0311, and Downside Deviation of 2.23 to validate if the risk estimate we provide is consistent with the expected return of 0.0556%. Hudson Pacific has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hudson Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hudson Pacific is expected to be smaller as well. Hudson Pacific Properties right now retains a risk of 1.69%. Please check out Hudson Pacific maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Hudson Pacific will be following its current trending patterns.
Auto-correlation
0.33
Below average predictability
Hudson Pacific Properties has below average predictability. Overlapping area represents the amount of predictability between Hudson Pacific time series from 5th of February 2024 to 19th of July 2024 and 19th of July 2024 to 31st 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 Hudson Pacific Properties price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Hudson Pacific price fluctuation can be explain by its past prices.
Correlation Coefficient
0.33
Spearman Rank Test
0.22
Residual Average
0.0
Price Variance
1.04
Hudson Pacific Properties lagged returns against current returns
Autocorrelation, which is Hudson Pacific 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 Hudson Pacific's preferred stock expected returns. We can calculate the autocorrelation of Hudson Pacific returns to help us make a trade decision. For example, suppose you find that Hudson Pacific 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
Hudson Pacific 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 Hudson Pacific preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hudson Pacific preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hudson Pacific preferred stock over time.
Current vs Lagged Prices
Timeline
Hudson Pacific Lagged Returns
When evaluating Hudson Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hudson Pacific preferred stock have on its future price. Hudson Pacific 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, Hudson Pacific autocorrelation shows the relationship between Hudson Pacific preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Hudson Pacific Properties.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Other Information on Investing in Hudson Preferred Stock
Hudson Pacific financial ratios help investors to determine whether Hudson 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 Hudson with respect to the benefits of owning Hudson Pacific security.