STAG Industrial,'s market value is the price at which a share of STAG Industrial, trades on a public exchange. It measures the collective expectations of STAG Industrial, investors about its performance. STAG Industrial, is trading at 41.55 as of the 5th of January 2025, a 2.31% up since the beginning of the trading day. The stock's open price was 40.61. With this module, you can estimate the performance of a buy and hold strategy of STAG Industrial, and determine expected loss or profit from investing in STAG Industrial, over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
STAG
STAG Industrial, '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 STAG Industrial,'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 STAG Industrial,.
0.00
11/06/2024
No Change 0.00
0.0
In 2 months and 1 day
01/05/2025
0.00
If you would invest 0.00 in STAG Industrial, on November 6, 2024 and sell it all today you would earn a total of 0.00 from holding STAG Industrial, or generate 0.0% return on investment in STAG Industrial, over 60 days.
STAG Industrial, 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 STAG Industrial,'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 STAG Industrial, 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 STAG Industrial,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STAG Industrial,'s standard deviation. In reality, there are many statistical measures that can use STAG Industrial, historical prices to predict the future STAG Industrial,'s volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as STAG Industrial,. Your research has to be compared to or analyzed against STAG Industrial,'s peers to derive any actionable benefits. When done correctly, STAG Industrial,'s competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in STAG Industrial,.
STAG Industrial, Backtested Returns
At this point, STAG Industrial, is very steady. STAG Industrial, retains Efficiency (Sharpe Ratio) of 0.0254, which indicates the firm had a 0.0254% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for STAG Industrial,, which you can use to evaluate the volatility of the company. Please validate STAG Industrial,'s downside deviation of 2.07, and Risk Adjusted Performance of 0.026 to confirm if the risk estimate we provide is consistent with the expected return of 0.0427%. STAG Industrial, has a performance score of 2 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STAG Industrial, are expected to decrease at a much lower rate. During the bear market, STAG Industrial, is likely to outperform the market. STAG Industrial, currently owns a risk of 1.68%. Please validate STAG Industrial, coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if STAG Industrial, will be following its current price history.
Auto-correlation
-0.29
Weak reverse predictability
STAG Industrial, has weak reverse predictability. Overlapping area represents the amount of predictability between STAG Industrial, time series from 6th of November 2024 to 6th of December 2024 and 6th of December 2024 to 5th 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 STAG Industrial, price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current STAG Industrial, price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.29
Spearman Rank Test
-0.34
Residual Average
0.0
Price Variance
1.06
STAG Industrial, lagged returns against current returns
Autocorrelation, which is STAG Industrial, 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 STAG Industrial,'s stock expected returns. We can calculate the autocorrelation of STAG Industrial, returns to help us make a trade decision. For example, suppose you find that STAG Industrial, 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
STAG Industrial, 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 STAG Industrial, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STAG Industrial, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STAG Industrial, stock over time.
Current vs Lagged Prices
Timeline
STAG Industrial, Lagged Returns
When evaluating STAG Industrial,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STAG Industrial, stock have on its future price. STAG Industrial, 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, STAG Industrial, autocorrelation shows the relationship between STAG Industrial, stock current value and its past values and can show if there is a momentum factor associated with investing in STAG Industrial,.
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.