Safehold Stock Market Value
| SAFE Stock | USD 21.32 0.68 3.29% |
| Symbol | Safehold |
Safehold 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 Safehold. If investors know Safehold 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 Safehold 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 0.2 | Dividend Share 0.708 | Earnings Share 1.77 | Revenue Per Share 5.626 | Quarterly Revenue Growth 0.06 |
The market value of Safehold is measured differently than its book value, which is the value of Safehold that is recorded on the company's balance sheet. Investors also form their own opinion of Safehold's value that differs from its market value or its book value, called intrinsic value, which is Safehold'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 Safehold's market value can be influenced by many factors that don't directly affect Safehold'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 Safehold's value and its price as these two are different measures arrived at by different means. Investors typically determine if Safehold is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Safehold'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.
Safehold '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 Safehold'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 Safehold.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Safehold on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Safehold or generate 0.0% return on investment in Safehold over 720 days. Safehold is related to or competes with Essential Properties, Broadstone Net, Armada Hflr, CTO Realty, Brightspire Capital, Armada Hoffler, and One Liberty. is revolutionizing real estate ownership by providing a new and better way for owners to unlock the value of the land be... More
Safehold 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 Safehold'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 Safehold upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 2.7 |
Safehold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safehold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safehold's standard deviation. In reality, there are many statistical measures that can use Safehold historical prices to predict the future Safehold's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.44) |
Safehold Backtested Returns
Safehold owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. Safehold exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Safehold's Coefficient Of Variation of (784.42), risk adjusted performance of (0.09), and Variance of 3.4 to confirm the risk estimate we provide. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Safehold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safehold is expected to be smaller as well. At this point, Safehold has a negative expected return of -0.22%. Please make sure to validate Safehold's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Safehold performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.63 |
Very good reverse predictability
Safehold has very good reverse predictability. Overlapping area represents the amount of predictability between Safehold time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Safehold price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Safehold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 5.67 |
Safehold lagged returns against current returns
Autocorrelation, which is Safehold 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 Safehold's stock expected returns. We can calculate the autocorrelation of Safehold returns to help us make a trade decision. For example, suppose you find that Safehold 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 |
Safehold 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 Safehold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safehold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safehold stock over time.
Current vs Lagged Prices |
| Timeline |
Safehold Lagged Returns
When evaluating Safehold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safehold stock have on its future price. Safehold 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, Safehold autocorrelation shows the relationship between Safehold stock current value and its past values and can show if there is a momentum factor associated with investing in Safehold.
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.When determining whether Safehold is a strong investment it is important to analyze Safehold's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Safehold's future performance. For an informed investment choice regarding Safehold Stock, refer to the following important reports:Check out Safehold Correlation, Safehold Volatility and Safehold Alpha and Beta module to complement your research on Safehold. For information on how to trade Safehold Stock refer to our How to Trade Safehold Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Safehold 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.