Seritage Growth Properties Stock Market Value
| SRG Stock | USD 4.56 0.11 2.47% |
| Symbol | Seritage |
Seritage Growth Prop Price To Book Ratio
Is Real Estate Management & Development 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 Seritage Growth. If investors know Seritage 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 Seritage Growth 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 (0.98) | Earnings Share (2.55) | Revenue Per Share 1.003 | Quarterly Revenue Growth (0.46) | Return On Assets (0.02) |
The market value of Seritage Growth Prop is measured differently than its book value, which is the value of Seritage that is recorded on the company's balance sheet. Investors also form their own opinion of Seritage Growth's value that differs from its market value or its book value, called intrinsic value, which is Seritage Growth'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 Seritage Growth's market value can be influenced by many factors that don't directly affect Seritage Growth'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 Seritage Growth's value and its price as these two are different measures arrived at by different means. Investors typically determine if Seritage Growth is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Seritage Growth'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.
Seritage Growth '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 Seritage Growth'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 Seritage Growth.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Seritage Growth on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Seritage Growth Properties or generate 0.0% return on investment in Seritage Growth over 30 days. Seritage Growth is related to or competes with Re Max, Marcus Millichap, Frp Holdings, Maui Land, Redfin Corp, EXp World, and Anywhere Real. Seritage Growth Properties is a publicly-traded, self-administered and self-managed REIT with 166 wholly-owned propertie... More
Seritage Growth 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 Seritage Growth'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 Seritage Growth Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.29 |
Seritage Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seritage Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seritage Growth's standard deviation. In reality, there are many statistical measures that can use Seritage Growth historical prices to predict the future Seritage Growth's volatility.| Risk Adjusted Performance | 0.003 | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.02) |
Seritage Growth Prop Backtested Returns
At this point, Seritage Growth is somewhat reliable. Seritage Growth Prop owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0202, which indicates the firm had a 0.0202% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Seritage Growth Properties, which you can use to evaluate the volatility of the company. Please validate Seritage Growth's Coefficient Of Variation of (21,987), risk adjusted performance of 0.003, and Variance of 4.67 to confirm if the risk estimate we provide is consistent with the expected return of 0.0434%. Seritage Growth has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seritage Growth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seritage Growth is expected to be smaller as well. Seritage Growth Prop right now has a risk of 2.15%. Please validate Seritage Growth maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Seritage Growth will be following its existing price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Seritage Growth Properties has excellent reverse predictability. Overlapping area represents the amount of predictability between Seritage Growth time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Seritage Growth Prop price movement. The serial correlation of -0.82 indicates that around 82.0% of current Seritage Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Seritage Growth Prop lagged returns against current returns
Autocorrelation, which is Seritage Growth 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 Seritage Growth's stock expected returns. We can calculate the autocorrelation of Seritage Growth returns to help us make a trade decision. For example, suppose you find that Seritage Growth 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 |
Seritage Growth 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 Seritage Growth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seritage Growth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seritage Growth stock over time.
Current vs Lagged Prices |
| Timeline |
Seritage Growth Lagged Returns
When evaluating Seritage Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seritage Growth stock have on its future price. Seritage Growth 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, Seritage Growth autocorrelation shows the relationship between Seritage Growth stock current value and its past values and can show if there is a momentum factor associated with investing in Seritage Growth Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Seritage Growth Prop is a strong investment it is important to analyze Seritage Growth'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 Seritage Growth's future performance. For an informed investment choice regarding Seritage Stock, refer to the following important reports:Check out Seritage Growth Correlation, Seritage Growth Volatility and Seritage Growth Alpha and Beta module to complement your research on Seritage Growth. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Seritage Growth 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.