Stag Industrial Stock Market Value
| STAG Stock | USD 35.45 0.48 1.37% |
| Symbol | STAG |
STAG Industrial Price To Book Ratio
Is Diversified 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 STAG Industrial. If investors know STAG 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 STAG Industrial 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 0.211 | Dividend Share 1.48 | Earnings Share 1.04 | Revenue Per Share | Quarterly Revenue Growth 0.087 |
The market value of STAG Industrial is measured differently than its book value, which is the value of STAG that is recorded on the company's balance sheet. Investors also form their own opinion of STAG Industrial's value that differs from its market value or its book value, called intrinsic value, which is STAG Industrial'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 STAG Industrial's market value can be influenced by many factors that don't directly affect STAG Industrial'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 STAG Industrial's value and its price as these two are different measures arrived at by different means. Investors typically determine if STAG Industrial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STAG Industrial'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.
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in STAG Industrial on December 17, 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 90 days. STAG Industrial is related to or competes with Public Storage, Extra Space, Rexford Industrial, Innovative Industrial, Prologis, CubeSmart, and National Storage. is a real estate investment trust focused on the acquisition and operation of single-tenant, industrial properties throu... More
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.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.078 | |||
| Maximum Drawdown | 6.32 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.34 |
STAG Industrial Market Risk Indicators
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.| Risk Adjusted Performance | 0.011 | |||
| Jensen Alpha | 0.0741 | |||
| Total Risk Alpha | 0.1795 | |||
| Sortino Ratio | 0.0706 | |||
| Treynor Ratio | 0.0025 |
STAG Industrial Backtested Returns
At this point, STAG Industrial is very steady. STAG Industrial retains Efficiency (Sharpe Ratio) of 0.022, which indicates the firm had a 0.022 % return per unit of risk over the last 3 months. We have found thirty technical indicators for STAG Industrial, which you can use to evaluate the volatility of the company. Please validate STAG Industrial's risk adjusted performance of 0.011, and Downside Deviation of 1.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0313%. STAG Industrial has a performance score of 1 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STAG Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding STAG Industrial is expected to be smaller as well. STAG Industrial currently owns a risk of 1.42%. Please validate STAG Industrial downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if STAG Industrial will be following its current price history.
Auto-correlation | 0.28 |
Poor predictability
STAG Industrial has poor predictability. Overlapping area represents the amount of predictability between STAG Industrial time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 0.28 indicates that nearly 28.0% of current STAG Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
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 |
Currently Active Assets on Macroaxis
When determining whether STAG Industrial is a strong investment it is important to analyze STAG Industrial'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 STAG Industrial's future performance. For an informed investment choice regarding STAG Stock, refer to the following important reports:Check out STAG Industrial Correlation, STAG Industrial Volatility and STAG Industrial Alpha and Beta module to complement your research on STAG Industrial. For more detail on how to invest in STAG Stock please use our How to Invest in STAG Industrial guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
STAG Industrial 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.