Stratus Properties Stock Market Value
| STRS Stock | USD 20.08 0.59 2.85% |
| Symbol | Stratus |
Stratus Properties 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 Stratus Properties. If investors know Stratus 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 Stratus Properties 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 (0.74) | Earnings Share 0.19 | Revenue Per Share | Quarterly Revenue Growth 1.405 | Return On Assets |
The market value of Stratus Properties is measured differently than its book value, which is the value of Stratus that is recorded on the company's balance sheet. Investors also form their own opinion of Stratus Properties' value that differs from its market value or its book value, called intrinsic value, which is Stratus Properties' 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 Stratus Properties' market value can be influenced by many factors that don't directly affect Stratus Properties' 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 Stratus Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Stratus Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stratus Properties' 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.
Stratus Properties '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 Stratus Properties' 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 Stratus Properties.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Stratus Properties on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Stratus Properties or generate 0.0% return on investment in Stratus Properties over 30 days. Stratus Properties is related to or competes with Mitsui Fudosan, St Joe, and New World. Stratus Properties Inc., a real estate company, engages in the acquisition, entitlement, development, management, and sa... More
Stratus Properties 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 Stratus Properties' 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 Stratus Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 29.92 | |||
| Value At Risk | (6.14) | |||
| Potential Upside | 5.48 |
Stratus Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stratus Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stratus Properties' standard deviation. In reality, there are many statistical measures that can use Stratus Properties historical prices to predict the future Stratus Properties' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.53) |
Stratus Properties Backtested Returns
Stratus Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0497, which indicates the firm had a -0.0497% return per unit of risk over the last 3 months. Stratus Properties exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stratus Properties' Risk Adjusted Performance of (0.04), variance of 17.53, and Coefficient Of Variation of (1,877) to confirm the risk estimate we provide. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stratus Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Stratus Properties is expected to be smaller as well. At this point, Stratus Properties has a negative expected return of -0.21%. Please make sure to validate Stratus Properties' maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Stratus Properties performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Stratus Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Stratus Properties time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Stratus Properties price movement. The serial correlation of -0.18 indicates that over 18.0% of current Stratus Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Stratus Properties lagged returns against current returns
Autocorrelation, which is Stratus Properties 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 Stratus Properties' stock expected returns. We can calculate the autocorrelation of Stratus Properties returns to help us make a trade decision. For example, suppose you find that Stratus Properties 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 |
Stratus Properties 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 Stratus Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stratus Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stratus Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Stratus Properties Lagged Returns
When evaluating Stratus Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stratus Properties stock have on its future price. Stratus Properties 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, Stratus Properties autocorrelation shows the relationship between Stratus Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Stratus Properties.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Stratus Stock Analysis
When running Stratus Properties' price analysis, check to measure Stratus Properties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stratus Properties is operating at the current time. Most of Stratus Properties' value examination focuses on studying past and present price action to predict the probability of Stratus Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stratus Properties' price. Additionally, you may evaluate how the addition of Stratus Properties to your portfolios can decrease your overall portfolio volatility.