Transcontinental Realty Investors Stock Market Value
| TCI Stock | USD 28.68 0.20 0.69% |
| Symbol | Transcontinental |
Transcontinental Realty 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 Transcontinental. If investors know Transcontinental 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 Transcontinental 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 (0.62) | Earnings Share 0.38 | Revenue Per Share 5.767 | Quarterly Revenue Growth (0.06) | Return On Assets (0) |
The market value of Transcontinental Realty is measured differently than its book value, which is the value of Transcontinental that is recorded on the company's balance sheet. Investors also form their own opinion of Transcontinental's value that differs from its market value or its book value, called intrinsic value, which is Transcontinental'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 Transcontinental's market value can be influenced by many factors that don't directly affect Transcontinental'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 Transcontinental's value and its price as these two are different measures arrived at by different means. Investors typically determine if Transcontinental is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transcontinental'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.
Transcontinental '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 Transcontinental'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 Transcontinental.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Transcontinental on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Transcontinental Realty Investors or generate 0.0% return on investment in Transcontinental over 30 days. Transcontinental is related to or competes with Re Max, Maui Land, Redfin Corp, and Real Brokerage. Transcontinental Realty Investors, Inc., a Dallas-based real estate investment company, holds a diverse portfolio of equ... More
Transcontinental 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 Transcontinental'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 Transcontinental Realty Investors upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 2.53 |
Transcontinental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transcontinental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transcontinental's standard deviation. In reality, there are many statistical measures that can use Transcontinental historical prices to predict the future Transcontinental's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.6269 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transcontinental's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Transcontinental Realty Backtested Returns
Transcontinental Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0312, which indicates the firm had a -0.0312% return per unit of risk over the last 3 months. Transcontinental Realty Investors exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Transcontinental's Variance of 3.29, risk adjusted performance of (0.02), and Coefficient Of Variation of (3,255) to confirm the risk estimate we provide. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Transcontinental are expected to decrease at a much lower rate. During the bear market, Transcontinental is likely to outperform the market. At this point, Transcontinental Realty has a negative expected return of -0.0572%. Please make sure to validate Transcontinental's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Transcontinental Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Transcontinental Realty Investors has virtually no predictability. Overlapping area represents the amount of predictability between Transcontinental time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 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 Transcontinental Realty price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Transcontinental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Transcontinental Realty lagged returns against current returns
Autocorrelation, which is Transcontinental 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 Transcontinental's stock expected returns. We can calculate the autocorrelation of Transcontinental returns to help us make a trade decision. For example, suppose you find that Transcontinental 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 |
Transcontinental 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 Transcontinental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transcontinental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transcontinental stock over time.
Current vs Lagged Prices |
| Timeline |
Transcontinental Lagged Returns
When evaluating Transcontinental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transcontinental stock have on its future price. Transcontinental 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, Transcontinental autocorrelation shows the relationship between Transcontinental stock current value and its past values and can show if there is a momentum factor associated with investing in Transcontinental Realty Investors.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Transcontinental Realty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Transcontinental's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Transcontinental Realty Investors Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Transcontinental Realty Investors Stock:Check out Transcontinental Correlation, Transcontinental Volatility and Transcontinental Alpha and Beta module to complement your research on Transcontinental. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Transcontinental 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.