Umh Properties Preferred Stock Market Value

UMH-PD Preferred Stock  USD 22.12  0.18  0.81%   
UMH Properties' market value is the price at which a share of UMH Properties trades on a public exchange. It measures the collective expectations of UMH Properties investors about its performance. UMH Properties is trading at 22.12 as of the 15th of March 2025, a 0.81 percent decrease since the beginning of the trading day. The preferred stock's lowest day price was 22.12.
With this module, you can estimate the performance of a buy and hold strategy of UMH Properties and determine expected loss or profit from investing in UMH Properties over a given investment horizon. Check out UMH Properties Correlation, UMH Properties Volatility and UMH Properties Alpha and Beta module to complement your research on UMH Properties.
For information on how to trade UMH Preferred Stock refer to our How to Trade UMH Preferred Stock guide.
Symbol

Please note, there is a significant difference between UMH Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if UMH Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UMH 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.

UMH 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 UMH Properties' preferred 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 UMH Properties.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in UMH Properties on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding UMH Properties or generate 0.0% return on investment in UMH Properties over 90 days. UMH Properties is related to or competes with American Homes, Mid America, Clipper Realty, American Homes, American Homes, and BRT Realty. UMH Properties, Inc., which was organized in 1968, is a public equity REIT that owns and operates 118 manufactured home ... More

UMH 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 UMH Properties' preferred 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 UMH Properties upside and downside potential and time the market with a certain degree of confidence.

UMH Properties Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for UMH Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UMH Properties' standard deviation. In reality, there are many statistical measures that can use UMH Properties historical prices to predict the future UMH Properties' volatility.
Hype
Prediction
LowEstimatedHigh
21.5622.1222.68
Details
Intrinsic
Valuation
LowRealHigh
21.6822.2422.80
Details
Naive
Forecast
LowNextHigh
21.5422.1122.67
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
21.9822.3822.77
Details

UMH Properties Backtested Returns

UMH Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0415, which indicates the firm had a -0.0415 % return per unit of volatility over the last 3 months. UMH Properties exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UMH Properties' variance of 0.3054, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UMH Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding UMH Properties is expected to be smaller as well. At this point, UMH Properties has a negative expected return of -0.0234%. Please make sure to validate UMH Properties' maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if UMH Properties performance from the past will be repeated at future time.

Auto-correlation

    
  0.20  

Weak predictability

UMH Properties has weak predictability. Overlapping area represents the amount of predictability between UMH Properties time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 UMH Properties price movement. The serial correlation of 0.2 indicates that over 20.0% of current UMH Properties price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test-0.05
Residual Average0.0
Price Variance0.03

UMH Properties lagged returns against current returns

Autocorrelation, which is UMH Properties preferred 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 UMH Properties' preferred stock expected returns. We can calculate the autocorrelation of UMH Properties returns to help us make a trade decision. For example, suppose you find that UMH Properties has exhibited high autocorrelation historically, and you observe that the preferred 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  

UMH 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 UMH Properties preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UMH Properties preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UMH Properties preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

UMH Properties Lagged Returns

When evaluating UMH Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UMH Properties preferred stock have on its future price. UMH 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, UMH Properties autocorrelation shows the relationship between UMH Properties preferred stock current value and its past values and can show if there is a momentum factor associated with investing in UMH Properties.
   Regressed Prices   
       Timeline  

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Other Information on Investing in UMH Preferred Stock

UMH Properties financial ratios help investors to determine whether UMH Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in UMH with respect to the benefits of owning UMH Properties security.