Vornado Realty Trust Preferred Stock Performance
| VNO-P-M Preferred Stock | 16.97 0.37 2.13% |
The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vornado Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vornado Realty is expected to be smaller as well. At this point, Vornado Realty Trust has a negative expected return of -0.0901%. Please make sure to validate Vornado Realty's rate of daily change, and the relationship between the kurtosis and market facilitation index , to decide if Vornado Realty Trust performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Vornado Realty Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy primary indicators, Vornado Realty is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
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Vornado Realty Relative Risk vs. Return Landscape
If you would invest 1,799 in Vornado Realty Trust on October 2, 2024 and sell it today you would lose (102.00) from holding Vornado Realty Trust or give up 5.67% of portfolio value over 90 days. Vornado Realty Trust is generating negative expected returns and assumes 0.9026% volatility on return distribution over the 90 days horizon. Simply put, 8% of preferred stocks are less volatile than Vornado, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vornado Realty Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vornado Realty's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Vornado Realty Trust, and traders can use it to determine the average amount a Vornado Realty's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0998
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| Negative Returns | VNO-P-M |
Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vornado Realty is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vornado Realty by adding Vornado Realty to a well-diversified portfolio.
Things to note about Vornado Realty Trust performance evaluation
Checking the ongoing alerts about Vornado Realty for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Vornado Realty Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vornado Realty Trust generated a negative expected return over the last 90 days |
- Analyzing Vornado Realty's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Vornado Realty's stock is overvalued or undervalued compared to its peers.
- Examining Vornado Realty's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Vornado Realty's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vornado Realty's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vornado Realty's preferred stock. These opinions can provide insight into Vornado Realty's potential for growth and whether the stock is currently undervalued or overvalued.