ARMADA HOFFLER's market value is the price at which a share of ARMADA HOFFLER trades on a public exchange. It measures the collective expectations of ARMADA HOFFLER PR investors about its performance. ARMADA HOFFLER is trading at 9.30 as of the 18th of January 2025. This is a 1.59% down since the beginning of the trading day. The stock's lowest day price was 9.3. With this module, you can estimate the performance of a buy and hold strategy of ARMADA HOFFLER PR and determine expected loss or profit from investing in ARMADA HOFFLER over a given investment horizon. Check out ARMADA HOFFLER Correlation, ARMADA HOFFLER Volatility and ARMADA HOFFLER Alpha and Beta module to complement your research on ARMADA HOFFLER.
Please note, there is a significant difference between ARMADA HOFFLER's value and its price as these two are different measures arrived at by different means. Investors typically determine if ARMADA HOFFLER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARMADA HOFFLER'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.
ARMADA HOFFLER '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 ARMADA HOFFLER'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 ARMADA HOFFLER.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in ARMADA HOFFLER on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding ARMADA HOFFLER PR or generate 0.0% return on investment in ARMADA HOFFLER over 30 days. ARMADA HOFFLER is related to or competes with STMICROELECTRONICS, Perseus Mining, Arrow Electronics, LPKF Laser, Richardson Electronics, and ARROW ELECTRONICS. is a vertically-integrated, self-managed real estate investment trust with four decades of experience developing, buildi... More
ARMADA HOFFLER 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 ARMADA HOFFLER'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 ARMADA HOFFLER PR upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARMADA HOFFLER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARMADA HOFFLER's standard deviation. In reality, there are many statistical measures that can use ARMADA HOFFLER historical prices to predict the future ARMADA HOFFLER's volatility.
ARMADA HOFFLER PR secures Sharpe Ratio (or Efficiency) of -0.0354, which signifies that the company had a -0.0354% return per unit of return volatility over the last 3 months. ARMADA HOFFLER PR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ARMADA HOFFLER's Mean Deviation of 1.11, insignificant risk adjusted performance, and Coefficient Of Variation of (12,232) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.085, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ARMADA HOFFLER's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARMADA HOFFLER is expected to be smaller as well. At this point, ARMADA HOFFLER PR has a negative expected return of -0.0668%. Please make sure to confirm ARMADA HOFFLER's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if ARMADA HOFFLER PR performance from the past will be repeated in the future.
Auto-correlation
-0.06
Very weak reverse predictability
ARMADA HOFFLER PR has very weak reverse predictability. Overlapping area represents the amount of predictability between ARMADA HOFFLER time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 ARMADA HOFFLER PR price movement. The serial correlation of -0.06 indicates that barely 6.0% of current ARMADA HOFFLER price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.06
Spearman Rank Test
-0.43
Residual Average
0.0
Price Variance
0.02
ARMADA HOFFLER PR lagged returns against current returns
Autocorrelation, which is ARMADA HOFFLER 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 ARMADA HOFFLER's stock expected returns. We can calculate the autocorrelation of ARMADA HOFFLER returns to help us make a trade decision. For example, suppose you find that ARMADA HOFFLER 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
ARMADA HOFFLER 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 ARMADA HOFFLER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARMADA HOFFLER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARMADA HOFFLER stock over time.
Current vs Lagged Prices
Timeline
ARMADA HOFFLER Lagged Returns
When evaluating ARMADA HOFFLER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARMADA HOFFLER stock have on its future price. ARMADA HOFFLER 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, ARMADA HOFFLER autocorrelation shows the relationship between ARMADA HOFFLER stock current value and its past values and can show if there is a momentum factor associated with investing in ARMADA HOFFLER PR.
ARMADA HOFFLER financial ratios help investors to determine whether ARMADA 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 ARMADA with respect to the benefits of owning ARMADA HOFFLER security.