Ares Commercial Real Stock Market Value
| ACRE Stock | USD 5.07 0.01 0.20% |
| Symbol | Ares |
Ares Commercial Real Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) 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 Ares Commercial. If investors know Ares 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 Ares Commercial 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 15.981 | Dividend Share 1 | Earnings Share (0.64) | Revenue Per Share | Quarterly Revenue Growth (0.56) |
The market value of Ares Commercial Real is measured differently than its book value, which is the value of Ares that is recorded on the company's balance sheet. Investors also form their own opinion of Ares Commercial's value that differs from its market value or its book value, called intrinsic value, which is Ares Commercial'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 Ares Commercial's market value can be influenced by many factors that don't directly affect Ares Commercial'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 Ares Commercial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ares Commercial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ares Commercial'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.
Ares Commercial '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 Ares Commercial'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 Ares Commercial.
| 11/18/2024 |
| 02/16/2025 |
If you would invest 0.00 in Ares Commercial on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ares Commercial Real or generate 0.0% return on investment in Ares Commercial over 90 days. Ares Commercial is related to or competes with Two Harbors, Apollo Commercial, Ellington Financial, Dynex Capital, Cherry Hill, Ellington Residential, and TPG RE. Ares Commercial Real Estate Corporation, a specialty finance company, originates and invests in commercial real estate l... More
Ares Commercial 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 Ares Commercial'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 Ares Commercial Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 16.58 | |||
| Value At Risk | (4.93) | |||
| Potential Upside | 2.99 |
Ares Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares Commercial's standard deviation. In reality, there are many statistical measures that can use Ares Commercial historical prices to predict the future Ares Commercial's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.46) |
Ares Commercial Real Backtested Returns
Ares Commercial Real secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of standard deviation over the last 3 months. Ares Commercial Real exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ares Commercial's risk adjusted performance of (0.11), and Mean Deviation of 1.88 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Ares Commercial returns are very sensitive to returns on the market. As the market goes up or down, Ares Commercial is expected to follow. At this point, Ares Commercial Real has a negative expected return of -0.42%. Please make sure to confirm Ares Commercial's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Ares Commercial Real performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.26 |
Poor predictability
Ares Commercial Real has poor predictability. Overlapping area represents the amount of predictability between Ares Commercial time series from 18th of November 2024 to 2nd of January 2025 and 2nd of January 2025 to 16th of February 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 Ares Commercial Real price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Ares Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Ares Commercial Real lagged returns against current returns
Autocorrelation, which is Ares Commercial 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 Ares Commercial's stock expected returns. We can calculate the autocorrelation of Ares Commercial returns to help us make a trade decision. For example, suppose you find that Ares Commercial 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 |
Ares Commercial 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 Ares Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Ares Commercial Lagged Returns
When evaluating Ares Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares Commercial stock have on its future price. Ares Commercial 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, Ares Commercial autocorrelation shows the relationship between Ares Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Ares Commercial Real.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Ares Commercial Real is a strong investment it is important to analyze Ares Commercial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ares Commercial's future performance. For an informed investment choice regarding Ares Stock, refer to the following important reports:Check out Ares Commercial Correlation, Ares Commercial Volatility and Ares Commercial Alpha and Beta module to complement your research on Ares Commercial. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Ares Commercial 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.