Armada Hoffler Properties Preferred Stock Market Value
| AHH-PA Preferred Stock | USD 23.64 0.18 0.77% |
| Symbol | Armada |
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 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 Armada Hoffler.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Armada Hoffler on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Armada Hoffler Properties or generate 0.0% return on investment in Armada Hoffler over 30 days. Armada Hoffler is related to or competes with Artis REIT, Ascott Residence, Armada Hflr, Morningstar Unconstrained, High-yield Municipal, Thrivent High, and Via Renewables. 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 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 Armada Hoffler Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8241 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.81 |
Armada Hoffler Market Risk Indicators
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.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 0.0482 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.3237 |
Armada Hoffler Properties Backtested Returns
At this point, Armada Hoffler is very steady. Armada Hoffler Properties secures Sharpe Ratio (or Efficiency) of 0.0887, which signifies that the company had a 0.0887% return per unit of risk over the last 3 months. We have found thirty technical indicators for Armada Hoffler Properties, which you can use to evaluate the volatility of the firm. Please confirm Armada Hoffler's Risk Adjusted Performance of 0.0707, mean deviation of 0.7025, and Downside Deviation of 0.8241 to double-check if the risk estimate we provide is consistent with the expected return of 0.0876%. Armada Hoffler has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, 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. Armada Hoffler Properties right now shows a risk of 0.99%. Please confirm Armada Hoffler Properties standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Armada Hoffler Properties will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Armada Hoffler Properties has good reverse predictability. Overlapping area represents the amount of predictability between Armada Hoffler time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Armada Hoffler Properties price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Armada Hoffler price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Armada Hoffler Properties lagged returns against current returns
Autocorrelation, which is Armada Hoffler 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 Armada Hoffler's preferred 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 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 |
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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Armada Hoffler preferred 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 preferred 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 preferred 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 preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Armada Hoffler Properties.
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.Other Information on Investing in Armada Preferred Stock
Armada Hoffler financial ratios help investors to determine whether Armada 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 Armada with respect to the benefits of owning Armada Hoffler security.