Ashford Hospitality Trust Preferred Stock Market Value
| AHT-PH Preferred Stock | USD 14.14 0.15 1.07% |
| Symbol | Ashford |
Ashford Hospitality '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 Ashford Hospitality'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 Ashford Hospitality.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Ashford Hospitality on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Ashford Hospitality Trust or generate 0.0% return on investment in Ashford Hospitality over 720 days. Ashford Hospitality is related to or competes with Ashford Hospitality, Braemar Hotels, Braemar Hotels, Ashford Hospitality, Ashford Hospitality, Ashford Hospitality, and Sunstone Hotel. Ashford Hospitality Trust is a real estate investment trust focused on investing opportunistically in the hospitality in... More
Ashford Hospitality 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 Ashford Hospitality'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 Ashford Hospitality Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.05 | |||
| Information Ratio | 0.0086 | |||
| Maximum Drawdown | 21.74 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 5.53 |
Ashford Hospitality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ashford Hospitality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ashford Hospitality's standard deviation. In reality, there are many statistical measures that can use Ashford Hospitality historical prices to predict the future Ashford Hospitality's volatility.| Risk Adjusted Performance | 0.0221 | |||
| Jensen Alpha | 0.0455 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0072 | |||
| Treynor Ratio | 0.2807 |
Ashford Hospitality Trust Backtested Returns
Ashford Hospitality is somewhat reliable at the moment. Ashford Hospitality Trust secures Sharpe Ratio (or Efficiency) of 0.0277, which signifies that the company had a 0.0277 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ashford Hospitality Trust, which you can use to evaluate the volatility of the firm. Please confirm Ashford Hospitality's mean deviation of 2.25, and Risk Adjusted Performance of 0.0221 to double-check if the risk estimate we provide is consistent with the expected return of 0.0951%. Ashford Hospitality has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ashford Hospitality's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ashford Hospitality is expected to be smaller as well. Ashford Hospitality Trust right now shows a risk of 3.43%. Please confirm Ashford Hospitality Trust coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if Ashford Hospitality Trust will be following its price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Ashford Hospitality Trust has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ashford Hospitality time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 Ashford Hospitality Trust price movement. The serial correlation of -0.79 indicates that around 79.0% of current Ashford Hospitality price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 2.96 |
Ashford Hospitality Trust lagged returns against current returns
Autocorrelation, which is Ashford Hospitality 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 Ashford Hospitality's preferred stock expected returns. We can calculate the autocorrelation of Ashford Hospitality returns to help us make a trade decision. For example, suppose you find that Ashford Hospitality 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 |
Ashford Hospitality 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 Ashford Hospitality preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ashford Hospitality preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ashford Hospitality preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Ashford Hospitality Lagged Returns
When evaluating Ashford Hospitality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ashford Hospitality preferred stock have on its future price. Ashford Hospitality 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, Ashford Hospitality autocorrelation shows the relationship between Ashford Hospitality preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Ashford Hospitality Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ashford Preferred Stock
Ashford Hospitality financial ratios help investors to determine whether Ashford 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 Ashford with respect to the benefits of owning Ashford Hospitality security.