Acadia Realty Trust Stock Market Value
| AKR Stock | USD 23.19 0.32 1.40% |
| Symbol | Acadia |
Acadia Realty Trust Price To Book Ratio
Is Retail 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 Acadia Realty. If investors know Acadia 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 Acadia Realty 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 (0.89) | Dividend Share 0.73 | Earnings Share 0.11 | Revenue Per Share | Quarterly Revenue Growth 0.3 |
The market value of Acadia Realty Trust is measured differently than its book value, which is the value of Acadia that is recorded on the company's balance sheet. Investors also form their own opinion of Acadia Realty's value that differs from its market value or its book value, called intrinsic value, which is Acadia Realty'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 Acadia Realty's market value can be influenced by many factors that don't directly affect Acadia Realty'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 Acadia Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acadia Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acadia Realty'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.
Acadia Realty '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 Acadia Realty'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 Acadia Realty.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Acadia Realty on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Realty Trust or generate 0.0% return on investment in Acadia Realty over 30 days. Acadia Realty is related to or competes with Rithm Property, Urban Edge, Kite Realty, Site Centers, Retail Opportunity, Inventrust Properties, and Saul Centers. Acadia Realty Trust is an equity real estate investment trust focused on delivering long-term, profitable growth via its... More
Acadia Realty 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 Acadia Realty'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 Acadia Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.68 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 1.96 |
Acadia Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Realty's standard deviation. In reality, there are many statistical measures that can use Acadia Realty historical prices to predict the future Acadia Realty's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.16) |
Acadia Realty Trust Backtested Returns
Acadia Realty Trust secures Sharpe Ratio (or Efficiency) of -0.0328, which signifies that the company had a -0.0328 % return per unit of standard deviation over the last 3 months. Acadia Realty Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acadia Realty's mean deviation of 1.09, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acadia Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acadia Realty is expected to be smaller as well. At this point, Acadia Realty Trust has a negative expected return of -0.0475%. Please make sure to confirm Acadia Realty's information ratio, as well as the relationship between the potential upside and rate of daily change , to decide if Acadia Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Acadia Realty Trust has good reverse predictability. Overlapping area represents the amount of predictability between Acadia Realty time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 Acadia Realty Trust price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Acadia Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Acadia Realty Trust lagged returns against current returns
Autocorrelation, which is Acadia Realty 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 Acadia Realty's stock expected returns. We can calculate the autocorrelation of Acadia Realty returns to help us make a trade decision. For example, suppose you find that Acadia Realty 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 |
Acadia Realty 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 Acadia Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Realty Lagged Returns
When evaluating Acadia Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Realty stock have on its future price. Acadia Realty 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, Acadia Realty autocorrelation shows the relationship between Acadia Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Realty Trust.
Regressed Prices |
| Timeline |
Pair Trading with Acadia Realty
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Acadia Realty position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Acadia Realty will appreciate offsetting losses from the drop in the long position's value.Moving together with Acadia Stock
Moving against Acadia Stock
The ability to find closely correlated positions to Acadia Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Acadia Realty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Acadia Realty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Acadia Realty Trust to buy it.
The correlation of Acadia Realty is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Acadia Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Acadia Realty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Acadia Realty can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Acadia Stock Analysis
When running Acadia Realty's price analysis, check to measure Acadia Realty's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Acadia Realty is operating at the current time. Most of Acadia Realty's value examination focuses on studying past and present price action to predict the probability of Acadia Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acadia Realty's price. Additionally, you may evaluate how the addition of Acadia Realty to your portfolios can decrease your overall portfolio volatility.