Alexander Baldwin Holdings Stock Market Value
| ALEX Stock | USD 19.36 0.03 0.16% |
| Symbol | Alexander |
Alexander Baldwin Price To Book Ratio
Is Diversified 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 Alexander Baldwin. If investors know Alexander 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 Alexander Baldwin 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 0.333 | Dividend Share 0.89 | Earnings Share 0.82 | Revenue Per Share 3.181 | Quarterly Revenue Growth 0.199 |
The market value of Alexander Baldwin is measured differently than its book value, which is the value of Alexander that is recorded on the company's balance sheet. Investors also form their own opinion of Alexander Baldwin's value that differs from its market value or its book value, called intrinsic value, which is Alexander Baldwin'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 Alexander Baldwin's market value can be influenced by many factors that don't directly affect Alexander Baldwin'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 Alexander Baldwin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alexander Baldwin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alexander Baldwin'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.
Alexander Baldwin '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 Alexander Baldwin'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 Alexander Baldwin.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Alexander Baldwin on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Alexander Baldwin Holdings or generate 0.0% return on investment in Alexander Baldwin over 720 days. Alexander Baldwin is related to or competes with Saul Centers, Urban Edge, Site Centers, Kite Realty, Acadia Realty, Retail Opportunity, and Inventrust Properties. is Hawaiis premier commercial real estate company and the largest owner of grocery-anchored, neighborhood shopping cente... More
Alexander Baldwin 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 Alexander Baldwin'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 Alexander Baldwin Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9936 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.53 |
Alexander Baldwin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alexander Baldwin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alexander Baldwin's standard deviation. In reality, there are many statistical measures that can use Alexander Baldwin historical prices to predict the future Alexander Baldwin's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0434 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alexander Baldwin's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alexander Baldwin Backtested Returns
At this stage we consider Alexander Stock to be very steady. Alexander Baldwin secures Sharpe Ratio (or Efficiency) of 0.0056, which signifies that the company had a 0.0056% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Alexander Baldwin Holdings, which you can use to evaluate the volatility of the firm. Please confirm Alexander Baldwin's mean deviation of 0.7947, and Risk Adjusted Performance of 0.0293 to double-check if the risk estimate we provide is consistent with the expected return of 0.0055%. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alexander Baldwin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alexander Baldwin is expected to be smaller as well. Alexander Baldwin right now shows a risk of 0.97%. Please confirm Alexander Baldwin maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Alexander Baldwin will be following its price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Alexander Baldwin Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Alexander Baldwin time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Alexander Baldwin price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Alexander Baldwin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
Alexander Baldwin lagged returns against current returns
Autocorrelation, which is Alexander Baldwin 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 Alexander Baldwin's stock expected returns. We can calculate the autocorrelation of Alexander Baldwin returns to help us make a trade decision. For example, suppose you find that Alexander Baldwin 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 |
Alexander Baldwin 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 Alexander Baldwin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alexander Baldwin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alexander Baldwin stock over time.
Current vs Lagged Prices |
| Timeline |
Alexander Baldwin Lagged Returns
When evaluating Alexander Baldwin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alexander Baldwin stock have on its future price. Alexander Baldwin 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, Alexander Baldwin autocorrelation shows the relationship between Alexander Baldwin stock current value and its past values and can show if there is a momentum factor associated with investing in Alexander Baldwin Holdings.
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.Additional Tools for Alexander Stock Analysis
When running Alexander Baldwin's price analysis, check to measure Alexander Baldwin'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 Alexander Baldwin is operating at the current time. Most of Alexander Baldwin's value examination focuses on studying past and present price action to predict the probability of Alexander Baldwin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alexander Baldwin's price. Additionally, you may evaluate how the addition of Alexander Baldwin to your portfolios can decrease your overall portfolio volatility.