American Homes 4 Preferred Stock Market Value
| AMH-PH Preferred Stock | USD 24.30 0.06 0.25% |
| Symbol | American |
American Homes '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 American Homes' 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 American Homes.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in American Homes on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding American Homes 4 or generate 0.0% return on investment in American Homes over 720 days. American Homes is related to or competes with American Homes, BRT Realty, Nexpoint Residential, Centerspace, and Veris Residential. American Homes 4 Rent is a leader in the single-family home rental industry and American Homes 4 Rent is fast becoming a... More
American Homes 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 American Homes' 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 American Homes 4 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7836 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.27 |
American Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Homes' standard deviation. In reality, there are many statistical measures that can use American Homes historical prices to predict the future American Homes' volatility.| Risk Adjusted Performance | 0.0062 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0.02) |
American Homes 4 Backtested Returns
American Homes is very steady at the moment. American Homes 4 secures Sharpe Ratio (or Efficiency) of 0.0234, which signifies that the company had a 0.0234% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for American Homes 4, which you can use to evaluate the volatility of the firm. Please confirm American Homes' risk adjusted performance of 0.0062, and Mean Deviation of 0.582 to double-check if the risk estimate we provide is consistent with the expected return of 0.0177%. American Homes has a performance score of 1 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, American Homes' returns are expected to increase less than the market. However, during the bear market, the loss of holding American Homes is expected to be smaller as well. American Homes 4 right now shows a risk of 0.75%. Please confirm American Homes 4 treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if American Homes 4 will be following its price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
American Homes 4 has modest reverse predictability. Overlapping area represents the amount of predictability between American Homes time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 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 American Homes 4 price movement. The serial correlation of -0.47 indicates that about 47.0% of current American Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
American Homes 4 lagged returns against current returns
Autocorrelation, which is American Homes 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 American Homes' preferred stock expected returns. We can calculate the autocorrelation of American Homes returns to help us make a trade decision. For example, suppose you find that American Homes 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 |
American Homes 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 American Homes preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Homes preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Homes preferred stock over time.
Current vs Lagged Prices |
| Timeline |
American Homes Lagged Returns
When evaluating American Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Homes preferred stock have on its future price. American Homes 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, American Homes autocorrelation shows the relationship between American Homes preferred stock current value and its past values and can show if there is a momentum factor associated with investing in American Homes 4.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in American Preferred Stock
American Homes financial ratios help investors to determine whether American 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 American with respect to the benefits of owning American Homes security.