American Homes 4 Stock Market Value
| AMH Stock | USD 37.66 0.03 0.08% |
| Symbol | American |
American Homes 4 Price To Book Ratio
Is Single-Family Residential 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 American Homes. If investors know American 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 American Homes listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 1 | Earnings Share 0.96 | Revenue Per Share 4.649 | Quarterly Revenue Growth 0.055 | Return On Assets 0.0192 |
The market value of American Homes 4 is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Homes' value that differs from its market value or its book value, called intrinsic value, which is American Homes' 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 American Homes' market value can be influenced by many factors that don't directly affect American Homes' 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 American Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine if American Homes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Homes' 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.
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' 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.
| 09/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in American Homes on September 30, 2023 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 420 days. American Homes is related to or competes with Sun Communities, Clipper Realty, UDR, UMH Properties, Apartment Investment, Independence Realty, and BRT Realty. 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' 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.31 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 1.93 |
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 | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.05) |
American Homes 4 Backtested Returns
American Homes 4 secures Sharpe Ratio (or Efficiency) of -0.0174, which signifies that the company had a -0.0174% return per unit of standard deviation over the last 3 months. American Homes 4 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Homes' mean deviation of 0.902, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. 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. At this point, American Homes 4 has a negative expected return of -0.0213%. Please make sure to confirm American Homes' potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if American Homes 4 performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
American Homes 4 has weak predictability. Overlapping area represents the amount of predictability between American Homes time series from 30th of September 2023 to 27th of April 2024 and 27th of April 2024 to 23rd 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 0.23 indicates that over 23.0% of current American Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 2.26 |
American Homes 4 lagged returns against current returns
Autocorrelation, which is American Homes 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' 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Homes 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 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 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 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
When determining whether American Homes 4 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of American Homes' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of American Homes 4 Stock. Outlined below are crucial reports that will aid in making a well-informed decision on American Homes 4 Stock:Check out American Homes Correlation, American Homes Volatility and American Homes Alpha and Beta module to complement your research on American Homes. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
American Homes technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.