Alexandria Real Estate Stock Market Value
| ARE Stock | USD 112.04 3.74 3.45% |
| Symbol | Alexandria |
Alexandria Real's Earnings Breakdown by Geography
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 Alexandria Real. If investors know Alexandria 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 Alexandria Real 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 6.484 | Dividend Share 5.14 | Earnings Share 1.64 | Revenue Per Share 17.962 | Quarterly Revenue Growth 0.109 |
The market value of Alexandria Real Estate is measured differently than its book value, which is the value of Alexandria that is recorded on the company's balance sheet. Investors also form their own opinion of Alexandria Real's value that differs from its market value or its book value, called intrinsic value, which is Alexandria Real'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 Alexandria Real's market value can be influenced by many factors that don't directly affect Alexandria Real'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 Alexandria Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alexandria Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alexandria Real'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.
Alexandria Real '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 Alexandria Real'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 Alexandria Real.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Alexandria Real on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Alexandria Real Estate or generate 0.0% return on investment in Alexandria Real over 660 days. Alexandria Real is related to or competes with Vornado Realty, SL Green, Kilroy Realty, Highwoods Properties, Douglas Emmett, Hudson Pacific, and Cousins Properties. , an SP 500sup urban office real estate investment trust , is the first, longest-tenured, and pioneering owner, operator... More
Alexandria Real 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 Alexandria Real'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 Alexandria Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.06 |
Alexandria Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alexandria Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alexandria Real's standard deviation. In reality, there are many statistical measures that can use Alexandria Real historical prices to predict the future Alexandria Real's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.22) |
Alexandria Real Estate Backtested Returns
Alexandria Real Estate secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of standard deviation over the last 3 months. Alexandria Real Estate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alexandria Real's mean deviation of 1.11, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alexandria Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alexandria Real is expected to be smaller as well. At this point, Alexandria Real Estate has a negative expected return of -0.14%. Please make sure to confirm Alexandria Real's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Alexandria Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Alexandria Real Estate has virtually no predictability. Overlapping area represents the amount of predictability between Alexandria Real time series from 4th of February 2023 to 31st of December 2023 and 31st 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 Alexandria Real Estate price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Alexandria Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 20.08 |
Alexandria Real Estate lagged returns against current returns
Autocorrelation, which is Alexandria Real 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 Alexandria Real's stock expected returns. We can calculate the autocorrelation of Alexandria Real returns to help us make a trade decision. For example, suppose you find that Alexandria Real 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 |
Alexandria Real 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 Alexandria Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alexandria Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alexandria Real stock over time.
Current vs Lagged Prices |
| Timeline |
Alexandria Real Lagged Returns
When evaluating Alexandria Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alexandria Real stock have on its future price. Alexandria Real 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, Alexandria Real autocorrelation shows the relationship between Alexandria Real stock current value and its past values and can show if there is a momentum factor associated with investing in Alexandria Real Estate.
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.When determining whether Alexandria Real Estate is a strong investment it is important to analyze Alexandria Real's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Alexandria Real's future performance. For an informed investment choice regarding Alexandria Stock, refer to the following important reports:Check out Alexandria Real Correlation, Alexandria Real Volatility and Alexandria Real Alpha and Beta module to complement your research on Alexandria Real. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Alexandria Real 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.