Apollo Commercial Real Stock Market Value
| ARI Stock | USD 9.20 0.08 0.88% |
| Symbol | Apollo |
Is Trading 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 Apollo Commercial. If investors know Apollo 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 Apollo Commercial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Apollo Commercial Real is measured differently than its book value, which is the value of Apollo that is recorded on the company's balance sheet. Investors also form their own opinion of Apollo Commercial's value that differs from its market value or its book value, called intrinsic value, which is Apollo Commercial'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 Apollo Commercial's market value can be influenced by many factors that don't directly affect Apollo Commercial'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 Apollo Commercial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Apollo Commercial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Apollo Commercial'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.
Apollo Commercial '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 Apollo Commercial'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 Apollo Commercial.
| 08/24/2024 |
| 11/22/2024 |
If you would invest 0.00 in Apollo Commercial on August 24, 2024 and sell it all today you would earn a total of 0.00 from holding Apollo Commercial Real or generate 0.0% return on investment in Apollo Commercial over 90 days. Apollo Commercial is related to or competes with Ares Commercial, PennyMac Mortgage, Blackstone Mortgage, Starwood Property, and Ladder Capital. Apollo Commercial Real Estate Finance, Inc More
Apollo Commercial 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 Apollo Commercial'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 Apollo Commercial Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.94 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.47 |
Apollo Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apollo Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apollo Commercial's standard deviation. In reality, there are many statistical measures that can use Apollo Commercial historical prices to predict the future Apollo Commercial's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (1.28) |
Apollo Commercial Real Backtested Returns
Apollo Commercial Real secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of risk over the last 3 months. Apollo Commercial Real exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Apollo Commercial's Mean Deviation of 0.9307, risk adjusted performance of (0.07), and Standard Deviation of 1.39 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Apollo Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Apollo Commercial is expected to be smaller as well. At this point, Apollo Commercial Real has a negative expected return of -0.14%. Please make sure to confirm Apollo Commercial's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if Apollo Commercial Real performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Apollo Commercial Real has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Apollo Commercial time series from 24th of August 2024 to 8th of October 2024 and 8th of October 2024 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 Apollo Commercial Real price movement. The serial correlation of -0.77 indicates that around 77.0% of current Apollo Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Apollo Commercial Real lagged returns against current returns
Autocorrelation, which is Apollo Commercial 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 Apollo Commercial's stock expected returns. We can calculate the autocorrelation of Apollo Commercial returns to help us make a trade decision. For example, suppose you find that Apollo Commercial 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 |
Apollo Commercial 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 Apollo Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apollo Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apollo Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Apollo Commercial Lagged Returns
When evaluating Apollo Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apollo Commercial stock have on its future price. Apollo Commercial 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, Apollo Commercial autocorrelation shows the relationship between Apollo Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Apollo Commercial Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Apollo Commercial Real offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Apollo Commercial's 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 Apollo Commercial Real Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Apollo Commercial Real Stock:Check out Apollo Commercial Correlation, Apollo Commercial Volatility and Apollo Commercial Alpha and Beta module to complement your research on Apollo Commercial. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Apollo Commercial 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.