Saul Centers Preferred Stock Market Value
| BFS-PE Preferred Stock | USD 22.50 0.20 0.90% |
| Symbol | Saul |
Saul Centers '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 Saul Centers' 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 Saul Centers.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Saul Centers on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Saul Centers or generate 0.0% return on investment in Saul Centers over 720 days. Saul Centers is related to or competes with Saul Centers, Braemar Hotels, and Armada Hoffler. Saul Centers, Inc. is a self-managed, self-administered equity REIT headquartered in Bethesda, Maryland, which currently... More
Saul Centers 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 Saul Centers' 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 Saul Centers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0179 | |||
| Maximum Drawdown | 5.7 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.94 |
Saul Centers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saul Centers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saul Centers' standard deviation. In reality, there are many statistical measures that can use Saul Centers historical prices to predict the future Saul Centers' volatility.| Risk Adjusted Performance | 0.0904 | |||
| Jensen Alpha | 0.1358 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | (0.75) |
Saul Centers Backtested Returns
At this point, Saul Centers is very steady. Saul Centers owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0791, which indicates the firm had a 0.0791% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Saul Centers, which you can use to evaluate the volatility of the company. Please validate Saul Centers' Semi Deviation of 1.02, risk adjusted performance of 0.0904, and Coefficient Of Variation of 875.42 to confirm if the risk estimate we provide is consistent with the expected return of 0.0898%. Saul Centers has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Saul Centers are expected to decrease at a much lower rate. During the bear market, Saul Centers is likely to outperform the market. Saul Centers right now has a risk of 1.14%. Please validate Saul Centers expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Saul Centers will be following its existing price patterns.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Saul Centers has insignificant reverse predictability. Overlapping area represents the amount of predictability between Saul Centers 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 Saul Centers price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Saul Centers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Saul Centers lagged returns against current returns
Autocorrelation, which is Saul Centers 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 Saul Centers' preferred stock expected returns. We can calculate the autocorrelation of Saul Centers returns to help us make a trade decision. For example, suppose you find that Saul Centers 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 |
Saul Centers 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 Saul Centers preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saul Centers preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saul Centers preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Saul Centers Lagged Returns
When evaluating Saul Centers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saul Centers preferred stock have on its future price. Saul Centers 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, Saul Centers autocorrelation shows the relationship between Saul Centers preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Saul Centers.
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.Other Information on Investing in Saul Preferred Stock
Saul Centers financial ratios help investors to determine whether Saul 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 Saul with respect to the benefits of owning Saul Centers security.