Bluerock Homes Trust Stock Market Value
| BHM Stock | USD 13.96 0.19 1.34% |
| Symbol | Bluerock |
Bluerock Homes Trust Price To Book Ratio
Is Real Estate Management & Development 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 Bluerock Homes. If investors know Bluerock 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 Bluerock Homes listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.98) | Revenue Per Share 14.528 | Quarterly Revenue Growth 0.168 | Return On Assets (0) | Return On Equity (0.04) |
The market value of Bluerock Homes Trust is measured differently than its book value, which is the value of Bluerock that is recorded on the company's balance sheet. Investors also form their own opinion of Bluerock Homes' value that differs from its market value or its book value, called intrinsic value, which is Bluerock 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 Bluerock Homes' market value can be influenced by many factors that don't directly affect Bluerock 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 Bluerock Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine if Bluerock Homes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bluerock 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.
Bluerock 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 Bluerock 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 Bluerock Homes.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Bluerock Homes on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Bluerock Homes Trust or generate 0.0% return on investment in Bluerock Homes over 720 days. Bluerock Homes is related to or competes with Nexpoint Residential, Clipper Realty, Centerspace, Equity Lifestyle, Independence Realty, BRT Realty, and Elme Communities. Bluerock Homes is entity of United States More
Bluerock 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 Bluerock 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 Bluerock Homes Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 13.8 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 4.27 |
Bluerock Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bluerock Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bluerock Homes' standard deviation. In reality, there are many statistical measures that can use Bluerock Homes historical prices to predict the future Bluerock Homes' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.78) |
Bluerock Homes Trust Backtested Returns
Bluerock Homes Trust secures Sharpe Ratio (or Efficiency) of -0.0701, which signifies that the company had a -0.0701% return per unit of risk over the last 3 months. Bluerock Homes Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bluerock Homes' Standard Deviation of 2.31, mean deviation of 1.6, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bluerock Homes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bluerock Homes is expected to be smaller as well. At this point, Bluerock Homes Trust has a negative expected return of -0.16%. Please make sure to confirm Bluerock Homes' skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Bluerock Homes Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Bluerock Homes Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Bluerock Homes 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 Bluerock Homes Trust price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Bluerock Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 2.66 |
Bluerock Homes Trust lagged returns against current returns
Autocorrelation, which is Bluerock 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 Bluerock Homes' stock expected returns. We can calculate the autocorrelation of Bluerock Homes returns to help us make a trade decision. For example, suppose you find that Bluerock 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 |
Bluerock 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 Bluerock Homes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bluerock Homes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bluerock Homes stock over time.
Current vs Lagged Prices |
| Timeline |
Bluerock Homes Lagged Returns
When evaluating Bluerock Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bluerock Homes stock have on its future price. Bluerock 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, Bluerock Homes autocorrelation shows the relationship between Bluerock Homes stock current value and its past values and can show if there is a momentum factor associated with investing in Bluerock Homes Trust.
Regressed Prices |
| Timeline |
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Bluerock 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.