Broadstone Net Lease Stock Market Value
| BNL Stock | USD 17.38 0.13 0.75% |
| Symbol | Broadstone |
Broadstone Net Lease Price To Book Ratio
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 Broadstone Net. If investors know Broadstone 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 Broadstone Net 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 (0.29) | Dividend Share 1.15 | Earnings Share 0.75 | Revenue Per Share 2.268 | Quarterly Revenue Growth (0.01) |
The market value of Broadstone Net Lease is measured differently than its book value, which is the value of Broadstone that is recorded on the company's balance sheet. Investors also form their own opinion of Broadstone Net's value that differs from its market value or its book value, called intrinsic value, which is Broadstone Net'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 Broadstone Net's market value can be influenced by many factors that don't directly affect Broadstone Net'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 Broadstone Net's value and its price as these two are different measures arrived at by different means. Investors typically determine if Broadstone Net is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Broadstone Net'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.
Broadstone Net '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 Broadstone Net'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 Broadstone Net.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Broadstone Net on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Broadstone Net Lease or generate 0.0% return on investment in Broadstone Net over 30 days. Broadstone Net is related to or competes with Armada Hflr, Brightspire Capital, Safehold, Essential Properties, CTO Realty, Armada Hoffler, and One Liberty. BNL is an internally-managed REIT that acquires, owns, and manages primarily single-tenant commercial real estate proper... More
Broadstone Net 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 Broadstone Net'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 Broadstone Net Lease upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.03 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.59 |
Broadstone Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Broadstone Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Broadstone Net's standard deviation. In reality, there are many statistical measures that can use Broadstone Net historical prices to predict the future Broadstone Net's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.11) |
Broadstone Net Lease Backtested Returns
Broadstone Net Lease secures Sharpe Ratio (or Efficiency) of -0.0593, which signifies that the company had a -0.0593% return per unit of risk over the last 3 months. Broadstone Net Lease exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Broadstone Net's Standard Deviation of 0.9909, risk adjusted performance of (0.02), and Mean Deviation of 0.7763 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Broadstone Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Broadstone Net is expected to be smaller as well. At this point, Broadstone Net Lease has a negative expected return of -0.0579%. Please make sure to confirm Broadstone Net's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Broadstone Net Lease performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Broadstone Net Lease has poor predictability. Overlapping area represents the amount of predictability between Broadstone Net time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Broadstone Net Lease price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Broadstone Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Broadstone Net Lease lagged returns against current returns
Autocorrelation, which is Broadstone Net 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 Broadstone Net's stock expected returns. We can calculate the autocorrelation of Broadstone Net returns to help us make a trade decision. For example, suppose you find that Broadstone Net 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 |
Broadstone Net 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 Broadstone Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Broadstone Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Broadstone Net stock over time.
Current vs Lagged Prices |
| Timeline |
Broadstone Net Lagged Returns
When evaluating Broadstone Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Broadstone Net stock have on its future price. Broadstone Net 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, Broadstone Net autocorrelation shows the relationship between Broadstone Net stock current value and its past values and can show if there is a momentum factor associated with investing in Broadstone Net Lease.
Regressed Prices |
| Timeline |
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Broadstone Net 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.