Brt Realty Trust Stock Market Value
| BRT Stock | USD 19.74 0.02 0.10% |
| Symbol | BRT |
BRT Realty Trust Price To Book Ratio
Is Multi-Family Residential 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 BRT Realty. If investors know BRT 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 BRT Realty 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 (0.70) | Dividend Share 1 | Earnings Share (0.55) | Revenue Per Share 5.468 | Quarterly Revenue Growth 0.02 |
The market value of BRT Realty Trust is measured differently than its book value, which is the value of BRT that is recorded on the company's balance sheet. Investors also form their own opinion of BRT Realty's value that differs from its market value or its book value, called intrinsic value, which is BRT Realty'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 BRT Realty's market value can be influenced by many factors that don't directly affect BRT Realty'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 BRT Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRT Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRT Realty'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.
BRT Realty '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 BRT Realty'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 BRT Realty.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in BRT Realty on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding BRT Realty Trust or generate 0.0% return on investment in BRT Realty over 180 days. BRT Realty is related to or competes with Essex Property, Mid America, Camden Property, UDR, and Nexpoint Residential. BRT is a real estate investment trust that owns, operates and develops multi-family properties More
BRT Realty 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 BRT Realty'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 BRT Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0171 | |||
| Maximum Drawdown | 10.29 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.7 |
BRT Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRT Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRT Realty's standard deviation. In reality, there are many statistical measures that can use BRT Realty historical prices to predict the future BRT Realty's volatility.| Risk Adjusted Performance | 0.0725 | |||
| Jensen Alpha | 0.1359 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0223 | |||
| Treynor Ratio | 1.09 |
BRT Realty Trust Backtested Returns
Currently, BRT Realty Trust is very steady. BRT Realty Trust secures Sharpe Ratio (or Efficiency) of 0.0732, which signifies that the company had a 0.0732% return per unit of volatility over the last 3 months. We have found thirty technical indicators for BRT Realty Trust, which you can use to evaluate the volatility of the firm. Please confirm BRT Realty's risk adjusted performance of 0.0725, and Mean Deviation of 1.41 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. BRT Realty has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BRT Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding BRT Realty is expected to be smaller as well. BRT Realty Trust currently shows a risk of 1.86%. Please confirm BRT Realty Trust skewness, and the relationship between the value at risk and day median price , to decide if BRT Realty Trust will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
BRT Realty Trust has weak reverse predictability. Overlapping area represents the amount of predictability between BRT Realty time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 BRT Realty Trust price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current BRT Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
BRT Realty Trust lagged returns against current returns
Autocorrelation, which is BRT Realty 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 BRT Realty's stock expected returns. We can calculate the autocorrelation of BRT Realty returns to help us make a trade decision. For example, suppose you find that BRT Realty 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 |
BRT Realty 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 BRT Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRT Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRT Realty stock over time.
Current vs Lagged Prices |
| Timeline |
BRT Realty Lagged Returns
When evaluating BRT Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRT Realty stock have on its future price. BRT Realty 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, BRT Realty autocorrelation shows the relationship between BRT Realty stock current value and its past values and can show if there is a momentum factor associated with investing in BRT Realty Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BRT Stock Analysis
When running BRT Realty's price analysis, check to measure BRT Realty's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BRT Realty is operating at the current time. Most of BRT Realty's value examination focuses on studying past and present price action to predict the probability of BRT Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRT Realty's price. Additionally, you may evaluate how the addition of BRT Realty to your portfolios can decrease your overall portfolio volatility.