Boston Properties Stock Market Value
| BXP Stock | USD 80.66 0.11 0.14% |
| Symbol | Boston |
Boston Properties 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 Boston Properties. If investors know Boston 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 Boston Properties 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 (0.23) | Dividend Share 3.92 | Earnings Share 2.3 | Revenue Per Share 21.276 | Quarterly Revenue Growth 0.037 |
The market value of Boston Properties is measured differently than its book value, which is the value of Boston that is recorded on the company's balance sheet. Investors also form their own opinion of Boston Properties' value that differs from its market value or its book value, called intrinsic value, which is Boston Properties' 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 Boston Properties' market value can be influenced by many factors that don't directly affect Boston Properties' 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 Boston Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Boston Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Boston Properties' 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.
Boston Properties '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 Boston Properties' 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 Boston Properties.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Boston Properties on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Boston Properties or generate 0.0% return on investment in Boston Properties over 660 days. Boston Properties is related to or competes with SL Green, Douglas Emmett, Kilroy Realty, Alexandria Real, Vornado Realty, Brandywine Realty, and Hudson Pacific. Boston Properties is the largest publicly-held developer and owner of Class A office properties in the United States, co... More
Boston Properties 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 Boston Properties' 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 Boston Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0648 | |||
| Maximum Drawdown | 7.16 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.38 |
Boston Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Properties' standard deviation. In reality, there are many statistical measures that can use Boston Properties historical prices to predict the future Boston Properties' volatility.| Risk Adjusted Performance | 0.1232 | |||
| Jensen Alpha | 0.1332 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0556 | |||
| Treynor Ratio | 0.3168 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boston Properties' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Boston Properties Backtested Returns
Currently, Boston Properties is very steady. Boston Properties secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Boston Properties, which you can use to evaluate the volatility of the firm. Please confirm Boston Properties' Downside Deviation of 1.7, risk adjusted performance of 0.1232, and Mean Deviation of 1.1 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Boston Properties has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Boston Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Boston Properties is expected to be smaller as well. Boston Properties right now shows a risk of 1.43%. Please confirm Boston Properties expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Boston Properties will be following its price patterns.
Auto-correlation | 0.28 |
Poor predictability
Boston Properties has poor predictability. Overlapping area represents the amount of predictability between Boston Properties time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Boston Properties price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Boston Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 80.61 |
Boston Properties lagged returns against current returns
Autocorrelation, which is Boston Properties 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 Boston Properties' stock expected returns. We can calculate the autocorrelation of Boston Properties returns to help us make a trade decision. For example, suppose you find that Boston Properties 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 |
Boston Properties 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 Boston Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Boston Properties Lagged Returns
When evaluating Boston Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Properties stock have on its future price. Boston Properties 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, Boston Properties autocorrelation shows the relationship between Boston Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Boston Properties.
Regressed Prices |
| Timeline |
Pair Trading with Boston Properties
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Boston Properties position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Boston Properties will appreciate offsetting losses from the drop in the long position's value.Moving together with Boston Stock
Moving against Boston Stock
| 0.68 | RC | Ready Capital Corp Sell-off Trend | PairCorr |
| 0.62 | AHT-PH | Ashford Hospitality Trust | PairCorr |
| 0.51 | UK | Ucommune International | PairCorr |
| 0.34 | FR | First Industrial Realty | PairCorr |
The ability to find closely correlated positions to Boston Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Boston Properties when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Boston Properties - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Boston Properties to buy it.
The correlation of Boston Properties is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Boston Properties moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Boston Properties moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Boston Properties can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Boston Stock Analysis
When running Boston Properties' price analysis, check to measure Boston Properties' 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 Boston Properties is operating at the current time. Most of Boston Properties' value examination focuses on studying past and present price action to predict the probability of Boston Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boston Properties' price. Additionally, you may evaluate how the addition of Boston Properties to your portfolios can decrease your overall portfolio volatility.