Cedar Realty Trust Preferred Stock Market Value
| CDR-PB Preferred Stock | USD 15.59 0.66 4.06% |
| Symbol | Cedar |
Cedar 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 Cedar Realty's 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 Cedar Realty.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Cedar Realty on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Cedar Realty Trust or generate 0.0% return on investment in Cedar Realty over 30 days. Cedar Realty is related to or competes with Saul Centers, Kimco Realty, Wheeler Real, Macerich, Simon Property, Realty Income, and Brixmor Property. Cedar Realty Trust, Inc. is a fully-integrated real estate investment trust which focuses on the ownership, operation an... More
Cedar 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 Cedar Realty's 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 Cedar Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.23 | |||
| Information Ratio | 0.0683 | |||
| Maximum Drawdown | 13.67 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 4.28 |
Cedar Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cedar Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cedar Realty's standard deviation. In reality, there are many statistical measures that can use Cedar Realty historical prices to predict the future Cedar Realty's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 0.2663 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0559 | |||
| Treynor Ratio | (102.32) |
Cedar Realty Trust Backtested Returns
Cedar Realty appears to be somewhat reliable, given 3 months investment horizon. Cedar Realty Trust secures Sharpe Ratio (or Efficiency) of 0.0748, which signifies that the company had a 0.0748% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Cedar Realty Trust, which you can use to evaluate the volatility of the firm. Please makes use of Cedar Realty's mean deviation of 1.83, and Risk Adjusted Performance of 0.0858 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cedar Realty holds a performance score of 5. The firm shows a Beta (market volatility) of -0.0026, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cedar Realty are expected to decrease at a much lower rate. During the bear market, Cedar Realty is likely to outperform the market. Please check Cedar Realty's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Cedar Realty's price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Cedar Realty Trust has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cedar Realty time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 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 Cedar Realty Trust price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Cedar Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Cedar Realty Trust lagged returns against current returns
Autocorrelation, which is Cedar Realty 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 Cedar Realty's preferred stock expected returns. We can calculate the autocorrelation of Cedar Realty returns to help us make a trade decision. For example, suppose you find that Cedar Realty 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 |
Cedar 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 Cedar Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cedar Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cedar Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Cedar Realty Lagged Returns
When evaluating Cedar Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cedar Realty preferred stock have on its future price. Cedar 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, Cedar Realty autocorrelation shows the relationship between Cedar Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Cedar Realty Trust.
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 Cedar Preferred Stock
Cedar Realty financial ratios help investors to determine whether Cedar 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 Cedar with respect to the benefits of owning Cedar Realty security.