Chatham Lodging Trust Stock Market Value
| CLDT Stock | USD 9.30 0.09 0.98% |
| Symbol | Chatham |
Chatham Lodging Trust Price To Book Ratio
Is Hotel & Resort 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 Chatham Lodging. If investors know Chatham 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 Chatham Lodging 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 (0.58) | Dividend Share 0.28 | Earnings Share (0.22) | Revenue Per Share 6.408 | Quarterly Revenue Growth 0.005 |
The market value of Chatham Lodging Trust is measured differently than its book value, which is the value of Chatham that is recorded on the company's balance sheet. Investors also form their own opinion of Chatham Lodging's value that differs from its market value or its book value, called intrinsic value, which is Chatham Lodging'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 Chatham Lodging's market value can be influenced by many factors that don't directly affect Chatham Lodging'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 Chatham Lodging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chatham Lodging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chatham Lodging'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.
Chatham Lodging '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 Chatham Lodging'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 Chatham Lodging.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Chatham Lodging on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Chatham Lodging Trust or generate 0.0% return on investment in Chatham Lodging over 30 days. Chatham Lodging is related to or competes with Summit Hotel, RLJ Lodging, Pebblebrook Hotel, and Whitestone REIT. Chatham Lodging Trust is a self-advised, publicly traded real estate investment trust focused primarily on investing in ... More
Chatham Lodging 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 Chatham Lodging'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 Chatham Lodging Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.0155 | |||
| Maximum Drawdown | 11.57 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 3.3 |
Chatham Lodging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chatham Lodging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chatham Lodging's standard deviation. In reality, there are many statistical measures that can use Chatham Lodging historical prices to predict the future Chatham Lodging's volatility.| Risk Adjusted Performance | 0.0648 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0213 | |||
| Treynor Ratio | 0.0935 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chatham Lodging's 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.
Chatham Lodging Trust Backtested Returns
Chatham Lodging appears to be not too volatile, given 3 months investment horizon. Chatham Lodging Trust secures Sharpe Ratio (or Efficiency) of 0.0937, which signifies that the company had a 0.0937% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Chatham Lodging Trust, which you can use to evaluate the volatility of the firm. Please makes use of Chatham Lodging's risk adjusted performance of 0.0648, and Mean Deviation of 1.42 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chatham Lodging holds a performance score of 7. The firm shows a Beta (market volatility) of 1.62, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Chatham Lodging will likely underperform. Please check Chatham Lodging's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Chatham Lodging's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Chatham Lodging Trust has good predictability. Overlapping area represents the amount of predictability between Chatham Lodging 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 Chatham Lodging Trust price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Chatham Lodging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Chatham Lodging Trust lagged returns against current returns
Autocorrelation, which is Chatham Lodging 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 Chatham Lodging's stock expected returns. We can calculate the autocorrelation of Chatham Lodging returns to help us make a trade decision. For example, suppose you find that Chatham Lodging 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 |
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Chatham Lodging 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 Chatham Lodging stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chatham Lodging stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chatham Lodging stock over time.
Current vs Lagged Prices |
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Chatham Lodging Lagged Returns
When evaluating Chatham Lodging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chatham Lodging stock have on its future price. Chatham Lodging 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, Chatham Lodging autocorrelation shows the relationship between Chatham Lodging stock current value and its past values and can show if there is a momentum factor associated with investing in Chatham Lodging Trust.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Chatham Stock Analysis
When running Chatham Lodging's price analysis, check to measure Chatham Lodging'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 Chatham Lodging is operating at the current time. Most of Chatham Lodging's value examination focuses on studying past and present price action to predict the probability of Chatham Lodging's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chatham Lodging's price. Additionally, you may evaluate how the addition of Chatham Lodging to your portfolios can decrease your overall portfolio volatility.