Clipper Realty Stock Market Value
| CLPR Stock | USD 5.16 0.07 1.38% |
| Symbol | Clipper |
Clipper Realty 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 Clipper Realty. If investors know Clipper 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 Clipper Realty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.38 | Earnings Share (0.29) | Revenue Per Share 9.06 | Quarterly Revenue Growth 0.071 | Return On Assets 0.0192 |
The market value of Clipper Realty is measured differently than its book value, which is the value of Clipper that is recorded on the company's balance sheet. Investors also form their own opinion of Clipper Realty's value that differs from its market value or its book value, called intrinsic value, which is Clipper 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 Clipper Realty's market value can be influenced by many factors that don't directly affect Clipper 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 Clipper Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Clipper Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Clipper 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.
Clipper 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 Clipper 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 Clipper Realty.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Clipper Realty on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Clipper Realty or generate 0.0% return on investment in Clipper Realty over 30 days. Clipper Realty is related to or competes with Nexpoint Residential, Centerspace, UDR, BRT Realty, Elme Communities, Equity Lifestyle, and Apartment Investment. is a self-administered and self-managed real estate company that acquires, owns, manages, operates and repositions multi... More
Clipper 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 Clipper 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 Clipper Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.0376 | |||
| Maximum Drawdown | 20.26 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 6.43 |
Clipper Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clipper Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clipper Realty's standard deviation. In reality, there are many statistical measures that can use Clipper Realty historical prices to predict the future Clipper Realty's volatility.| Risk Adjusted Performance | 0.0617 | |||
| Jensen Alpha | 0.2561 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.037 | |||
| Treynor Ratio | (0.69) |
Clipper Realty Backtested Returns
Clipper Realty appears to be slightly risky, given 3 months investment horizon. Clipper Realty secures Sharpe Ratio (or Efficiency) of 0.0624, which signifies that the company had a 0.0624% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Clipper Realty, which you can use to evaluate the volatility of the firm. Please makes use of Clipper Realty's Downside Deviation of 3.36, mean deviation of 2.43, and Risk Adjusted Performance of 0.0617 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Clipper Realty holds a performance score of 4. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Clipper Realty are expected to decrease at a much lower rate. During the bear market, Clipper Realty is likely to outperform the market. Please check Clipper Realty's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Clipper Realty's price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Clipper Realty has good predictability. Overlapping area represents the amount of predictability between Clipper Realty time series from 24th of October 2024 to 8th of November 2024 and 8th of November 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 Clipper Realty price movement. The serial correlation of 0.71 indicates that around 71.0% of current Clipper Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Clipper Realty lagged returns against current returns
Autocorrelation, which is Clipper 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 Clipper Realty's stock expected returns. We can calculate the autocorrelation of Clipper Realty returns to help us make a trade decision. For example, suppose you find that Clipper 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 |
Clipper 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 Clipper Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clipper Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clipper Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Clipper Realty Lagged Returns
When evaluating Clipper Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clipper Realty stock have on its future price. Clipper 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, Clipper Realty autocorrelation shows the relationship between Clipper Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Clipper Realty.
Regressed Prices |
| Timeline |
Pair Trading with Clipper Realty
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 Clipper Realty 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 Clipper Realty will appreciate offsetting losses from the drop in the long position's value.Moving together with Clipper Stock
Moving against Clipper Stock
| 0.73 | AHT | Ashford Hospitality Trust | PairCorr |
| 0.35 | HPP | Hudson Pacific Properties Buyout Trend | PairCorr |
| 0.32 | OPI | Office Properties Income | PairCorr |
The ability to find closely correlated positions to Clipper Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Clipper Realty 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 Clipper Realty - 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 Clipper Realty to buy it.
The correlation of Clipper Realty 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 Clipper Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Clipper Realty 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 Clipper Realty 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 Clipper Stock Analysis
When running Clipper Realty's price analysis, check to measure Clipper 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 Clipper Realty is operating at the current time. Most of Clipper Realty's value examination focuses on studying past and present price action to predict the probability of Clipper 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 Clipper Realty's price. Additionally, you may evaluate how the addition of Clipper Realty to your portfolios can decrease your overall portfolio volatility.