Creative Media Community Stock Market Value
| CMCT Stock | USD 0.25 0.02 8.70% |
| Symbol | Creative |
Creative Media Community 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 Creative Media. If investors know Creative 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 Creative Media listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (3.02) | Revenue Per Share 5.455 | Quarterly Revenue Growth 0.116 | Return On Assets 0.0078 | Return On Equity (0.08) |
The market value of Creative Media Community is measured differently than its book value, which is the value of Creative that is recorded on the company's balance sheet. Investors also form their own opinion of Creative Media's value that differs from its market value or its book value, called intrinsic value, which is Creative Media'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 Creative Media's market value can be influenced by many factors that don't directly affect Creative Media'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 Creative Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Creative Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Creative Media'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.
Creative Media '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 Creative Media'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 Creative Media.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Creative Media on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Creative Media Community or generate 0.0% return on investment in Creative Media over 30 days. Creative Media is related to or competes with Cousins Properties, Highwoods Properties, Douglas Emmett, Equity Commonwealth, Kilroy Realty, Equity Commonwealth, and Franklin Street. Creative Media Community Trust Corporation is a real estate investment trust that primarily acquires, owns, and operates... More
Creative Media 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 Creative Media'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 Creative Media Community upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 62.92 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 8.7 |
Creative Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Creative Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Creative Media's standard deviation. In reality, there are many statistical measures that can use Creative Media historical prices to predict the future Creative Media's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (2.71) | |||
| Total Risk Alpha | (3.74) | |||
| Treynor Ratio | (1.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Creative Media'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.
Creative Media Community Backtested Returns
Creative Media Community secures Sharpe Ratio (or Efficiency) of -0.25, which signifies that the company had a -0.25% return per unit of standard deviation over the last 3 months. Creative Media Community exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Creative Media's mean deviation of 5.67, and Risk Adjusted Performance of (0.18) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.44, 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, Creative Media will likely underperform. At this point, Creative Media Community has a negative expected return of -2.53%. Please make sure to confirm Creative Media's total risk alpha and the relationship between the skewness and relative strength index , to decide if Creative Media Community performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.70 |
Good predictability
Creative Media Community has good predictability. Overlapping area represents the amount of predictability between Creative Media 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 Creative Media Community price movement. The serial correlation of 0.7 indicates that around 70.0% of current Creative Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Creative Media Community lagged returns against current returns
Autocorrelation, which is Creative Media 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 Creative Media's stock expected returns. We can calculate the autocorrelation of Creative Media returns to help us make a trade decision. For example, suppose you find that Creative Media 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 |
Creative Media 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 Creative Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Creative Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Creative Media stock over time.
Current vs Lagged Prices |
| Timeline |
Creative Media Lagged Returns
When evaluating Creative Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Creative Media stock have on its future price. Creative Media 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, Creative Media autocorrelation shows the relationship between Creative Media stock current value and its past values and can show if there is a momentum factor associated with investing in Creative Media Community.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Creative Stock Analysis
When running Creative Media's price analysis, check to measure Creative Media'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 Creative Media is operating at the current time. Most of Creative Media's value examination focuses on studying past and present price action to predict the probability of Creative Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Creative Media's price. Additionally, you may evaluate how the addition of Creative Media to your portfolios can decrease your overall portfolio volatility.