Cto Realty Growth Preferred Stock Market Value
| CTO-PA Preferred Stock | USD 23.70 0.17 0.72% |
| Symbol | CTO |
CTO 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 CTO 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 CTO Realty.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in CTO Realty on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding CTO Realty Growth or generate 0.0% return on investment in CTO Realty over 270 days. CTO Realty is related to or competes with City Office, Armada Hoffler, Digital Realty, Global Net, and Braemar Hotels. CTO Realty Growth, Inc. is a Florida-based publicly traded real estate company, which owns income properties comprised o... More
CTO 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 CTO 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 CTO Realty Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.11 |
CTO Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTO Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CTO Realty's standard deviation. In reality, there are many statistical measures that can use CTO Realty historical prices to predict the future CTO Realty's volatility.| Risk Adjusted Performance | 0.0506 | |||
| Jensen Alpha | 0.0555 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.5111 |
CTO Realty Growth Backtested Returns
At this point, CTO Realty is very steady. CTO Realty Growth secures Sharpe Ratio (or Efficiency) of 0.0533, which signifies that the company had a 0.0533% return per unit of risk over the last 3 months. We have found thirty technical indicators for CTO Realty Growth, which you can use to evaluate the volatility of the firm. Please confirm CTO Realty's mean deviation of 0.9858, and Risk Adjusted Performance of 0.0506 to double-check if the risk estimate we provide is consistent with the expected return of 0.0741%. CTO Realty has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CTO Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding CTO Realty is expected to be smaller as well. CTO Realty Growth currently shows a risk of 1.39%. Please confirm CTO Realty Growth total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if CTO Realty Growth will be following its price patterns.
Auto-correlation | 0.49 |
Average predictability
CTO Realty Growth has average predictability. Overlapping area represents the amount of predictability between CTO Realty time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 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 CTO Realty Growth price movement. The serial correlation of 0.49 indicates that about 49.0% of current CTO Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.8 |
CTO Realty Growth lagged returns against current returns
Autocorrelation, which is CTO 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 CTO Realty's preferred stock expected returns. We can calculate the autocorrelation of CTO Realty returns to help us make a trade decision. For example, suppose you find that CTO 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 |
CTO 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 CTO Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CTO 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 CTO Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
CTO Realty Lagged Returns
When evaluating CTO Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CTO Realty preferred stock have on its future price. CTO 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, CTO Realty autocorrelation shows the relationship between CTO Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in CTO Realty Growth.
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 CTO Preferred Stock
CTO Realty financial ratios help investors to determine whether CTO 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 CTO with respect to the benefits of owning CTO Realty security.