Epr Properties Preferred Stock Market Value
| EPR-PC Preferred Stock | USD 21.46 0.22 1.04% |
| Symbol | EPR |
EPR Properties '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 EPR Properties' 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 EPR Properties.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in EPR Properties on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding EPR Properties or generate 0.0% return on investment in EPR Properties over 510 days. EPR Properties is related to or competes with EPR Properties, EPR Properties, and Lexington Realty. EPR Properties is a specialty real estate investment trust that invests in properties in select market segments which re... More
EPR Properties 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 EPR Properties' 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 EPR Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9505 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.43 |
EPR Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPR Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPR Properties' standard deviation. In reality, there are many statistical measures that can use EPR Properties historical prices to predict the future EPR Properties' volatility.| Risk Adjusted Performance | 0.0218 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0633 |
EPR Properties Backtested Returns
At this point, EPR Properties is very steady. EPR Properties secures Sharpe Ratio (or Efficiency) of 0.0133, which denotes the company had a 0.0133% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for EPR Properties, which you can use to evaluate the volatility of the firm. Please confirm EPR Properties' Market Risk Adjusted Performance of 0.0733, mean deviation of 0.7318, and Downside Deviation of 0.9505 to check if the risk estimate we provide is consistent with the expected return of 0.012%. EPR Properties has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, EPR Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding EPR Properties is expected to be smaller as well. EPR Properties currently shows a risk of 0.9%. Please confirm EPR Properties semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if EPR Properties will be following its price patterns.
Auto-correlation | 0.56 |
Modest predictability
EPR Properties has modest predictability. Overlapping area represents the amount of predictability between EPR Properties time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 EPR Properties price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current EPR Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.15 |
EPR Properties lagged returns against current returns
Autocorrelation, which is EPR Properties 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 EPR Properties' preferred stock expected returns. We can calculate the autocorrelation of EPR Properties returns to help us make a trade decision. For example, suppose you find that EPR Properties 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 |
EPR Properties 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 EPR Properties preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EPR Properties preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EPR Properties preferred stock over time.
Current vs Lagged Prices |
| Timeline |
EPR Properties Lagged Returns
When evaluating EPR Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EPR Properties preferred stock have on its future price. EPR Properties 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, EPR Properties autocorrelation shows the relationship between EPR Properties preferred stock current value and its past values and can show if there is a momentum factor associated with investing in EPR Properties.
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 EPR Preferred Stock
EPR Properties financial ratios help investors to determine whether EPR 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 EPR with respect to the benefits of owning EPR Properties security.