EPR Properties' market value is the price at which a share of EPR Properties trades on a public exchange. It measures the collective expectations of EPR Properties investors about its performance. EPR Properties is trading at 20.00 as of the 31st of January 2025. This is a 0.15 percent up since the beginning of the trading day. The preferred stock's lowest day price was 19.75. With this module, you can estimate the performance of a buy and hold strategy of EPR Properties and determine expected loss or profit from investing in EPR Properties over a given investment horizon. Check out EPR Properties Correlation, EPR Properties Volatility and EPR Properties Alpha and Beta module to complement your research on EPR Properties.
Please note, there is a significant difference between EPR Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if EPR Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EPR Properties' 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.
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.
0.00
02/11/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/31/2025
0.00
If you would invest 0.00 in EPR Properties on February 11, 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 720 days. EPR Properties is related to or competes with Digital Realty, Digital Realty, Gladstone Land, EPR Properties, Digital Realty, EPR Properties, and Farmland Partners. 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.
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.
EPR Properties secures Sharpe Ratio (or Efficiency) of -0.0659, which denotes the company had a -0.0659 % return per unit of volatility over the last 3 months. EPR Properties exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EPR Properties' Standard Deviation of 1.2, market risk adjusted performance of (0.21), and Mean Deviation of 0.7646 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. 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. At this point, EPR Properties has a negative expected return of -0.079%. Please make sure to confirm EPR Properties' value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to decide if EPR Properties performance from the past will be repeated at future time.
Auto-correlation
0.21
Weak predictability
EPR Properties has weak predictability. Overlapping area represents the amount of predictability between EPR Properties time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 2025. 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 0.21 indicates that over 21.0% of current EPR Properties price fluctuation can be explain by its past prices.
Correlation Coefficient
0.21
Spearman Rank Test
0.3
Residual Average
0.0
Price Variance
2.39
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.
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.