Essential Properties Realty Stock Market Value
| EPRT Stock | USD 32.20 0.73 2.32% |
| Symbol | Essential |
Essential Properties 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 Essential Properties. If investors know Essential 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 Essential Properties listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.06) | Dividend Share 1.15 | Earnings Share 1.14 | Revenue Per Share | Quarterly Revenue Growth 0.278 |
The market value of Essential Properties is measured differently than its book value, which is the value of Essential that is recorded on the company's balance sheet. Investors also form their own opinion of Essential Properties' value that differs from its market value or its book value, called intrinsic value, which is Essential Properties' 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 Essential Properties' market value can be influenced by many factors that don't directly affect Essential Properties' 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 Essential Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Essential Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Essential 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.
Essential 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 Essential Properties' 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 Essential Properties.
| 03/12/2023 |
| 01/30/2025 |
If you would invest 0.00 in Essential Properties on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Essential Properties Realty or generate 0.0% return on investment in Essential Properties over 690 days. Essential Properties is related to or competes with Armada Hflr, CTO Realty, Brightspire Capital, Broadstone Net, Safehold, Armada Hoffler, and One Liberty. Essential Properties Realty Trust, Inc., a real estate company, acquires, owns, and manages single-tenant properties in ... More
Essential 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 Essential Properties' 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 Essential Properties Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.29 |
Essential Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Essential Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Essential Properties' standard deviation. In reality, there are many statistical measures that can use Essential Properties historical prices to predict the future Essential Properties' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.30) |
Essential Properties Backtested Returns
Currently, Essential Properties Realty is very steady. Essential Properties secures Sharpe Ratio (or Efficiency) of 0.0378, which denotes the company had a 0.0378 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Essential Properties Realty, which you can use to evaluate the volatility of the firm. Please confirm Essential Properties' Variance of 2.01, mean deviation of 1.11, and Standard Deviation of 1.42 to check if the risk estimate we provide is consistent with the expected return of 0.0551%. Essential Properties has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Essential Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Essential Properties is expected to be smaller as well. Essential Properties right now shows a risk of 1.46%. Please confirm Essential Properties total risk alpha, accumulation distribution, as well as the relationship between the Accumulation Distribution and period momentum indicator , to decide if Essential Properties will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Essential Properties Realty has very weak reverse predictability. Overlapping area represents the amount of predictability between Essential Properties time series from 12th of March 2023 to 20th of February 2024 and 20th of February 2024 to 30th 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 Essential Properties price movement. The serial correlation of -0.02 indicates that only 2.0% of current Essential Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 10.9 |
Essential Properties lagged returns against current returns
Autocorrelation, which is Essential Properties 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 Essential Properties' stock expected returns. We can calculate the autocorrelation of Essential Properties returns to help us make a trade decision. For example, suppose you find that Essential Properties 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 |
Essential 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 Essential Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Essential Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Essential Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Essential Properties Lagged Returns
When evaluating Essential Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Essential Properties stock have on its future price. Essential 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, Essential Properties autocorrelation shows the relationship between Essential Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Essential Properties Realty.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Essential Stock Analysis
When running Essential Properties' price analysis, check to measure Essential Properties' 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 Essential Properties is operating at the current time. Most of Essential Properties' value examination focuses on studying past and present price action to predict the probability of Essential Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Essential Properties' price. Additionally, you may evaluate how the addition of Essential Properties to your portfolios can decrease your overall portfolio volatility.