Generationome Properties Stock Market Value
| GIPR Stock | USD 1.84 0.02 1.08% |
| Symbol | Generationome |
Generationome Properties Price To Book Ratio
Is Real Estate Management & Development 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 Generationome Properties. If investors know Generationome 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 Generationome Properties listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.51) | Revenue Per Share 2.616 | Quarterly Revenue Growth 0.7 | Return On Assets (0.01) | Return On Equity (0.25) |
The market value of Generationome Properties is measured differently than its book value, which is the value of Generationome that is recorded on the company's balance sheet. Investors also form their own opinion of Generationome Properties' value that differs from its market value or its book value, called intrinsic value, which is Generationome 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 Generationome Properties' market value can be influenced by many factors that don't directly affect Generationome 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 Generationome Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Generationome Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Generationome 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.
Generationome 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 Generationome 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 Generationome Properties.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Generationome Properties on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Generationome Properties or generate 0.0% return on investment in Generationome Properties over 30 days. Generationome Properties is related to or competes with One Liberty, Modiv, Armada Hflr, Presidio Property, Modiv, and NexPoint Strategic. Generation Income Properties is a Real Estate Investment Trust based in Tampa, Florida that specializes in acquiring a d... More
Generationome 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 Generationome 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 Generationome Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 12.13 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 4.17 |
Generationome Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Generationome Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Generationome Properties' standard deviation. In reality, there are many statistical measures that can use Generationome Properties historical prices to predict the future Generationome Properties' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.93) | |||
| Treynor Ratio | (0.85) |
Generationome Properties Backtested Returns
Generationome Properties holds Efficiency (Sharpe) Ratio of -0.18, which attests that the entity had a -0.18% return per unit of risk over the last 3 months. Generationome Properties exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Generationome Properties' Risk Adjusted Performance of (0.13), standard deviation of 2.7, and Market Risk Adjusted Performance of (0.84) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Generationome Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Generationome Properties is expected to be smaller as well. At this point, Generationome Properties has a negative expected return of -0.45%. Please make sure to check out Generationome Properties' potential upside, as well as the relationship between the rate of daily change and relative strength index , to decide if Generationome Properties performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Generationome Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Generationome Properties time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Generationome Properties price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Generationome Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Generationome Properties lagged returns against current returns
Autocorrelation, which is Generationome 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 Generationome Properties' stock expected returns. We can calculate the autocorrelation of Generationome Properties returns to help us make a trade decision. For example, suppose you find that Generationome 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 |
Generationome 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 Generationome Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Generationome Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Generationome Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Generationome Properties Lagged Returns
When evaluating Generationome Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Generationome Properties stock have on its future price. Generationome 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, Generationome Properties autocorrelation shows the relationship between Generationome Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Generationome Properties.
Regressed Prices |
| Timeline |
Pair Trading with Generationome Properties
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Generationome Properties position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Generationome Properties will appreciate offsetting losses from the drop in the long position's value.Moving together with Generationome Stock
Moving against Generationome Stock
| 0.75 | UE | Urban Edge Properties | PairCorr |
| 0.67 | MRNO | Murano Global Investments | PairCorr |
| 0.62 | VNO-PN | Vornado Realty Trust | PairCorr |
| 0.61 | VNO-PM | Vornado Realty Trust | PairCorr |
| 0.6 | ZG | Zillow Group | PairCorr |
The ability to find closely correlated positions to Generationome Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Generationome Properties when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Generationome Properties - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Generationome Properties to buy it.
The correlation of Generationome Properties is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Generationome Properties moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Generationome Properties moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Generationome Properties can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Generationome Stock Analysis
When running Generationome Properties' price analysis, check to measure Generationome 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 Generationome Properties is operating at the current time. Most of Generationome Properties' value examination focuses on studying past and present price action to predict the probability of Generationome Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Generationome Properties' price. Additionally, you may evaluate how the addition of Generationome Properties to your portfolios can decrease your overall portfolio volatility.