Global Net Lease, Stock Market Value
| GNL Stock | USD 7.56 0.20 2.72% |
| Symbol | Global |
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 Global Net. If investors know Global 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 Global Net 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 3.33 | Dividend Share 1.258 | Earnings Share (0.78) | Revenue Per Share 3.524 | Quarterly Revenue Growth 0.663 |
The market value of Global Net Lease, is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global Net's value that differs from its market value or its book value, called intrinsic value, which is Global Net's 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 Global Net's market value can be influenced by many factors that don't directly affect Global Net's 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 Global Net's value and its price as these two are different measures arrived at by different means. Investors typically determine if Global Net is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Global Net's 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.
Global Net '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 Global Net's 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 Global Net.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Global Net on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Global Net Lease, or generate 0.0% return on investment in Global Net over 30 days. Global Net is related to or competes with Peakstone Realty, Gladstone Commercial, CTO Realty, Brightspire Capital, NexPoint Strategic, Broadstone Net, and One Liberty. is a publicly traded real estate investment trust listed on the NYSE focused on acquiring a diversified global portfolio... More
Global Net 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 Global Net's 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 Global Net Lease, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.45 |
Global Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Net's standard deviation. In reality, there are many statistical measures that can use Global Net historical prices to predict the future Global Net's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.21) |
Global Net Lease, Backtested Returns
Global Net Lease, holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1% return per unit of risk over the last 3 months. Global Net Lease, exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Net's Risk Adjusted Performance of (0.07), standard deviation of 1.37, and Market Risk Adjusted Performance of (0.20) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Net is expected to be smaller as well. At this point, Global Net Lease, has a negative expected return of -0.14%. Please make sure to check out Global Net's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Global Net Lease, performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Global Net Lease, has below average predictability. Overlapping area represents the amount of predictability between Global Net 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 Global Net Lease, price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Global Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Global Net Lease, lagged returns against current returns
Autocorrelation, which is Global Net 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 Global Net's stock expected returns. We can calculate the autocorrelation of Global Net returns to help us make a trade decision. For example, suppose you find that Global Net 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 |
Global Net 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 Global Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Net stock over time.
Current vs Lagged Prices |
| Timeline |
Global Net Lagged Returns
When evaluating Global Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Net stock have on its future price. Global Net 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, Global Net autocorrelation shows the relationship between Global Net stock current value and its past values and can show if there is a momentum factor associated with investing in Global Net Lease,.
Regressed Prices |
| Timeline |
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Global Net technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.