Gladstone Commercial Stock Market Value
| GOOD Stock | USD 17.09 0.06 0.35% |
| Symbol | Gladstone |
Gladstone Commercial 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 Gladstone Commercial. If investors know Gladstone 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 Gladstone Commercial 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 6.406 | Dividend Share 1.2 | Earnings Share 0.21 | Revenue Per Share 3.628 | Quarterly Revenue Growth 0.076 |
The market value of Gladstone Commercial is measured differently than its book value, which is the value of Gladstone that is recorded on the company's balance sheet. Investors also form their own opinion of Gladstone Commercial's value that differs from its market value or its book value, called intrinsic value, which is Gladstone Commercial'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 Gladstone Commercial's market value can be influenced by many factors that don't directly affect Gladstone Commercial'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 Gladstone Commercial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gladstone Commercial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gladstone Commercial'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.
Gladstone Commercial '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 Gladstone Commercial'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 Gladstone Commercial.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Gladstone Commercial on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Gladstone Commercial or generate 0.0% return on investment in Gladstone Commercial over 30 days. Gladstone Commercial is related to or competes with Gladstone Investment, Gladstone Capital, LTC Properties, Dynex Capital, and STAG Industrial. Gladstone Commercial Corporation is a real estate investment trust focused on acquiring, owning, and operating net lease... More
Gladstone Commercial 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 Gladstone Commercial'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 Gladstone Commercial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9218 | |||
| Information Ratio | 0.1223 | |||
| Maximum Drawdown | 8.0 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.94 |
Gladstone Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Commercial's standard deviation. In reality, there are many statistical measures that can use Gladstone Commercial historical prices to predict the future Gladstone Commercial's volatility.| Risk Adjusted Performance | 0.1776 | |||
| Jensen Alpha | 0.2248 | |||
| Total Risk Alpha | 0.0766 | |||
| Sortino Ratio | 0.1667 | |||
| Treynor Ratio | 0.6681 |
Gladstone Commercial Backtested Returns
Gladstone Commercial appears to be very steady, given 3 months investment horizon. Gladstone Commercial holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Gladstone Commercial, which you can use to evaluate the volatility of the firm. Please utilize Gladstone Commercial's risk adjusted performance of 0.1776, and Market Risk Adjusted Performance of 0.6781 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gladstone Commercial holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gladstone Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gladstone Commercial is expected to be smaller as well. Please check Gladstone Commercial's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Gladstone Commercial's current trending patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Gladstone Commercial has poor predictability. Overlapping area represents the amount of predictability between Gladstone Commercial time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Gladstone Commercial price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Gladstone Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Gladstone Commercial lagged returns against current returns
Autocorrelation, which is Gladstone Commercial 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 Gladstone Commercial's stock expected returns. We can calculate the autocorrelation of Gladstone Commercial returns to help us make a trade decision. For example, suppose you find that Gladstone Commercial 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 |
Gladstone Commercial 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 Gladstone Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Commercial Lagged Returns
When evaluating Gladstone Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Commercial stock have on its future price. Gladstone Commercial 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, Gladstone Commercial autocorrelation shows the relationship between Gladstone Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Commercial.
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.When determining whether Gladstone Commercial is a strong investment it is important to analyze Gladstone Commercial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Gladstone Commercial's future performance. For an informed investment choice regarding Gladstone Stock, refer to the following important reports:Check out Gladstone Commercial Correlation, Gladstone Commercial Volatility and Gladstone Commercial Alpha and Beta module to complement your research on Gladstone Commercial. For information on how to trade Gladstone Stock refer to our How to Trade Gladstone Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Gladstone Commercial 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.