Invitation Homes Stock Market Value
| INVH Stock | USD 33.88 0.06 0.18% |
| Symbol | Invitation |
Invitation Homes Price To Book Ratio
Is Single-Family Residential 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 Invitation Homes. If investors know Invitation 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 Invitation Homes 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 (0.29) | Dividend Share 1.12 | Earnings Share 0.72 | Revenue Per Share 4.171 | Quarterly Revenue Growth 0.058 |
The market value of Invitation Homes is measured differently than its book value, which is the value of Invitation that is recorded on the company's balance sheet. Investors also form their own opinion of Invitation Homes' value that differs from its market value or its book value, called intrinsic value, which is Invitation Homes' 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 Invitation Homes' market value can be influenced by many factors that don't directly affect Invitation Homes' 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 Invitation Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine if Invitation Homes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invitation Homes' 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.
Invitation Homes '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 Invitation Homes' 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 Invitation Homes.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Invitation Homes on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Invitation Homes or generate 0.0% return on investment in Invitation Homes over 360 days. Invitation Homes is related to or competes with American Homes, Mid America, Camden Property, Sun Communities, and Americold Realty. Invitation Homes is the nations premier single-family home leasing company, meeting changing lifestyle demands by provid... More
Invitation Homes 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 Invitation Homes' 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 Invitation Homes upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.81 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.03 |
Invitation Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invitation Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invitation Homes' standard deviation. In reality, there are many statistical measures that can use Invitation Homes historical prices to predict the future Invitation Homes' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.1) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invitation Homes' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invitation Homes Backtested Returns
Invitation Homes holds Efficiency (Sharpe) Ratio of -0.0631, which attests that the entity had a -0.0631% return per unit of risk over the last 3 months. Invitation Homes exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invitation Homes' Standard Deviation of 1.41, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invitation Homes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Invitation Homes is expected to be smaller as well. At this point, Invitation Homes has a negative expected return of -0.0892%. Please make sure to check out Invitation Homes' maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Invitation Homes performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Invitation Homes has very weak reverse predictability. Overlapping area represents the amount of predictability between Invitation Homes time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 Invitation Homes price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Invitation Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
Invitation Homes lagged returns against current returns
Autocorrelation, which is Invitation Homes 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 Invitation Homes' stock expected returns. We can calculate the autocorrelation of Invitation Homes returns to help us make a trade decision. For example, suppose you find that Invitation Homes 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 |
Invitation Homes 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 Invitation Homes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invitation Homes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invitation Homes stock over time.
Current vs Lagged Prices |
| Timeline |
Invitation Homes Lagged Returns
When evaluating Invitation Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invitation Homes stock have on its future price. Invitation Homes 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, Invitation Homes autocorrelation shows the relationship between Invitation Homes stock current value and its past values and can show if there is a momentum factor associated with investing in Invitation Homes.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Invitation Homes offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invitation Homes' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Invitation Homes Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Invitation Homes Stock:Check out Invitation Homes Correlation, Invitation Homes Volatility and Invitation Homes Alpha and Beta module to complement your research on Invitation Homes. For more detail on how to invest in Invitation Stock please use our How to Invest in Invitation Homes guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Invitation Homes 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.