Inventrust Properties Corp Stock Market Value
| IVT Stock | USD 30.91 0.11 0.36% |
| Symbol | Inventrust |
Inventrust Properties Price To Book Ratio
Is Retail 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 Inventrust Properties. If investors know Inventrust 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 Inventrust 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 (0.33) | Dividend Share 0.895 | Earnings Share 0.1 | Revenue Per Share 4.334 | Quarterly Revenue Growth 0.068 |
The market value of Inventrust Properties is measured differently than its book value, which is the value of Inventrust that is recorded on the company's balance sheet. Investors also form their own opinion of Inventrust Properties' value that differs from its market value or its book value, called intrinsic value, which is Inventrust 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 Inventrust Properties' market value can be influenced by many factors that don't directly affect Inventrust 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 Inventrust Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Inventrust Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Inventrust 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.
Inventrust 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 Inventrust 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 Inventrust Properties.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Inventrust Properties on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding Inventrust Properties Corp or generate 0.0% return on investment in Inventrust Properties over 720 days. Inventrust Properties is related to or competes with Urban Edge, Kite Realty, Retail Opportunity, Acadia Realty, Site Centers, Saul Centers, and Alpineome Property. InvenTrust Properties Corp. is a premier multi-tenant retail REIT that owns, leases, redevelops, acquires and manages gr... More
Inventrust 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 Inventrust 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 Inventrust Properties Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0622 | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.83 |
Inventrust Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inventrust Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inventrust Properties' standard deviation. In reality, there are many statistical measures that can use Inventrust Properties historical prices to predict the future Inventrust Properties' volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.105 | |||
| Total Risk Alpha | 0.031 | |||
| Sortino Ratio | 0.0561 | |||
| Treynor Ratio | 0.278 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inventrust Properties' 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.
Inventrust Properties Backtested Returns
Currently, Inventrust Properties Corp is very steady. Inventrust Properties holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for Inventrust Properties, which you can use to evaluate the volatility of the firm. Please check out Inventrust Properties' Market Risk Adjusted Performance of 0.288, risk adjusted performance of 0.1174, and Downside Deviation of 1.18 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Inventrust Properties has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inventrust Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Inventrust Properties is expected to be smaller as well. Inventrust Properties right now retains a risk of 1.06%. Please check out Inventrust Properties downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Inventrust Properties will be following its current trending patterns.
Auto-correlation | 0.64 |
Good predictability
Inventrust Properties Corp has good predictability. Overlapping area represents the amount of predictability between Inventrust Properties time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 Inventrust Properties price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Inventrust Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 4.82 |
Inventrust Properties lagged returns against current returns
Autocorrelation, which is Inventrust 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 Inventrust Properties' stock expected returns. We can calculate the autocorrelation of Inventrust Properties returns to help us make a trade decision. For example, suppose you find that Inventrust 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 |
Inventrust 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 Inventrust Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inventrust Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inventrust Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Inventrust Properties Lagged Returns
When evaluating Inventrust Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inventrust Properties stock have on its future price. Inventrust 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, Inventrust Properties autocorrelation shows the relationship between Inventrust Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Inventrust Properties Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Inventrust Stock Analysis
When running Inventrust Properties' price analysis, check to measure Inventrust 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 Inventrust Properties is operating at the current time. Most of Inventrust Properties' value examination focuses on studying past and present price action to predict the probability of Inventrust Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inventrust Properties' price. Additionally, you may evaluate how the addition of Inventrust Properties to your portfolios can decrease your overall portfolio volatility.