Jbg Smith Properties Stock Market Value
| JBGS Stock | USD 16.57 0.96 6.15% |
| Symbol | JBG |
JBG SMITH Properties 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 JBG SMITH. If investors know JBG 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 JBG SMITH 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 0.595 | Dividend Share 0.7 | Earnings Share (1.28) | Revenue Per Share 6.227 | Quarterly Revenue Growth (0.09) |
The market value of JBG SMITH Properties is measured differently than its book value, which is the value of JBG that is recorded on the company's balance sheet. Investors also form their own opinion of JBG SMITH's value that differs from its market value or its book value, called intrinsic value, which is JBG SMITH'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 JBG SMITH's market value can be influenced by many factors that don't directly affect JBG SMITH'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 JBG SMITH's value and its price as these two are different measures arrived at by different means. Investors typically determine if JBG SMITH is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JBG SMITH'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.
JBG SMITH '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 JBG SMITH'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 JBG SMITH.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in JBG SMITH on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding JBG SMITH Properties or generate 0.0% return on investment in JBG SMITH over 270 days. JBG SMITH is related to or competes with Cousins Properties, Highwoods Properties, Douglas Emmett, Equity Commonwealth, Kilroy Realty, Hudson Pacific, and Piedmont Office. JBG SMITH is an SP 400 company that owns, operates, invests in and develops a dynamic portfolio of high-growth mixed-use... More
JBG SMITH 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 JBG SMITH'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 JBG SMITH Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.58 |
JBG SMITH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JBG SMITH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JBG SMITH's standard deviation. In reality, there are many statistical measures that can use JBG SMITH historical prices to predict the future JBG SMITH's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.05) |
JBG SMITH Properties Backtested Returns
JBG SMITH Properties holds Efficiency (Sharpe) Ratio of -0.0299, which attests that the company had a -0.0299% return per unit of risk over the last 3 months. JBG SMITH Properties exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JBG SMITH's standard deviation of 1.7, and Coefficient Of Variation of (4,959) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.98, which attests to possible diversification benefits within a given portfolio. JBG SMITH returns are very sensitive to returns on the market. As the market goes up or down, JBG SMITH is expected to follow. At this point, JBG SMITH Properties has a negative expected return of -0.0511%. Please make sure to check out JBG SMITH's maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if JBG SMITH Properties performance from the past will be repeated in the future.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
JBG SMITH Properties has almost perfect reverse predictability. Overlapping area represents the amount of predictability between JBG SMITH time series from 29th of February 2024 to 13th of July 2024 and 13th of July 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 JBG SMITH Properties price movement. The serial correlation of -0.72 indicates that around 72.0% of current JBG SMITH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
JBG SMITH Properties lagged returns against current returns
Autocorrelation, which is JBG SMITH 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 JBG SMITH's stock expected returns. We can calculate the autocorrelation of JBG SMITH returns to help us make a trade decision. For example, suppose you find that JBG SMITH 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 |
JBG SMITH 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 JBG SMITH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JBG SMITH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JBG SMITH stock over time.
Current vs Lagged Prices |
| Timeline |
JBG SMITH Lagged Returns
When evaluating JBG SMITH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JBG SMITH stock have on its future price. JBG SMITH 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, JBG SMITH autocorrelation shows the relationship between JBG SMITH stock current value and its past values and can show if there is a momentum factor associated with investing in JBG SMITH Properties.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for JBG Stock Analysis
When running JBG SMITH's price analysis, check to measure JBG SMITH's 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 JBG SMITH is operating at the current time. Most of JBG SMITH's value examination focuses on studying past and present price action to predict the probability of JBG SMITH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JBG SMITH's price. Additionally, you may evaluate how the addition of JBG SMITH to your portfolios can decrease your overall portfolio volatility.