Kimco Realty Preferred Stock Market Value
| KIM-PL Preferred Stock | USD 22.04 0.07 0.32% |
| Symbol | Kimco |
Kimco Realty '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 Kimco Realty's preferred 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 Kimco Realty.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Kimco Realty on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Kimco Realty or generate 0.0% return on investment in Kimco Realty over 720 days. Kimco Realty is related to or competes with Saul Centers, Wheeler Real, Macerich, Simon Property, Realty Income, and Brixmor Property. is a real estate investment trust headquartered in New Hyde Park, N.Y., that is one of North Americas largest publicly t... More
Kimco Realty 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 Kimco Realty's preferred 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 Kimco Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.1 |
Kimco Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimco Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimco Realty's standard deviation. In reality, there are many statistical measures that can use Kimco Realty historical prices to predict the future Kimco Realty's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.07) |
Kimco Realty Backtested Returns
Kimco Realty has Sharpe Ratio of -0.0074, which conveys that the firm had a -0.0074% return per unit of risk over the last 3 months. Kimco Realty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kimco Realty's insignificant Risk Adjusted Performance, standard deviation of 0.7496, and Mean Deviation of 0.6133 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kimco Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kimco Realty is expected to be smaller as well. At this point, Kimco Realty has a negative expected return of -0.0056%. Please make sure to verify Kimco Realty's skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Kimco Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Kimco Realty has very good reverse predictability. Overlapping area represents the amount of predictability between Kimco Realty time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Kimco Realty price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Kimco Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Kimco Realty lagged returns against current returns
Autocorrelation, which is Kimco Realty preferred 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 Kimco Realty's preferred stock expected returns. We can calculate the autocorrelation of Kimco Realty returns to help us make a trade decision. For example, suppose you find that Kimco Realty has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Kimco Realty 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 Kimco Realty preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimco Realty preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimco Realty preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Kimco Realty Lagged Returns
When evaluating Kimco Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimco Realty preferred stock have on its future price. Kimco Realty 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, Kimco Realty autocorrelation shows the relationship between Kimco Realty preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Kimco Realty.
Regressed Prices |
| Timeline |
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Kimco Realty financial ratios help investors to determine whether Kimco Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kimco with respect to the benefits of owning Kimco Realty security.