Gladstone Land Preferred Stock Market Value
| LANDP Preferred Stock | USD 21.71 0.28 1.27% |
| Symbol | Gladstone |
Gladstone Land '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 Land'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 Gladstone Land.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Gladstone Land on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Gladstone Land or generate 0.0% return on investment in Gladstone Land over 720 days. Gladstone Land is related to or competes with EPR Properties, EPR Properties, EPR Properties, Gladstone Land, Gladstone Land, Digital Realty, and Digital Realty. Founded in 1997, Gladstone Land is a publicly traded real estate investment trust that acquires and owns farmland and fa... More
Gladstone Land 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 Land'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 Gladstone Land upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6295 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.91 |
Gladstone Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Land's standard deviation. In reality, there are many statistical measures that can use Gladstone Land historical prices to predict the future Gladstone Land's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.065 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.5835 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gladstone Land's 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.
Gladstone Land Backtested Returns
Currently, Gladstone Land is very steady. Gladstone Land holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Gladstone Land, which you can use to evaluate the volatility of the firm. Please check out Gladstone Land's risk adjusted performance of 0.0797, and Market Risk Adjusted Performance of 0.5935 to validate if the risk estimate we provide is consistent with the expected return of 0.0961%. Gladstone Land has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gladstone Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gladstone Land is expected to be smaller as well. Gladstone Land right now retains a risk of 0.93%. Please check out Gladstone Land standard deviation, expected short fall, relative strength index, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Gladstone Land will be following its current trending patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Gladstone Land has modest reverse predictability. Overlapping area represents the amount of predictability between Gladstone Land time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Land price movement. The serial correlation of -0.49 indicates that about 49.0% of current Gladstone Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Gladstone Land lagged returns against current returns
Autocorrelation, which is Gladstone Land 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 Gladstone Land's preferred stock expected returns. We can calculate the autocorrelation of Gladstone Land returns to help us make a trade decision. For example, suppose you find that Gladstone Land 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 |
Gladstone Land 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 Land preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Land preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Land preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Land Lagged Returns
When evaluating Gladstone Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Land preferred stock have on its future price. Gladstone Land 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 Land autocorrelation shows the relationship between Gladstone Land preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Land.
Regressed Prices |
| Timeline |
Pair Trading with Gladstone Land
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Gladstone Land position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Gladstone Land will appreciate offsetting losses from the drop in the long position's value.Moving together with Gladstone Preferred Stock
Moving against Gladstone Preferred Stock
The ability to find closely correlated positions to Gladstone Land could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gladstone Land when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Gladstone Land - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Gladstone Land to buy it.
The correlation of Gladstone Land is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Gladstone Land moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gladstone Land moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Gladstone Land can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Gladstone Preferred Stock Analysis
When running Gladstone Land's price analysis, check to measure Gladstone Land'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 Gladstone Land is operating at the current time. Most of Gladstone Land's value examination focuses on studying past and present price action to predict the probability of Gladstone Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gladstone Land's price. Additionally, you may evaluate how the addition of Gladstone Land to your portfolios can decrease your overall portfolio volatility.