Medalist Diversified Reit Stock Market Value
| MDRR Stock | USD 12.31 0.09 0.74% |
| Symbol | Medalist |
Medalist Diversified Reit 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 Medalist Diversified. If investors know Medalist 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 Medalist Diversified listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.13 | Earnings Share (0.19) | Revenue Per Share 8.893 | Quarterly Revenue Growth (0.1) | Return On Assets 0.0099 |
The market value of Medalist Diversified Reit is measured differently than its book value, which is the value of Medalist that is recorded on the company's balance sheet. Investors also form their own opinion of Medalist Diversified's value that differs from its market value or its book value, called intrinsic value, which is Medalist Diversified'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 Medalist Diversified's market value can be influenced by many factors that don't directly affect Medalist Diversified'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 Medalist Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine if Medalist Diversified is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Medalist Diversified'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.
Medalist Diversified '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 Medalist Diversified'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 Medalist Diversified.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Medalist Diversified on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Medalist Diversified Reit or generate 0.0% return on investment in Medalist Diversified over 30 days. Medalist Diversified is related to or competes with Modiv, Presidio Property, Gladstone Commercial, Generationome Properties, One Liberty, Modiv, and Armada Hflr. Medalist Diversified REIT Inc. is a Maryland corporation formed on September 28, 2015 More
Medalist Diversified 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 Medalist Diversified'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 Medalist Diversified Reit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.85 |
Medalist Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medalist Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medalist Diversified's standard deviation. In reality, there are many statistical measures that can use Medalist Diversified historical prices to predict the future Medalist Diversified's volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | 0.0151 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.03) |
Medalist Diversified Reit Backtested Returns
Medalist Diversified Reit has Sharpe Ratio of -0.0073, which conveys that the firm had a -0.0073% return per unit of risk over the last 3 months. Medalist Diversified exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Medalist Diversified's Downside Deviation of 2.03, risk adjusted performance of 0.0111, and Mean Deviation of 1.35 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Medalist Diversified are expected to decrease at a much lower rate. During the bear market, Medalist Diversified is likely to outperform the market. At this point, Medalist Diversified Reit has a negative expected return of -0.0133%. Please make sure to verify Medalist Diversified's value at risk, and the relationship between the jensen alpha and skewness , to decide if Medalist Diversified Reit performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Medalist Diversified Reit has good predictability. Overlapping area represents the amount of predictability between Medalist Diversified time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Medalist Diversified Reit price movement. The serial correlation of 0.79 indicates that around 79.0% of current Medalist Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Medalist Diversified Reit lagged returns against current returns
Autocorrelation, which is Medalist Diversified 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 Medalist Diversified's stock expected returns. We can calculate the autocorrelation of Medalist Diversified returns to help us make a trade decision. For example, suppose you find that Medalist Diversified 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 |
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Medalist Diversified 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 Medalist Diversified stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medalist Diversified stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medalist Diversified stock over time.
Current vs Lagged Prices |
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Medalist Diversified Lagged Returns
When evaluating Medalist Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medalist Diversified stock have on its future price. Medalist Diversified 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, Medalist Diversified autocorrelation shows the relationship between Medalist Diversified stock current value and its past values and can show if there is a momentum factor associated with investing in Medalist Diversified Reit.
Regressed Prices |
| Timeline |
Additional Tools for Medalist Stock Analysis
When running Medalist Diversified's price analysis, check to measure Medalist Diversified'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 Medalist Diversified is operating at the current time. Most of Medalist Diversified's value examination focuses on studying past and present price action to predict the probability of Medalist Diversified's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medalist Diversified's price. Additionally, you may evaluate how the addition of Medalist Diversified to your portfolios can decrease your overall portfolio volatility.