Modiv Inc Stock Market Value
| MDV Stock | USD 16.12 0.12 0.74% |
| Symbol | Modiv |
Modiv Inc Price To Book Ratio
Is Real Estate Management & Development 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 Modiv. If investors know Modiv 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 Modiv 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 (0.92) | Dividend Share 1.15 | Earnings Share (0.11) | Revenue Per Share 5.407 | Quarterly Revenue Growth (0.07) |
The market value of Modiv Inc is measured differently than its book value, which is the value of Modiv that is recorded on the company's balance sheet. Investors also form their own opinion of Modiv's value that differs from its market value or its book value, called intrinsic value, which is Modiv'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 Modiv's market value can be influenced by many factors that don't directly affect Modiv'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 Modiv's value and its price as these two are different measures arrived at by different means. Investors typically determine if Modiv is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Modiv'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.
Modiv '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 Modiv'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 Modiv.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Modiv on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Modiv Inc or generate 0.0% return on investment in Modiv over 360 days. Modiv is related to or competes with Presidio Property, Medalist Diversified, Gladstone Commercial, Gladstone Commercial, NexPoint Strategic, CTO Realty, and Broadstone Net. Modiv Inc., was incorporated on May 14, 2015 as a Maryland corporation More
Modiv 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 Modiv'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 Modiv Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0342 | |||
| Maximum Drawdown | 10.64 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.54 |
Modiv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Modiv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Modiv's standard deviation. In reality, there are many statistical measures that can use Modiv historical prices to predict the future Modiv's volatility.| Risk Adjusted Performance | 0.0681 | |||
| Jensen Alpha | 0.1013 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0361 | |||
| Treynor Ratio | 0.2517 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Modiv'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.
Modiv Inc Backtested Returns
Modiv Inc has Sharpe Ratio of -0.0093, which conveys that the firm had a -0.0093% return per unit of risk over the last 3 months. Modiv exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Modiv's Risk Adjusted Performance of 0.0681, mean deviation of 1.51, and Downside Deviation of 1.88 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Modiv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Modiv is expected to be smaller as well. At this point, Modiv Inc has a negative expected return of -0.0175%. Please make sure to verify Modiv's value at risk, and the relationship between the jensen alpha and skewness , to decide if Modiv Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Modiv Inc has good predictability. Overlapping area represents the amount of predictability between Modiv time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 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 Modiv Inc price movement. The serial correlation of 0.75 indicates that around 75.0% of current Modiv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
Modiv Inc lagged returns against current returns
Autocorrelation, which is Modiv 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 Modiv's stock expected returns. We can calculate the autocorrelation of Modiv returns to help us make a trade decision. For example, suppose you find that Modiv 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 |
Modiv 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 Modiv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Modiv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Modiv stock over time.
Current vs Lagged Prices |
| Timeline |
Modiv Lagged Returns
When evaluating Modiv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Modiv stock have on its future price. Modiv 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, Modiv autocorrelation shows the relationship between Modiv stock current value and its past values and can show if there is a momentum factor associated with investing in Modiv Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Modiv Stock Analysis
When running Modiv's price analysis, check to measure Modiv'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 Modiv is operating at the current time. Most of Modiv's value examination focuses on studying past and present price action to predict the probability of Modiv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Modiv's price. Additionally, you may evaluate how the addition of Modiv to your portfolios can decrease your overall portfolio volatility.