Mackenzie Realty Capital Stock Market Value
| MKZR Stock | 4.40 0.20 4.35% |
| Symbol | MacKenzie |
MacKenzie Realty Capital 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 MacKenzie Realty. If investors know MacKenzie 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 MacKenzie Realty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 1 | Earnings Share (14.76) | Revenue Per Share | Quarterly Revenue Growth (0.06) | Return On Assets |
The market value of MacKenzie Realty Capital is measured differently than its book value, which is the value of MacKenzie that is recorded on the company's balance sheet. Investors also form their own opinion of MacKenzie Realty's value that differs from its market value or its book value, called intrinsic value, which is MacKenzie Realty'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 MacKenzie Realty's market value can be influenced by many factors that don't directly affect MacKenzie Realty'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 MacKenzie Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if MacKenzie Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MacKenzie Realty'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.
MacKenzie 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 MacKenzie Realty'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 MacKenzie Realty.
| 10/15/2025 |
| 01/13/2026 |
If you would invest 0.00 in MacKenzie Realty on October 15, 2025 and sell it all today you would earn a total of 0.00 from holding MacKenzie Realty Capital or generate 0.0% return on investment in MacKenzie Realty over 90 days. MacKenzie Realty is related to or competes with Presidio Property, Generationome Properties, Avalon GloboCare, La Rosa, Creative Media, Medalist Diversified, and Power REIT. MacKenzie Realty is entity of United States More
MacKenzie 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 MacKenzie Realty'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 MacKenzie Realty Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 40.08 | |||
| Value At Risk | (9.02) | |||
| Potential Upside | 10.06 |
MacKenzie Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MacKenzie Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MacKenzie Realty's standard deviation. In reality, there are many statistical measures that can use MacKenzie Realty historical prices to predict the future MacKenzie Realty's volatility.| Risk Adjusted Performance | 0.0022 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.85) | |||
| Treynor Ratio | (0.14) |
MacKenzie Realty Capital Backtested Returns
Currently, MacKenzie Realty Capital is very risky. MacKenzie Realty Capital has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for MacKenzie Realty, which you can use to evaluate the volatility of the firm. Please verify MacKenzie Realty's Standard Deviation of 6.69, risk adjusted performance of 0.0022, and Mean Deviation of 4.53 to check out if the risk estimate we provide is consistent with the expected return of 0.0235%. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MacKenzie Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding MacKenzie Realty is expected to be smaller as well. MacKenzie Realty Capital right now secures a risk of 6.92%. Please verify MacKenzie Realty Capital mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and daily balance of power , to decide if MacKenzie Realty Capital will be following its current price movements.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
MacKenzie Realty Capital has almost perfect reverse predictability. Overlapping area represents the amount of predictability between MacKenzie Realty time series from 15th of October 2025 to 29th of November 2025 and 29th of November 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MacKenzie Realty Capital price movement. The serial correlation of -0.75 indicates that around 75.0% of current MacKenzie Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
MacKenzie Realty Capital lagged returns against current returns
Autocorrelation, which is MacKenzie Realty 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 MacKenzie Realty's stock expected returns. We can calculate the autocorrelation of MacKenzie Realty returns to help us make a trade decision. For example, suppose you find that MacKenzie Realty 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 |
MacKenzie 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 MacKenzie Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MacKenzie Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MacKenzie Realty stock over time.
Current vs Lagged Prices |
| Timeline |
MacKenzie Realty Lagged Returns
When evaluating MacKenzie Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MacKenzie Realty stock have on its future price. MacKenzie 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, MacKenzie Realty autocorrelation shows the relationship between MacKenzie Realty stock current value and its past values and can show if there is a momentum factor associated with investing in MacKenzie Realty Capital.
Regressed Prices |
| Timeline |
Pair Trading with MacKenzie Realty
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 MacKenzie Realty 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 MacKenzie Realty will appreciate offsetting losses from the drop in the long position's value.Moving against MacKenzie Stock
| 0.87 | CSCO | Cisco Systems | PairCorr |
| 0.85 | TUXS | Tuxis | PairCorr |
| 0.75 | WSFS | WSFS Financial | PairCorr |
| 0.7 | TRV | The Travelers Companies Earnings Call This Week | PairCorr |
| 0.67 | DD | Dupont De Nemours | PairCorr |
The ability to find closely correlated positions to MacKenzie Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace MacKenzie Realty 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 MacKenzie Realty - 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 MacKenzie Realty Capital to buy it.
The correlation of MacKenzie Realty 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 MacKenzie Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if MacKenzie Realty Capital 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 MacKenzie Realty 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 MacKenzie Stock Analysis
When running MacKenzie Realty's price analysis, check to measure MacKenzie Realty'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 MacKenzie Realty is operating at the current time. Most of MacKenzie Realty's value examination focuses on studying past and present price action to predict the probability of MacKenzie Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MacKenzie Realty's price. Additionally, you may evaluate how the addition of MacKenzie Realty to your portfolios can decrease your overall portfolio volatility.