Millrose Properties, Stock Market Value
| MRP Stock | 30.39 0.30 1.00% |
| Symbol | Millrose |
Millrose Properties, Company Valuation
Is Other Specialized 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 Millrose Properties,. If investors know Millrose 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 Millrose Properties, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 2.46 |
The market value of Millrose Properties, is measured differently than its book value, which is the value of Millrose that is recorded on the company's balance sheet. Investors also form their own opinion of Millrose Properties,'s value that differs from its market value or its book value, called intrinsic value, which is Millrose Properties,'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 Millrose Properties,'s market value can be influenced by many factors that don't directly affect Millrose Properties,'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 Millrose Properties,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Millrose Properties, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Millrose Properties,'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.
Millrose Properties, '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 Millrose Properties,'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 Millrose Properties,.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Millrose Properties, on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Millrose Properties, or generate 0.0% return on investment in Millrose Properties, over 30 days. Millrose Properties, is related to or competes with Kite Realty, Kilroy Realty, Independence Realty, Cousins Properties, Global Net, Rexford Industrial, and Howard Hughes. Millrose Properties, is entity of United States More
Millrose Properties, 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 Millrose Properties,'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 Millrose Properties, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.65 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 2.3 |
Millrose Properties, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Millrose Properties,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Millrose Properties,'s standard deviation. In reality, there are many statistical measures that can use Millrose Properties, historical prices to predict the future Millrose Properties,'s volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.16) |
Millrose Properties, Backtested Returns
Millrose Properties, has Sharpe Ratio of -0.0674, which conveys that the firm had a -0.0674 % return per unit of risk over the last 3 months. Millrose Properties, exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Millrose Properties,'s Standard Deviation of 1.74, mean deviation of 1.31, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.07, which conveys a somewhat significant risk relative to the market. Millrose Properties, returns are very sensitive to returns on the market. As the market goes up or down, Millrose Properties, is expected to follow. At this point, Millrose Properties, has a negative expected return of -0.12%. Please make sure to verify Millrose Properties,'s information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Millrose Properties, performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Millrose Properties, has very good reverse predictability. Overlapping area represents the amount of predictability between Millrose Properties, time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Millrose Properties, price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Millrose Properties, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Millrose Properties, lagged returns against current returns
Autocorrelation, which is Millrose Properties, 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 Millrose Properties,'s stock expected returns. We can calculate the autocorrelation of Millrose Properties, returns to help us make a trade decision. For example, suppose you find that Millrose Properties, 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 |
Millrose Properties, 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 Millrose Properties, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Millrose Properties, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Millrose Properties, stock over time.
Current vs Lagged Prices |
| Timeline |
Millrose Properties, Lagged Returns
When evaluating Millrose Properties,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Millrose Properties, stock have on its future price. Millrose Properties, 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, Millrose Properties, autocorrelation shows the relationship between Millrose Properties, stock current value and its past values and can show if there is a momentum factor associated with investing in Millrose Properties,.
Regressed Prices |
| Timeline |
Pair Trading with Millrose Properties,
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 Millrose Properties, 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 Millrose Properties, will appreciate offsetting losses from the drop in the long position's value.Moving together with Millrose Stock
Moving against Millrose Stock
| 0.68 | TUXS | Tuxis | PairCorr |
| 0.67 | OUT | Outfront Media | PairCorr |
| 0.55 | LAMR | Lamar Advertising | PairCorr |
| 0.49 | PTAIY | Astra International Tbk | PairCorr |
| 0.37 | UNIT | Uniti Group | PairCorr |
The ability to find closely correlated positions to Millrose Properties, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Millrose Properties, 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 Millrose Properties, - 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 Millrose Properties, to buy it.
The correlation of Millrose Properties, 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 Millrose Properties, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Millrose Properties, 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 Millrose Properties, 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 Millrose Stock Analysis
When running Millrose Properties,'s price analysis, check to measure Millrose Properties,'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 Millrose Properties, is operating at the current time. Most of Millrose Properties,'s value examination focuses on studying past and present price action to predict the probability of Millrose Properties,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Millrose Properties,'s price. Additionally, you may evaluate how the addition of Millrose Properties, to your portfolios can decrease your overall portfolio volatility.