Nexpoint Real Estate Stock Market Value
| NREF Stock | USD 17.12 0.01 0.06% |
| Symbol | Nexpoint |
Nexpoint Real Estate Price To Book Ratio
Is Asset Management & Custody Banks 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 Nexpoint Real. If investors know Nexpoint 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 Nexpoint Real 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 0.067 | Dividend Share 2 | Earnings Share 1.33 | Revenue Per Share 4.218 | Quarterly Revenue Growth 0.52 |
The market value of Nexpoint Real Estate is measured differently than its book value, which is the value of Nexpoint that is recorded on the company's balance sheet. Investors also form their own opinion of Nexpoint Real's value that differs from its market value or its book value, called intrinsic value, which is Nexpoint Real'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 Nexpoint Real's market value can be influenced by many factors that don't directly affect Nexpoint Real'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 Nexpoint Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nexpoint Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nexpoint Real'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.
Nexpoint Real '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 Nexpoint Real'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 Nexpoint Real.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Nexpoint Real on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Nexpoint Real Estate or generate 0.0% return on investment in Nexpoint Real over 30 days. Nexpoint Real is related to or competes with Ellington Residential, Ares Commercial, TPG RE, Ellington Financial, Sachem Capital, Lument Finance, and Seven Hills. NexPoint Real Estate Finance, Inc. operates as a real estate finance company in the United States More
Nexpoint Real 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 Nexpoint Real'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 Nexpoint Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0599 | |||
| Maximum Drawdown | 11.85 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.48 |
Nexpoint Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nexpoint Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nexpoint Real's standard deviation. In reality, there are many statistical measures that can use Nexpoint Real historical prices to predict the future Nexpoint Real's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 0.1689 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0578 | |||
| Treynor Ratio | 0.3751 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nexpoint Real'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.
Nexpoint Real Estate Backtested Returns
At this point, Nexpoint Real is not too volatile. Nexpoint Real Estate has Sharpe Ratio of 0.0781, which conveys that the firm had a 0.0781% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nexpoint Real, which you can use to evaluate the volatility of the firm. Please verify Nexpoint Real's Downside Deviation of 2.22, risk adjusted performance of 0.0991, and Mean Deviation of 1.51 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Nexpoint Real has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nexpoint Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nexpoint Real is expected to be smaller as well. Nexpoint Real Estate right now secures a risk of 2.14%. Please verify Nexpoint Real Estate downside variance, as well as the relationship between the kurtosis and day median price , to decide if Nexpoint Real Estate will be following its current price movements.
Auto-correlation | 0.84 |
Very good predictability
Nexpoint Real Estate has very good predictability. Overlapping area represents the amount of predictability between Nexpoint Real 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 Nexpoint Real Estate price movement. The serial correlation of 0.84 indicates that around 84.0% of current Nexpoint Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Nexpoint Real Estate lagged returns against current returns
Autocorrelation, which is Nexpoint Real 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 Nexpoint Real's stock expected returns. We can calculate the autocorrelation of Nexpoint Real returns to help us make a trade decision. For example, suppose you find that Nexpoint Real 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 |
Nexpoint Real 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 Nexpoint Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nexpoint Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nexpoint Real stock over time.
Current vs Lagged Prices |
| Timeline |
Nexpoint Real Lagged Returns
When evaluating Nexpoint Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nexpoint Real stock have on its future price. Nexpoint Real 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, Nexpoint Real autocorrelation shows the relationship between Nexpoint Real stock current value and its past values and can show if there is a momentum factor associated with investing in Nexpoint Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Nexpoint Real Estate is a strong investment it is important to analyze Nexpoint Real's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Nexpoint Real's future performance. For an informed investment choice regarding Nexpoint Stock, refer to the following important reports:Check out Nexpoint Real Correlation, Nexpoint Real Volatility and Nexpoint Real Alpha and Beta module to complement your research on Nexpoint Real. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Nexpoint Real technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.