One Liberty Properties Stock Market Value
| OLP Stock | USD 28.59 0.13 0.46% |
| Symbol | One |
One Liberty Properties 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 One Liberty. If investors know One 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 One Liberty 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 0.875 | Dividend Share 1.8 | Earnings Share 1.63 | Revenue Per Share 4.344 | Quarterly Revenue Growth 0.125 |
The market value of One Liberty Properties is measured differently than its book value, which is the value of One that is recorded on the company's balance sheet. Investors also form their own opinion of One Liberty's value that differs from its market value or its book value, called intrinsic value, which is One Liberty'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 One Liberty's market value can be influenced by many factors that don't directly affect One Liberty'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 One Liberty's value and its price as these two are different measures arrived at by different means. Investors typically determine if One Liberty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, One Liberty'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.
One Liberty '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 One Liberty'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 One Liberty.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in One Liberty on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding One Liberty Properties or generate 0.0% return on investment in One Liberty over 30 days. One Liberty is related to or competes with Generationome Properties, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. One Liberty is a self-administered and self-managed real estate investment trust incorporated in Maryland in 1982 More
One Liberty 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 One Liberty'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 One Liberty Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0554 | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.55 |
One Liberty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for One Liberty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as One Liberty's standard deviation. In reality, there are many statistical measures that can use One Liberty historical prices to predict the future One Liberty's volatility.| Risk Adjusted Performance | 0.0986 | |||
| Jensen Alpha | 0.0782 | |||
| Total Risk Alpha | 0.0058 | |||
| Sortino Ratio | 0.0652 | |||
| Treynor Ratio | 0.1656 |
One Liberty Properties Backtested Returns
Currently, One Liberty Properties is very steady. One Liberty Properties maintains Sharpe Ratio (i.e., Efficiency) of 0.0972, which implies the firm had a 0.0972% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for One Liberty Properties, which you can use to evaluate the volatility of the company. Please check One Liberty's Semi Deviation of 0.9997, coefficient of variation of 800.9, and Risk Adjusted Performance of 0.0986 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. One Liberty has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.98, which implies possible diversification benefits within a given portfolio. One Liberty returns are very sensitive to returns on the market. As the market goes up or down, One Liberty is expected to follow. One Liberty Properties right now holds a risk of 1.33%. Please check One Liberty Properties potential upside, and the relationship between the total risk alpha and kurtosis , to decide if One Liberty Properties will be following its historical price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
One Liberty Properties has virtually no predictability. Overlapping area represents the amount of predictability between One Liberty time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 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 One Liberty Properties price movement. The serial correlation of 0.06 indicates that barely 6.0% of current One Liberty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
One Liberty Properties lagged returns against current returns
Autocorrelation, which is One Liberty 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 One Liberty's stock expected returns. We can calculate the autocorrelation of One Liberty returns to help us make a trade decision. For example, suppose you find that One Liberty 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 |
One Liberty 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 One Liberty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if One Liberty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in One Liberty stock over time.
Current vs Lagged Prices |
| Timeline |
One Liberty Lagged Returns
When evaluating One Liberty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of One Liberty stock have on its future price. One Liberty 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, One Liberty autocorrelation shows the relationship between One Liberty stock current value and its past values and can show if there is a momentum factor associated with investing in One Liberty Properties.
Regressed Prices |
| Timeline |
Pair Trading with One Liberty
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 One Liberty 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 One Liberty will appreciate offsetting losses from the drop in the long position's value.Moving together with One Stock
Moving against One Stock
| 0.57 | VINO | Gaucho Group Holdings | PairCorr |
| 0.5 | UK | Ucommune International | PairCorr |
| 0.44 | RC | Ready Capital Corp | PairCorr |
| 0.44 | AHT-PG | Ashford Hospitality Trust Downward Rally | PairCorr |
| 0.42 | PW | Power REIT | PairCorr |
The ability to find closely correlated positions to One Liberty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace One Liberty 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 One Liberty - 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 One Liberty Properties to buy it.
The correlation of One Liberty 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 One Liberty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if One Liberty 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 One Liberty 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 One Stock Analysis
When running One Liberty's price analysis, check to measure One Liberty'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 One Liberty is operating at the current time. Most of One Liberty's value examination focuses on studying past and present price action to predict the probability of One Liberty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move One Liberty's price. Additionally, you may evaluate how the addition of One Liberty to your portfolios can decrease your overall portfolio volatility.