Peakstone Realty Trust Stock Market Value
| PKST Stock | 12.73 0.01 0.08% |
| Symbol | Peakstone |
Peakstone Realty Trust 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 Peakstone Realty. If investors know Peakstone 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 Peakstone Realty 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 (0.17) | Dividend Share 0.9 | Earnings Share (1.17) | Revenue Per Share 6.429 | Quarterly Revenue Growth 0.183 |
The market value of Peakstone Realty Trust is measured differently than its book value, which is the value of Peakstone that is recorded on the company's balance sheet. Investors also form their own opinion of Peakstone Realty's value that differs from its market value or its book value, called intrinsic value, which is Peakstone 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 Peakstone Realty's market value can be influenced by many factors that don't directly affect Peakstone 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 Peakstone Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Peakstone Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Peakstone 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.
Peakstone 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 Peakstone 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 Peakstone Realty.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Peakstone Realty on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Peakstone Realty Trust or generate 0.0% return on investment in Peakstone Realty over 30 days. Peakstone Realty is related to or competes with Global Net, Gladstone Commercial, CTO Realty, W P, Broadstone Net, One Liberty, and Modiv. Peakstone Realty is entity of United States More
Peakstone 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 Peakstone 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 Peakstone Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0045 | |||
| Maximum Drawdown | 15.24 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 5.78 |
Peakstone Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peakstone Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peakstone Realty's standard deviation. In reality, there are many statistical measures that can use Peakstone Realty historical prices to predict the future Peakstone Realty's volatility.| Risk Adjusted Performance | 0.0354 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.005 | |||
| Treynor Ratio | 0.066 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Peakstone Realty'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.
Peakstone Realty Trust Backtested Returns
Peakstone Realty Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.0191, which implies the firm had a -0.0191% return per unit of risk over the last 3 months. Peakstone Realty Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Peakstone Realty's Risk Adjusted Performance of 0.0354, coefficient of variation of 2690.61, and Semi Deviation of 2.53 to confirm the risk estimate we provide. The company holds a Beta of 1.49, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Peakstone Realty will likely underperform. At this point, Peakstone Realty Trust has a negative expected return of -0.051%. Please make sure to check Peakstone Realty's potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if Peakstone Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Peakstone Realty Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between Peakstone Realty 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 Peakstone Realty Trust price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Peakstone Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Peakstone Realty Trust lagged returns against current returns
Autocorrelation, which is Peakstone 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 Peakstone Realty's stock expected returns. We can calculate the autocorrelation of Peakstone Realty returns to help us make a trade decision. For example, suppose you find that Peakstone 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 |
Peakstone 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 Peakstone Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peakstone Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peakstone Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Peakstone Realty Lagged Returns
When evaluating Peakstone Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peakstone Realty stock have on its future price. Peakstone 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, Peakstone Realty autocorrelation shows the relationship between Peakstone Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Peakstone Realty Trust.
Regressed Prices |
| Timeline |
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Additional Tools for Peakstone Stock Analysis
When running Peakstone Realty's price analysis, check to measure Peakstone 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 Peakstone Realty is operating at the current time. Most of Peakstone Realty's value examination focuses on studying past and present price action to predict the probability of Peakstone 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 Peakstone Realty's price. Additionally, you may evaluate how the addition of Peakstone Realty to your portfolios can decrease your overall portfolio volatility.