Chicago Atlantic Real Stock Market Value
| REFI Stock | USD 15.25 0.06 0.39% |
| Symbol | Chicago |
Chicago Atlantic Real 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 Chicago Atlantic. If investors know Chicago 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 Chicago Atlantic 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 0.037 | Dividend Share 1.88 | Earnings Share 2 | Revenue Per Share | Quarterly Revenue Growth 0.121 |
The market value of Chicago Atlantic Real is measured differently than its book value, which is the value of Chicago that is recorded on the company's balance sheet. Investors also form their own opinion of Chicago Atlantic's value that differs from its market value or its book value, called intrinsic value, which is Chicago Atlantic'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 Chicago Atlantic's market value can be influenced by many factors that don't directly affect Chicago Atlantic'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 Chicago Atlantic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chicago Atlantic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chicago Atlantic'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.
Chicago Atlantic '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 Chicago Atlantic'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 Chicago Atlantic.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Chicago Atlantic on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Chicago Atlantic Real or generate 0.0% return on investment in Chicago Atlantic over 30 days. Chicago Atlantic is related to or competes with KKR Real, Ellington Residential, Claros Mortgage, Ares Commercial, Ready Capital, Ellington Financial, and Lument Finance. Chicago Atlantic Real Estate Finance, Inc More
Chicago Atlantic 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 Chicago Atlantic'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 Chicago Atlantic Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9175 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.2 |
Chicago Atlantic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chicago Atlantic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chicago Atlantic's standard deviation. In reality, there are many statistical measures that can use Chicago Atlantic historical prices to predict the future Chicago Atlantic's volatility.| Risk Adjusted Performance | 0.0527 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2038 |
Chicago Atlantic Real Backtested Returns
Chicago Atlantic is very steady at the moment. Chicago Atlantic Real secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Chicago Atlantic Real, which you can use to evaluate the volatility of the firm. Please confirm Chicago Atlantic's Risk Adjusted Performance of 0.0527, downside deviation of 0.9175, and Mean Deviation of 0.5985 to double-check if the risk estimate we provide is consistent with the expected return of 0.0863%. Chicago Atlantic has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chicago Atlantic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chicago Atlantic is expected to be smaller as well. Chicago Atlantic Real right now shows a risk of 0.79%. Please confirm Chicago Atlantic Real sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Chicago Atlantic Real will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
Chicago Atlantic Real has good predictability. Overlapping area represents the amount of predictability between Chicago Atlantic time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Chicago Atlantic Real price movement. The serial correlation of 0.66 indicates that around 66.0% of current Chicago Atlantic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Chicago Atlantic Real lagged returns against current returns
Autocorrelation, which is Chicago Atlantic 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 Chicago Atlantic's stock expected returns. We can calculate the autocorrelation of Chicago Atlantic returns to help us make a trade decision. For example, suppose you find that Chicago Atlantic 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 |
Chicago Atlantic 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 Chicago Atlantic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chicago Atlantic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chicago Atlantic stock over time.
Current vs Lagged Prices |
| Timeline |
Chicago Atlantic Lagged Returns
When evaluating Chicago Atlantic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chicago Atlantic stock have on its future price. Chicago Atlantic 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, Chicago Atlantic autocorrelation shows the relationship between Chicago Atlantic stock current value and its past values and can show if there is a momentum factor associated with investing in Chicago Atlantic Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Chicago Atlantic Real offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Chicago Atlantic's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Chicago Atlantic Real Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Chicago Atlantic Real Stock:Check out Chicago Atlantic Correlation, Chicago Atlantic Volatility and Chicago Atlantic Alpha and Beta module to complement your research on Chicago Atlantic. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Chicago Atlantic 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.