Regency Centers Stock Market Value
| REGCP Stock | 24.23 0.15 0.62% |
| Symbol | Regency |
Regency Centers Price To Book Ratio
Is Retail 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 Regency Centers. If investors know Regency 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 Regency Centers 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 0.08 | Dividend Share 2.68 | Revenue Per Share 8.113 | Quarterly Revenue Growth 0.089 | Return On Assets 0.0274 |
The market value of Regency Centers is measured differently than its book value, which is the value of Regency that is recorded on the company's balance sheet. Investors also form their own opinion of Regency Centers' value that differs from its market value or its book value, called intrinsic value, which is Regency Centers' 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 Regency Centers' market value can be influenced by many factors that don't directly affect Regency Centers' 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 Regency Centers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Regency Centers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regency Centers' 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.
Regency Centers '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 Regency Centers' 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 Regency Centers.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Regency Centers on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Regency Centers or generate 0.0% return on investment in Regency Centers over 30 days. Regency Centers is related to or competes with Employers Holdings, Assurant, Hooker Furniture, and Cincinnati Financial. Regency Centers is entity of United States More
Regency Centers 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 Regency Centers' 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 Regency Centers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7731 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.24 |
Regency Centers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regency Centers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regency Centers' standard deviation. In reality, there are many statistical measures that can use Regency Centers historical prices to predict the future Regency Centers' volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | 0.0357 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Regency Centers' 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.
Regency Centers Backtested Returns
Currently, Regency Centers is very steady. Regency Centers maintains Sharpe Ratio (i.e., Efficiency) of 0.0804, which implies the firm had a 0.0804% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Regency Centers, which you can use to evaluate the volatility of the company. Please check Regency Centers' Coefficient Of Variation of 1848.96, semi deviation of 0.6436, and Risk Adjusted Performance of 0.0413 to confirm if the risk estimate we provide is consistent with the expected return of 0.0609%. Regency Centers has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of -0.0422, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regency Centers are expected to decrease at a much lower rate. During the bear market, Regency Centers is likely to outperform the market. Regency Centers right now holds a risk of 0.76%. Please check Regency Centers downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Regency Centers will be following its historical price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Regency Centers has very weak predictability. Overlapping area represents the amount of predictability between Regency Centers time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Regency Centers price movement. The serial correlation of 0.19 indicates that over 19.0% of current Regency Centers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Regency Centers lagged returns against current returns
Autocorrelation, which is Regency Centers 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 Regency Centers' stock expected returns. We can calculate the autocorrelation of Regency Centers returns to help us make a trade decision. For example, suppose you find that Regency Centers 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 |
Regency Centers 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 Regency Centers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regency Centers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regency Centers stock over time.
Current vs Lagged Prices |
| Timeline |
Regency Centers Lagged Returns
When evaluating Regency Centers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regency Centers stock have on its future price. Regency Centers 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, Regency Centers autocorrelation shows the relationship between Regency Centers stock current value and its past values and can show if there is a momentum factor associated with investing in Regency Centers.
Regressed Prices |
| Timeline |
Pair Trading with Regency Centers
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 Regency Centers 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 Regency Centers will appreciate offsetting losses from the drop in the long position's value.Moving against Regency Stock
| 0.61 | AHT | Ashford Hospitality Trust | PairCorr |
| 0.58 | AHH | Armada Hflr Pr | PairCorr |
| 0.38 | AMH | American Homes 4 | PairCorr |
| 0.35 | AIV | Apartment Investment and | PairCorr |
| 0.34 | FR | First Industrial Realty | PairCorr |
The ability to find closely correlated positions to Regency Centers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Regency Centers 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 Regency Centers - 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 Regency Centers to buy it.
The correlation of Regency Centers 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 Regency Centers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Regency Centers 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 Regency Centers 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 Regency Stock Analysis
When running Regency Centers' price analysis, check to measure Regency Centers' 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 Regency Centers is operating at the current time. Most of Regency Centers' value examination focuses on studying past and present price action to predict the probability of Regency Centers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regency Centers' price. Additionally, you may evaluate how the addition of Regency Centers to your portfolios can decrease your overall portfolio volatility.