Rexford Industrial Realty Preferred Stock Market Value
| REXR-PC Preferred Stock | USD 22.45 0.04 0.18% |
| Symbol | Rexford |
Rexford Industrial '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 Rexford Industrial's preferred 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 Rexford Industrial.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Rexford Industrial on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Rexford Industrial Realty or generate 0.0% return on investment in Rexford Industrial over 60 days. Rexford Industrial is related to or competes with Public Storage, Public Storage, Public Storage, and Public Storage. Rexford Industrial, a real estate investment trust focused on owning and operating industrial properties throughout Sout... More
Rexford Industrial 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 Rexford Industrial's preferred 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 Rexford Industrial Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9587 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.35 |
Rexford Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rexford Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rexford Industrial's standard deviation. In reality, there are many statistical measures that can use Rexford Industrial historical prices to predict the future Rexford Industrial's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | 0.0243 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.92) |
Rexford Industrial Realty Backtested Returns
At this point, Rexford Industrial is very steady. Rexford Industrial Realty maintains Sharpe Ratio (i.e., Efficiency) of 0.0463, which implies the firm had a 0.0463% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rexford Industrial Realty, which you can use to evaluate the volatility of the company. Please check Rexford Industrial's Risk Adjusted Performance of 0.0293, coefficient of variation of 2700.04, and Semi Deviation of 0.8021 to confirm if the risk estimate we provide is consistent with the expected return of 0.0402%. Rexford Industrial has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.0235, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rexford Industrial are expected to decrease at a much lower rate. During the bear market, Rexford Industrial is likely to outperform the market. Rexford Industrial Realty right now holds a risk of 0.87%. Please check Rexford Industrial Realty potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Rexford Industrial Realty will be following its historical price patterns.
Auto-correlation | 0.20 |
Weak predictability
Rexford Industrial Realty has weak predictability. Overlapping area represents the amount of predictability between Rexford Industrial time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 Rexford Industrial Realty price movement. The serial correlation of 0.2 indicates that over 20.0% of current Rexford Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Rexford Industrial Realty lagged returns against current returns
Autocorrelation, which is Rexford Industrial preferred 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 Rexford Industrial's preferred stock expected returns. We can calculate the autocorrelation of Rexford Industrial returns to help us make a trade decision. For example, suppose you find that Rexford Industrial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Rexford Industrial 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 Rexford Industrial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rexford Industrial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rexford Industrial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Rexford Industrial Lagged Returns
When evaluating Rexford Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rexford Industrial preferred stock have on its future price. Rexford Industrial 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, Rexford Industrial autocorrelation shows the relationship between Rexford Industrial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Rexford Industrial Realty.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Rexford Preferred Stock
Rexford Industrial financial ratios help investors to determine whether Rexford Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Rexford with respect to the benefits of owning Rexford Industrial security.