Cohen Steers Real Stock Market Value
| RLTY Stock | USD 16.23 0.05 0.31% |
| Symbol | Cohen |
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 Cohen Steers. If investors know Cohen 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 Cohen Steers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Cohen Steers Real is measured differently than its book value, which is the value of Cohen that is recorded on the company's balance sheet. Investors also form their own opinion of Cohen Steers' value that differs from its market value or its book value, called intrinsic value, which is Cohen Steers' 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 Cohen Steers' market value can be influenced by many factors that don't directly affect Cohen Steers' 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 Cohen Steers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Cohen Steers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cohen Steers' 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.
Cohen Steers '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 Cohen Steers' 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 Cohen Steers.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Cohen Steers on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Cohen Steers Real or generate 0.0% return on investment in Cohen Steers over 300 days. Cohen Steers is related to or competes with Guggenheim Active, RiverNorth Flexible, Western Asset, Cohen Steers, Thornburg Income, Guggenheim Taxable, and Advent Claymore. More
Cohen Steers 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 Cohen Steers' 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 Cohen Steers Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 1.92 |
Cohen Steers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen Steers' standard deviation. In reality, there are many statistical measures that can use Cohen Steers historical prices to predict the future Cohen Steers' volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1854 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cohen Steers' 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.
Cohen Steers Real Backtested Returns
At this stage we consider Cohen Stock to be very steady. Cohen Steers Real secures Sharpe Ratio (or Efficiency) of 0.0304, which signifies that the company had a 0.0304% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cohen Steers Real, which you can use to evaluate the volatility of the firm. Please confirm Cohen Steers' Downside Deviation of 1.25, mean deviation of 0.9417, and Risk Adjusted Performance of 0.0271 to double-check if the risk estimate we provide is consistent with the expected return of 0.0377%. Cohen Steers has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cohen Steers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cohen Steers is expected to be smaller as well. Cohen Steers Real right now shows a risk of 1.24%. Please confirm Cohen Steers Real jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Cohen Steers Real will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Cohen Steers Real has weak reverse predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 Cohen Steers Real price movement. The serial correlation of -0.23 indicates that over 23.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Cohen Steers Real lagged returns against current returns
Autocorrelation, which is Cohen Steers 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 Cohen Steers' stock expected returns. We can calculate the autocorrelation of Cohen Steers returns to help us make a trade decision. For example, suppose you find that Cohen Steers 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 |
Cohen Steers 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 Cohen Steers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen Steers stock over time.
Current vs Lagged Prices |
| Timeline |
Cohen Steers Lagged Returns
When evaluating Cohen Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen Steers stock have on its future price. Cohen Steers 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, Cohen Steers autocorrelation shows the relationship between Cohen Steers stock current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers Real.
Regressed Prices |
| Timeline |
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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.Additional Tools for Cohen Stock Analysis
When running Cohen Steers' price analysis, check to measure Cohen Steers' 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 Cohen Steers is operating at the current time. Most of Cohen Steers' value examination focuses on studying past and present price action to predict the probability of Cohen Steers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cohen Steers' price. Additionally, you may evaluate how the addition of Cohen Steers to your portfolios can decrease your overall portfolio volatility.