Seven Hills Realty Stock Market Value
| SEVN Stock | USD 13.06 0.07 0.54% |
| Symbol | Seven |
Seven Hills Realty 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 Seven Hills. If investors know Seven 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 Seven Hills 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 (0.54) | Dividend Share 1.4 | Earnings Share 1.3 | Revenue Per Share 2.069 | Quarterly Revenue Growth (0.31) |
The market value of Seven Hills Realty is measured differently than its book value, which is the value of Seven that is recorded on the company's balance sheet. Investors also form their own opinion of Seven Hills' value that differs from its market value or its book value, called intrinsic value, which is Seven Hills' 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 Seven Hills' market value can be influenced by many factors that don't directly affect Seven Hills' 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 Seven Hills' value and its price as these two are different measures arrived at by different means. Investors typically determine if Seven Hills is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Seven Hills' 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.
Seven Hills '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 Seven Hills' 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 Seven Hills.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Seven Hills on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Seven Hills Realty or generate 0.0% return on investment in Seven Hills over 510 days. Seven Hills is related to or competes with Chicago Atlantic, Rithm Capital, Nexpoint Real, Franklin BSP, and Angel Oak. Seven Hills Realty Trust, a real estate investment trust, focuses on originating and investing in first mortgage loans s... More
Seven Hills 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 Seven Hills' 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 Seven Hills Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 1.89 |
Seven Hills Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven Hills' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven Hills' standard deviation. In reality, there are many statistical measures that can use Seven Hills historical prices to predict the future Seven Hills' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seven Hills' 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.
Seven Hills Realty Backtested Returns
Seven Hills Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0143, which indicates the firm had a -0.0143% return per unit of risk over the last 3 months. Seven Hills Realty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seven Hills' Coefficient Of Variation of (4,280), variance of 2.84, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Seven Hills returns are very sensitive to returns on the market. As the market goes up or down, Seven Hills is expected to follow. At this point, Seven Hills Realty has a negative expected return of -0.0244%. Please make sure to validate Seven Hills' potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if Seven Hills Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Seven Hills Realty has very good predictability. Overlapping area represents the amount of predictability between Seven Hills time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 Seven Hills Realty price movement. The serial correlation of 0.81 indicates that around 81.0% of current Seven Hills price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Seven Hills Realty lagged returns against current returns
Autocorrelation, which is Seven Hills 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 Seven Hills' stock expected returns. We can calculate the autocorrelation of Seven Hills returns to help us make a trade decision. For example, suppose you find that Seven Hills 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 |
Seven Hills 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 Seven Hills stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven Hills stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven Hills stock over time.
Current vs Lagged Prices |
| Timeline |
Seven Hills Lagged Returns
When evaluating Seven Hills' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven Hills stock have on its future price. Seven Hills 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, Seven Hills autocorrelation shows the relationship between Seven Hills stock current value and its past values and can show if there is a momentum factor associated with investing in Seven Hills Realty.
Regressed Prices |
| Timeline |
Pair Trading with Seven Hills
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 Seven Hills 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 Seven Hills will appreciate offsetting losses from the drop in the long position's value.Moving against Seven Stock
| 0.54 | LC | LendingClub Corp | PairCorr |
| 0.52 | V | Visa Class A | PairCorr |
| 0.52 | DIST | Distoken Acquisition | PairCorr |
| 0.46 | BX | Blackstone Group Normal Trading | PairCorr |
| 0.46 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
The ability to find closely correlated positions to Seven Hills could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Seven Hills 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 Seven Hills - 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 Seven Hills Realty to buy it.
The correlation of Seven Hills 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 Seven Hills moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Seven Hills Realty 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 Seven Hills 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.Check out Seven Hills Correlation, Seven Hills Volatility and Seven Hills Alpha and Beta module to complement your research on Seven Hills. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Seven Hills 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.