Sl Green Realty Stock Market Value
| SLG Stock | USD 63.24 0.97 1.51% |
| Symbol | SLG |
SL Green Realty Price To Book Ratio
Is Diversified 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 SL Green. If investors know SLG 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 SL Green 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 (0.98) | Earnings Share 0.08 | Revenue Per Share | Quarterly Revenue Growth 0.098 | Return On Assets |
The market value of SL Green Realty is measured differently than its book value, which is the value of SLG that is recorded on the company's balance sheet. Investors also form their own opinion of SL Green's value that differs from its market value or its book value, called intrinsic value, which is SL Green'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 SL Green's market value can be influenced by many factors that don't directly affect SL Green'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 SL Green's value and its price as these two are different measures arrived at by different means. Investors typically determine if SL Green is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SL Green'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.
SL Green '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 SL Green'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 SL Green.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in SL Green on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding SL Green Realty or generate 0.0% return on investment in SL Green over 150 days. SL Green is related to or competes with Boston Properties, Douglas Emmett, Kilroy Realty, Alexandria Real, Vornado Realty, Highwoods Properties, and Hudson Pacific. SL Green Realty Corp., an SP 500 company and Manhattans largest office landlord, is a fully integrated real estate inves... More
SL Green 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 SL Green'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 SL Green Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 9.68 | |||
| Value At Risk | (4.21) | |||
| Potential Upside | 2.5 |
SL Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SL Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SL Green's standard deviation. In reality, there are many statistical measures that can use SL Green historical prices to predict the future SL Green's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.59) |
SL Green Realty Backtested Returns
SL Green Realty retains Efficiency (Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of price deviation over the last 3 months. SL Green exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SL Green's Risk Adjusted Performance of (0.09), mean deviation of 1.59, and Standard Deviation of 2.06 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SL Green's returns are expected to increase less than the market. However, during the bear market, the loss of holding SL Green is expected to be smaller as well. At this point, SL Green Realty has a negative expected return of -0.28%. Please make sure to validate SL Green's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if SL Green Realty performance from the past will be repeated sooner or later.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
SL Green Realty has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SL Green time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 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 SL Green Realty price movement. The serial correlation of -0.73 indicates that around 73.0% of current SL Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 26.82 |
SL Green Realty lagged returns against current returns
Autocorrelation, which is SL Green 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 SL Green's stock expected returns. We can calculate the autocorrelation of SL Green returns to help us make a trade decision. For example, suppose you find that SL Green 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 |
SL Green 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 SL Green stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SL Green stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SL Green stock over time.
Current vs Lagged Prices |
| Timeline |
SL Green Lagged Returns
When evaluating SL Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SL Green stock have on its future price. SL Green 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, SL Green autocorrelation shows the relationship between SL Green stock current value and its past values and can show if there is a momentum factor associated with investing in SL Green Realty.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether SL Green Realty is a strong investment it is important to analyze SL Green's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SL Green's future performance. For an informed investment choice regarding SLG Stock, refer to the following important reports:Check out SL Green Correlation, SL Green Volatility and SL Green Alpha and Beta module to complement your research on SL Green. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
SL Green 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.