Simon Property Group Stock Market Value
| SPG Stock | USD 182.05 1.14 0.63% |
| Symbol | Simon |
Simon Property Group 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 Simon Property. If investors know Simon 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 Simon Property 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 (0.20) | Dividend Share 7.9 | Earnings Share 7.52 | Revenue Per Share 18.125 | Quarterly Revenue Growth 0.049 |
The market value of Simon Property Group is measured differently than its book value, which is the value of Simon that is recorded on the company's balance sheet. Investors also form their own opinion of Simon Property's value that differs from its market value or its book value, called intrinsic value, which is Simon Property'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 Simon Property's market value can be influenced by many factors that don't directly affect Simon Property'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 Simon Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simon Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simon Property'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.
Simon Property '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 Simon Property'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 Simon Property.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Simon Property on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Simon Property Group or generate 0.0% return on investment in Simon Property over 30 days. Simon Property is related to or competes with Federal Realty, Agree Realty, National Retail, Kimco Realty, Realty Income, Tanger Factory, and Regency Centers. Simon is a real estate investment trust engaged in the ownership of premier shopping, dining, entertainment and mixed-us... More
Simon Property 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 Simon Property'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 Simon Property Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9805 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 4.69 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.76 |
Simon Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simon Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simon Property's standard deviation. In reality, there are many statistical measures that can use Simon Property historical prices to predict the future Simon Property's volatility.| Risk Adjusted Performance | 0.1597 | |||
| Jensen Alpha | 0.1693 | |||
| Total Risk Alpha | 0.0886 | |||
| Sortino Ratio | 0.1233 | |||
| Treynor Ratio | 0.4753 |
Simon Property Group Backtested Returns
At this point, Simon Property is very steady. Simon Property Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Simon Property Group, which you can use to evaluate the volatility of the company. Please validate Simon Property's Semi Deviation of 0.7493, risk adjusted performance of 0.1597, and Coefficient Of Variation of 479.96 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Simon Property has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simon Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simon Property is expected to be smaller as well. Simon Property Group right now has a risk of 1.0%. Please validate Simon Property expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Simon Property will be following its existing price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Simon Property Group has modest reverse predictability. Overlapping area represents the amount of predictability between Simon Property time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st 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 Simon Property Group price movement. The serial correlation of -0.47 indicates that about 47.0% of current Simon Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 5.71 |
Simon Property Group lagged returns against current returns
Autocorrelation, which is Simon Property 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 Simon Property's stock expected returns. We can calculate the autocorrelation of Simon Property returns to help us make a trade decision. For example, suppose you find that Simon Property 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 |
Simon Property 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 Simon Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simon Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simon Property stock over time.
Current vs Lagged Prices |
| Timeline |
Simon Property Lagged Returns
When evaluating Simon Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simon Property stock have on its future price. Simon Property 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, Simon Property autocorrelation shows the relationship between Simon Property stock current value and its past values and can show if there is a momentum factor associated with investing in Simon Property Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Simon Property Group is a strong investment it is important to analyze Simon Property'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 Simon Property's future performance. For an informed investment choice regarding Simon Stock, refer to the following important reports:Check out Simon Property Correlation, Simon Property Volatility and Simon Property Alpha and Beta module to complement your research on Simon Property. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Simon Property 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.