Star Holdings Stock Market Value
| STHO Stock | 11.21 0.03 0.27% |
| Symbol | Star |
Star Holdings Company Valuation
Is Real Estate Management & Development 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 Star Holdings. If investors know Star 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 Star Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 6.16 | Revenue Per Share 8.84 | Quarterly Revenue Growth (0.44) | Return On Assets (0.02) | Return On Equity 0.2023 |
The market value of Star Holdings is measured differently than its book value, which is the value of Star that is recorded on the company's balance sheet. Investors also form their own opinion of Star Holdings' value that differs from its market value or its book value, called intrinsic value, which is Star Holdings' 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 Star Holdings' market value can be influenced by many factors that don't directly affect Star Holdings' 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 Star Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Star Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Star Holdings' 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.
Star Holdings '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 Star Holdings' 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 Star Holdings.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Star Holdings on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Star Holdings or generate 0.0% return on investment in Star Holdings over 720 days. Star Holdings is related to or competes with Freedom Bank, Fomento Economico, SNDL, Chiba Bank, AmTrust Financial, Boston Beer, and PennantPark Floating. Star Holdings is entity of United States More
Star Holdings 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 Star Holdings' 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 Star Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 12.17 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 2.08 |
Star Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Star Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Star Holdings' standard deviation. In reality, there are many statistical measures that can use Star Holdings historical prices to predict the future Star Holdings' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.26) |
Star Holdings Backtested Returns
Star Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of risk over the last 3 months. Star Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Star Holdings' Coefficient Of Variation of (950.32), variance of 2.91, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Star Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Star Holdings is expected to be smaller as well. At this point, Star Holdings has a negative expected return of -0.28%. Please make sure to validate Star Holdings' treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Star Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Star Holdings has below average predictability. Overlapping area represents the amount of predictability between Star Holdings time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Star Holdings price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Star Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Star Holdings lagged returns against current returns
Autocorrelation, which is Star Holdings 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 Star Holdings' stock expected returns. We can calculate the autocorrelation of Star Holdings returns to help us make a trade decision. For example, suppose you find that Star Holdings 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 |
Star Holdings 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 Star Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Star Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Star Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Star Holdings Lagged Returns
When evaluating Star Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Star Holdings stock have on its future price. Star Holdings 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, Star Holdings autocorrelation shows the relationship between Star Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Star Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Star Holdings
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 Star Holdings 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 Star Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Star Stock
Moving against Star Stock
| 0.76 | CBL | CBL Associates Properties | PairCorr |
| 0.74 | UE | Urban Edge Properties | PairCorr |
| 0.55 | ZG | Zillow Group | PairCorr |
| 0.53 | MRNO | Murano Global Investments | PairCorr |
| 0.44 | DOUG | Douglas Elliman | PairCorr |
The ability to find closely correlated positions to Star Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Star Holdings 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 Star Holdings - 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 Star Holdings to buy it.
The correlation of Star Holdings 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 Star Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Star Holdings 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 Star Holdings 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 Star Holdings Correlation, Star Holdings Volatility and Star Holdings Alpha and Beta module to complement your research on Star Holdings. To learn how to invest in Star Stock, please use our How to Invest in Star Holdings guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Star Holdings 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.