Starwood Property Trust Stock Market Value
| STWD Stock | USD 19.91 0.16 0.81% |
| Symbol | Starwood |
Starwood Property Trust Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (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 Starwood Property. If investors know Starwood 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 Starwood 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 0.554 | Dividend Share 1.92 | Earnings Share 1.18 | Revenue Per Share 1.39 | Quarterly Revenue Growth (0.25) |
The market value of Starwood Property Trust is measured differently than its book value, which is the value of Starwood that is recorded on the company's balance sheet. Investors also form their own opinion of Starwood Property's value that differs from its market value or its book value, called intrinsic value, which is Starwood 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 Starwood Property's market value can be influenced by many factors that don't directly affect Starwood 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 Starwood Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Starwood Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Starwood 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.
Starwood 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 Starwood 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 Starwood Property.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Starwood Property on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Starwood Property Trust or generate 0.0% return on investment in Starwood Property over 30 days. Starwood Property is related to or competes with Blackstone Mortgage, Arbor Realty, Apollo Commercial, Omega Healthcare, and Medical Properties. Starwood Property Trust, Inc. operates as a real estate investment trust in the United States, Europe, and Australia More
Starwood 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 Starwood 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 Starwood Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 1.45 |
Starwood Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Starwood Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Starwood Property's standard deviation. In reality, there are many statistical measures that can use Starwood Property historical prices to predict the future Starwood Property's volatility.| Risk Adjusted Performance | 0.0244 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0454 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Starwood Property's 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.
Starwood Property Trust Backtested Returns
Starwood Property Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0072, which indicates the firm had a -0.0072% return per unit of risk over the last 3 months. Starwood Property Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Starwood Property's Risk Adjusted Performance of 0.0244, coefficient of variation of 3539.55, and Semi Deviation of 1.29 to confirm the risk estimate we provide. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Starwood Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Starwood Property is expected to be smaller as well. At this point, Starwood Property Trust has a negative expected return of -0.0076%. Please make sure to validate Starwood Property's value at risk, and the relationship between the jensen alpha and skewness , to decide if Starwood Property Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.81 |
Excellent reverse predictability
Starwood Property Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between Starwood Property time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Starwood Property Trust price movement. The serial correlation of -0.81 indicates that around 81.0% of current Starwood Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Starwood Property Trust lagged returns against current returns
Autocorrelation, which is Starwood 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 Starwood Property's stock expected returns. We can calculate the autocorrelation of Starwood Property returns to help us make a trade decision. For example, suppose you find that Starwood 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 |
Starwood 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 Starwood Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Starwood Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Starwood Property stock over time.
Current vs Lagged Prices |
| Timeline |
Starwood Property Lagged Returns
When evaluating Starwood Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Starwood Property stock have on its future price. Starwood 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, Starwood Property autocorrelation shows the relationship between Starwood Property stock current value and its past values and can show if there is a momentum factor associated with investing in Starwood Property Trust.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Starwood Property Trust is a strong investment it is important to analyze Starwood 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 Starwood Property's future performance. For an informed investment choice regarding Starwood Stock, refer to the following important reports:Check out Starwood Property Correlation, Starwood Property Volatility and Starwood Property Alpha and Beta module to complement your research on Starwood Property. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Starwood 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.