Terra Property Trust, Stock Market Value
| TPTA Stock | USD 23.55 0.03 0.13% |
| Symbol | Terra |
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 Terra Property. If investors know Terra 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 Terra Property listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Terra Property Trust, is measured differently than its book value, which is the value of Terra that is recorded on the company's balance sheet. Investors also form their own opinion of Terra Property's value that differs from its market value or its book value, called intrinsic value, which is Terra 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 Terra Property's market value can be influenced by many factors that don't directly affect Terra 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 Terra Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Terra Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Terra 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.
Terra 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 Terra 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 Terra Property.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Terra Property on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Terra Property Trust, or generate 0.0% return on investment in Terra Property over 180 days. Terra Property is related to or competes with Terra Income, American Century, Real Estate, Diversified Healthcare, Neuberger Berman, T Rowe, and Franklin Real. More
Terra 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 Terra 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 Terra Property Trust, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6088 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.8846 |
Terra Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Terra Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Terra Property's standard deviation. In reality, there are many statistical measures that can use Terra Property historical prices to predict the future Terra Property's volatility.| Risk Adjusted Performance | 0.0861 | |||
| Jensen Alpha | 0.0684 | |||
| Total Risk Alpha | 7.0E-4 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Terra 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.
Terra Property Trust, Backtested Returns
At this point, Terra Property is very steady. Terra Property Trust, owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Terra Property Trust,, which you can use to evaluate the volatility of the company. Please validate Terra Property's Coefficient Of Variation of 797.08, semi deviation of 0.4273, and Risk Adjusted Performance of 0.0861 to confirm if the risk estimate we provide is consistent with the expected return of 0.0737%. Terra Property has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.0632, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Terra Property are expected to decrease at a much lower rate. During the bear market, Terra Property is likely to outperform the market. Terra Property Trust, right now has a risk of 0.59%. Please validate Terra Property expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Terra Property will be following its existing price patterns.
Auto-correlation | 0.89 |
Very good predictability
Terra Property Trust, has very good predictability. Overlapping area represents the amount of predictability between Terra Property time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 Terra Property Trust, price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Terra Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Terra Property Trust, lagged returns against current returns
Autocorrelation, which is Terra 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 Terra Property's stock expected returns. We can calculate the autocorrelation of Terra Property returns to help us make a trade decision. For example, suppose you find that Terra 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 |
Terra 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 Terra Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Terra Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Terra Property stock over time.
Current vs Lagged Prices |
| Timeline |
Terra Property Lagged Returns
When evaluating Terra Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Terra Property stock have on its future price. Terra 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, Terra Property autocorrelation shows the relationship between Terra Property stock current value and its past values and can show if there is a momentum factor associated with investing in Terra 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 Terra Property Trust, offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Terra Property's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Terra Property Trust, Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Terra Property Trust, Stock:Check out Terra Property Correlation, Terra Property Volatility and Terra Property Alpha and Beta module to complement your research on Terra Property. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Terra 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.