Udr Inc Stock Market Value
| UDR Stock | USD 45.09 0.28 0.62% |
| Symbol | UDR |
UDR Inc Price To Book Ratio
Is Multi-Family Residential 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 UDR. If investors know UDR 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 UDR 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 (0.38) | Dividend Share 1.695 | Earnings Share 0.38 | Revenue Per Share 5.1 | Quarterly Revenue Growth 0.006 |
The market value of UDR Inc is measured differently than its book value, which is the value of UDR that is recorded on the company's balance sheet. Investors also form their own opinion of UDR's value that differs from its market value or its book value, called intrinsic value, which is UDR'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 UDR's market value can be influenced by many factors that don't directly affect UDR'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 UDR's value and its price as these two are different measures arrived at by different means. Investors typically determine if UDR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UDR'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.
UDR '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 UDR'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 UDR.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in UDR on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding UDR Inc or generate 0.0% return on investment in UDR over 30 days. UDR is related to or competes with AvalonBay Communities, Essex Property, Mid America, Camden Property, and Equity Residential. , an SP 500 company, is a leading multifamily real estate investment trust with a demonstrated performance history of de... More
UDR 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 UDR'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 UDR Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.08 |
UDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UDR's standard deviation. In reality, there are many statistical measures that can use UDR historical prices to predict the future UDR's volatility.| Risk Adjusted Performance | 0.0735 | |||
| Jensen Alpha | 0.0567 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2437 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UDR'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.
UDR Inc Backtested Returns
Currently, UDR Inc is very steady. UDR Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0765, which indicates the firm had a 0.0765% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for UDR Inc, which you can use to evaluate the volatility of the company. Please validate UDR's risk adjusted performance of 0.0735, and Coefficient Of Variation of 1087.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.088%. UDR has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding UDR is expected to be smaller as well. UDR Inc currently has a risk of 1.15%. Please validate UDR potential upside, as well as the relationship between the kurtosis and day typical price , to decide if UDR will be following its existing price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
UDR Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between UDR 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 UDR Inc price movement. The serial correlation of -0.17 indicates that over 17.0% of current UDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
UDR Inc lagged returns against current returns
Autocorrelation, which is UDR 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 UDR's stock expected returns. We can calculate the autocorrelation of UDR returns to help us make a trade decision. For example, suppose you find that UDR 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 |
UDR 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 UDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UDR stock over time.
Current vs Lagged Prices |
| Timeline |
UDR Lagged Returns
When evaluating UDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UDR stock have on its future price. UDR 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, UDR autocorrelation shows the relationship between UDR stock current value and its past values and can show if there is a momentum factor associated with investing in UDR Inc.
Regressed Prices |
| Timeline |
Pair Trading with UDR
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 UDR 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 UDR will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to UDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace UDR 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 UDR - 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 UDR Inc to buy it.
The correlation of UDR 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 UDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if UDR Inc 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 UDR 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.Additional Tools for UDR Stock Analysis
When running UDR's price analysis, check to measure UDR's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy UDR is operating at the current time. Most of UDR's value examination focuses on studying past and present price action to predict the probability of UDR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UDR's price. Additionally, you may evaluate how the addition of UDR to your portfolios can decrease your overall portfolio volatility.