Ventas Inc Stock Market Value
| VTR Stock | USD 63.55 0.75 1.17% |
| Symbol | Ventas |
Ventas Inc Price To Book Ratio
Is Diversified 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 Ventas. If investors know Ventas 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 Ventas 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 (0.82) | Dividend Share 1.8 | Earnings Share (0.14) | Revenue Per Share 11.779 | Quarterly Revenue Growth 0.08 |
The market value of Ventas Inc is measured differently than its book value, which is the value of Ventas that is recorded on the company's balance sheet. Investors also form their own opinion of Ventas' value that differs from its market value or its book value, called intrinsic value, which is Ventas' 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 Ventas' market value can be influenced by many factors that don't directly affect Ventas' 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 Ventas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ventas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ventas' 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.
Ventas '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 Ventas' 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 Ventas.
| 05/05/2023 |
| 11/25/2024 |
If you would invest 0.00 in Ventas on May 5, 2023 and sell it all today you would earn a total of 0.00 from holding Ventas Inc or generate 0.0% return on investment in Ventas over 570 days. Ventas is related to or competes with Healthcare Realty, Healthpeak Properties, Universal Health, Global Medical, National Health, Omega Healthcare, and Sabra Healthcare. Ventas, an SP 500 company, operates at the intersection of two powerful and dynamic industries healthcare and real estat... More
Ventas 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 Ventas' 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 Ventas Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.92 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.99 |
Ventas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ventas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ventas' standard deviation. In reality, there are many statistical measures that can use Ventas historical prices to predict the future Ventas' volatility.| Risk Adjusted Performance | 0.0843 | |||
| Jensen Alpha | 0.1372 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ventas' 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.
Ventas Inc Backtested Returns
Currently, Ventas Inc is very steady. Ventas Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0843, which indicates the firm had a 0.0843% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ventas Inc, which you can use to evaluate the volatility of the company. Please validate Ventas' Semi Deviation of 1.04, risk adjusted performance of 0.0843, and Coefficient Of Variation of 949.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Ventas has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ventas are expected to decrease at a much lower rate. During the bear market, Ventas is likely to outperform the market. Ventas Inc right now has a risk of 1.19%. Please validate Ventas potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if Ventas will be following its existing price patterns.
Auto-correlation | 0.31 |
Below average predictability
Ventas Inc has below average predictability. Overlapping area represents the amount of predictability between Ventas time series from 5th of May 2023 to 14th of February 2024 and 14th of February 2024 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 Ventas Inc price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Ventas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 76.35 |
Ventas Inc lagged returns against current returns
Autocorrelation, which is Ventas 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 Ventas' stock expected returns. We can calculate the autocorrelation of Ventas returns to help us make a trade decision. For example, suppose you find that Ventas 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 |
Ventas 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 Ventas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ventas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ventas stock over time.
Current vs Lagged Prices |
| Timeline |
Ventas Lagged Returns
When evaluating Ventas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ventas stock have on its future price. Ventas 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, Ventas autocorrelation shows the relationship between Ventas stock current value and its past values and can show if there is a momentum factor associated with investing in Ventas Inc.
Regressed Prices |
| Timeline |
Pair Trading with Ventas
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 Ventas 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 Ventas will appreciate offsetting losses from the drop in the long position's value.Moving together with Ventas Stock
Moving against Ventas Stock
| 0.67 | RC | Ready Capital Corp | PairCorr |
| 0.53 | PW | Power REIT | PairCorr |
| 0.45 | PK | Park Hotels Resorts | PairCorr |
| 0.45 | UK | Ucommune International | PairCorr |
| 0.43 | HPP | Hudson Pacific Properties Buyout Trend | PairCorr |
The ability to find closely correlated positions to Ventas could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ventas 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 Ventas - 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 Ventas Inc to buy it.
The correlation of Ventas 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 Ventas moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ventas 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 Ventas 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 Ventas Stock Analysis
When running Ventas' price analysis, check to measure Ventas' 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 Ventas is operating at the current time. Most of Ventas' value examination focuses on studying past and present price action to predict the probability of Ventas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ventas' price. Additionally, you may evaluate how the addition of Ventas to your portfolios can decrease your overall portfolio volatility.