Presidio Property Trust Preferred Stock Volatility
| SQFTP Preferred Stock | USD 14.50 0.09 0.62% |
Presidio Property Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.0345, which implies the firm had a -0.0345% return per unit of risk over the last 3 months. Presidio Property Trust exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Presidio Property's insignificant Risk Adjusted Performance, variance of 2.63, and Coefficient Of Variation of (9,587) to confirm the risk estimate we provide. Key indicators related to Presidio Property's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Presidio Property Preferred Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Presidio daily returns, and it is calculated using variance and standard deviation. We also use Presidio's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Presidio Property volatility.
Presidio |
ESG Sustainability
While most ESG disclosures are voluntary, Presidio Property's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Presidio Property's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Presidio Property can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Presidio Property at lower prices. For example, an investor can purchase Presidio stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Presidio Property's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving against Presidio Preferred Stock
| 0.67 | MDV-PA | Modiv Inc | PairCorr |
| 0.64 | CTO-PA | CTO Realty Growth | PairCorr |
| 0.56 | GOOD | Gladstone Commercial | PairCorr |
| 0.53 | AAT | American Assets Trust | PairCorr |
| 0.52 | NXDT-PA | NexPoint Diversified Real | PairCorr |
| 0.4 | CTO | CTO Realty Growth | PairCorr |
| 0.38 | AHH-PA | Armada Hoffler Properties | PairCorr |
| 0.37 | OLP | One Liberty Properties | PairCorr |
| 0.34 | MDRRP | Medalist Diversified Reit | PairCorr |
Presidio Property Market Sensitivity And Downside Risk
Presidio Property's beta coefficient measures the volatility of Presidio preferred stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Presidio preferred stock's returns against your selected market. In other words, Presidio Property's beta of -0.27 provides an investor with an approximation of how much risk Presidio Property preferred stock can potentially add to one of your existing portfolios. Presidio Property Trust exhibits very low volatility with skewness of -0.72 and kurtosis of 1.67. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Presidio Property's preferred stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Presidio Property's preferred stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Presidio Property Trust Demand TrendCheck current 90 days Presidio Property correlation with market (Dow Jones Industrial)Presidio Beta |
Presidio standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 1.61 |
It is essential to understand the difference between upside risk (as represented by Presidio Property's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Presidio Property's daily returns or price. Since the actual investment returns on holding a position in presidio preferred stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Presidio Property.
Presidio Property Trust Preferred Stock Volatility Analysis
Volatility refers to the frequency at which Presidio Property preferred stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Presidio Property's price changes. Investors will then calculate the volatility of Presidio Property's preferred stock to predict their future moves. A preferred stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A preferred stock with relatively stable price changes has low volatility. A highly volatile preferred stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Presidio Property's volatility:
Historical Volatility
This type of preferred stock volatility measures Presidio Property's fluctuations based on previous trends. It's commonly used to predict Presidio Property's future behavior based on its past. However, it cannot conclusively determine the future direction of the preferred stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Presidio Property's current market price. This means that the preferred stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Presidio Property's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Presidio Property Trust Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Presidio Property Projected Return Density Against Market
Assuming the 90 days horizon Presidio Property Trust has a beta of -0.274 . This usually implies as returns on the benchmark increase, returns on holding Presidio Property are expected to decrease at a much lower rate. During a bear market, however, Presidio Property Trust is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Presidio Property or Real Estate sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Presidio Property's price will be affected by overall preferred stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Presidio preferred stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Presidio Property Trust has an alpha of 0.0062, implying that it can generate a 0.0062 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Presidio Property Price Volatility?
Several factors can influence a preferred stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Presidio Property Preferred Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Presidio Property is -2897.81. The daily returns are distributed with a variance of 2.6 and standard deviation of 1.61. The mean deviation of Presidio Property Trust is currently at 1.11. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.27 | |
σ | Overall volatility | 1.61 | |
Ir | Information ratio | -0.09 |
Presidio Property Preferred Stock Return Volatility
Presidio Property historical daily return volatility represents how much of Presidio Property preferred stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise shows 1.6112% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7762% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Presidio Property Volatility
Volatility is a rate at which the price of Presidio Property or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Presidio Property may increase or decrease. In other words, similar to Presidio's beta indicator, it measures the risk of Presidio Property and helps estimate the fluctuations that may happen in a short period of time. So if prices of Presidio Property fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.The Company is an internally managed, diversified REIT . As of September 30, 2020, the Company owned or had an equity interest in 128 Model Homes that are owned by six affiliated limited partnerships and one wholly-owned corporation Ten office buildings and one industrial property, which totals approximately 998,016 rentable square feet and Four retail shopping centers, which total approximately 131,722 rentable square feet. Presidio Property operates under REITDiversified classification in the United States and is traded on NASDAQ Exchange. It employs 18 people.
Presidio Property's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Presidio Preferred Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Presidio Property's price varies over time.
3 ways to utilize Presidio Property's volatility to invest better
Higher Presidio Property's preferred stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Presidio Property Trust preferred stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Presidio Property Trust preferred stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Presidio Property Trust investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Presidio Property's preferred stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Presidio Property's preferred stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Presidio Property Investment Opportunity
Presidio Property Trust has a volatility of 1.61 and is 2.06 times more volatile than Dow Jones Industrial. 14 percent of all equities and portfolios are less risky than Presidio Property. You can use Presidio Property Trust to enhance the returns of your portfolios. The preferred stock experiences a moderate upward volatility. Check odds of Presidio Property to be traded at $15.95 in 90 days.Good diversification
The correlation between Presidio Property Trust and DJI is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Presidio Property Trust and DJI in the same portfolio, assuming nothing else is changed.
Presidio Property Additional Risk Indicators
The analysis of Presidio Property's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Presidio Property's investment and either accepting that risk or mitigating it. Along with some common measures of Presidio Property preferred stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | 0.1083 | |||
| Mean Deviation | 1.11 | |||
| Coefficient Of Variation | (9,587) | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.63 | |||
| Information Ratio | (0.09) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential preferred stocks, we recommend comparing similar preferred stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Presidio Property Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Presidio Property as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Presidio Property's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Presidio Property's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Presidio Property Trust.
Additional Tools for Presidio Preferred Stock Analysis
When running Presidio Property's price analysis, check to measure Presidio Property'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 Presidio Property is operating at the current time. Most of Presidio Property's value examination focuses on studying past and present price action to predict the probability of Presidio Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Presidio Property's price. Additionally, you may evaluate how the addition of Presidio Property to your portfolios can decrease your overall portfolio volatility.