Innovative Industrial Properties Preferred Stock Performance
| IIPR-P-A | 25.16 1.34 5.06% |
The company retains a Market Volatility (i.e., Beta) of 0.0508, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovative Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovative Industrial is expected to be smaller as well. At this point, Innovative Industrial has a negative expected return of -0.0735%. Please make sure to check out Innovative Industrial's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Innovative Industrial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Innovative Industrial Properties has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Innovative Industrial is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Innovative |
Innovative Industrial Relative Risk vs. Return Landscape
If you would invest 2,638 in Innovative Industrial Properties on September 25, 2024 and sell it today you would lose (122.00) from holding Innovative Industrial Properties or give up 4.62% of portfolio value over 90 days. Innovative Industrial Properties is generating negative expected returns and assumes 0.7542% volatility on return distribution over the 90 days horizon. Simply put, 6% of preferred stocks are less volatile than Innovative, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Innovative Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Industrial's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Innovative Industrial Properties, and traders can use it to determine the average amount a Innovative Industrial's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0974
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| Negative Returns | IIPR-P-A |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Innovative Industrial is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Innovative Industrial by adding Innovative Industrial to a well-diversified portfolio.
Things to note about Innovative Industrial performance evaluation
Checking the ongoing alerts about Innovative Industrial for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Innovative Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Innovative Industrial generated a negative expected return over the last 90 days |
- Analyzing Innovative Industrial's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Innovative Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Innovative Industrial's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Innovative Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Innovative Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Innovative Industrial's preferred stock. These opinions can provide insight into Innovative Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Innovative Preferred Stock analysis
When running Innovative Industrial's price analysis, check to measure Innovative Industrial'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 Innovative Industrial is operating at the current time. Most of Innovative Industrial's value examination focuses on studying past and present price action to predict the probability of Innovative Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Innovative Industrial's price. Additionally, you may evaluate how the addition of Innovative Industrial to your portfolios can decrease your overall portfolio volatility.
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