Acres Commercial Realty Preferred Stock Market Value
| ACR-PD Preferred Stock | USD 22.80 0.04 0.18% |
| Symbol | ACRES |
ACRES Commercial '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 ACRES Commercial's preferred 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 ACRES Commercial.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in ACRES Commercial on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding ACRES Commercial Realty or generate 0.0% return on investment in ACRES Commercial over 540 days. ACRES Commercial is related to or competes with Rithm Capital, PennyMac Mortgage, and AGNC Investment. ACRES Commercial Realty Corp., a real estate investment trust , focuses on the origination, holding, and management of c... More
ACRES Commercial 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 ACRES Commercial's preferred 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 ACRES Commercial Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.48 |
ACRES Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACRES Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACRES Commercial's standard deviation. In reality, there are many statistical measures that can use ACRES Commercial historical prices to predict the future ACRES Commercial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.51) |
ACRES Commercial Realty Backtested Returns
ACRES Commercial Realty secures Sharpe Ratio (or Efficiency) of -0.0018, which signifies that the company had a -0.0018% return per unit of risk over the last 3 months. ACRES Commercial Realty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ACRES Commercial's Mean Deviation of 0.5385, variance of 0.5577, and Coefficient Of Variation of (8,126) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0376, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ACRES Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding ACRES Commercial is expected to be smaller as well. At this point, ACRES Commercial Realty has a negative expected return of -0.0013%. Please make sure to confirm ACRES Commercial's kurtosis, and the relationship between the maximum drawdown and rate of daily change , to decide if ACRES Commercial Realty performance from the past will be repeated in the future.
Auto-correlation | 0.72 |
Good predictability
ACRES Commercial Realty has good predictability. Overlapping area represents the amount of predictability between ACRES Commercial time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 ACRES Commercial Realty price movement. The serial correlation of 0.72 indicates that around 72.0% of current ACRES Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
ACRES Commercial Realty lagged returns against current returns
Autocorrelation, which is ACRES Commercial preferred 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 ACRES Commercial's preferred stock expected returns. We can calculate the autocorrelation of ACRES Commercial returns to help us make a trade decision. For example, suppose you find that ACRES Commercial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
ACRES Commercial 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 ACRES Commercial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACRES Commercial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACRES Commercial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
ACRES Commercial Lagged Returns
When evaluating ACRES Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACRES Commercial preferred stock have on its future price. ACRES Commercial 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, ACRES Commercial autocorrelation shows the relationship between ACRES Commercial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in ACRES Commercial Realty.
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.Other Information on Investing in ACRES Preferred Stock
ACRES Commercial financial ratios help investors to determine whether ACRES Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ACRES with respect to the benefits of owning ACRES Commercial security.