Claros Mortgage Trust Stock Market Value
| CMTG Stock | USD 6.79 0.01 0.15% |
| Symbol | Claros |
Claros Mortgage Trust Price To Book Ratio
Is Asset Management & Custody Banks 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 Claros Mortgage. If investors know Claros 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 Claros Mortgage 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 (0.95) | Dividend Share 0.85 | Earnings Share (0.64) | Revenue Per Share 0.364 | Quarterly Revenue Growth (0.29) |
The market value of Claros Mortgage Trust is measured differently than its book value, which is the value of Claros that is recorded on the company's balance sheet. Investors also form their own opinion of Claros Mortgage's value that differs from its market value or its book value, called intrinsic value, which is Claros Mortgage'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 Claros Mortgage's market value can be influenced by many factors that don't directly affect Claros Mortgage'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 Claros Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Claros Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Claros Mortgage'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.
Claros Mortgage '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 Claros Mortgage'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 Claros Mortgage.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Claros Mortgage on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Claros Mortgage Trust or generate 0.0% return on investment in Claros Mortgage over 30 days. Claros Mortgage is related to or competes with Ladder Capital, Invesco Mortgage, AGNC Investment, Invesco Mortgage, Annaly Capital, AGNC Investment, and Annaly Capital. Claros Mortgage Trust, Inc. is a real estate investment trust that focuses primarily on originating senior and subordina... More
Claros Mortgage 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 Claros Mortgage'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 Claros Mortgage Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 15.73 | |||
| Value At Risk | (6.31) | |||
| Potential Upside | 3.95 |
Claros Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Claros Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Claros Mortgage's standard deviation. In reality, there are many statistical measures that can use Claros Mortgage historical prices to predict the future Claros Mortgage's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Claros Mortgage'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.
Claros Mortgage Trust Backtested Returns
Claros Mortgage Trust secures Sharpe Ratio (or Efficiency) of -0.0546, which signifies that the company had a -0.0546% return per unit of standard deviation over the last 3 months. Claros Mortgage Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Claros Mortgage's risk adjusted performance of (0.04), and Mean Deviation of 2.16 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.82, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Claros Mortgage will likely underperform. At this point, Claros Mortgage Trust has a negative expected return of -0.17%. Please make sure to confirm Claros Mortgage's standard deviation, kurtosis, relative strength index, as well as the relationship between the maximum drawdown and day median price , to decide if Claros Mortgage Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Claros Mortgage Trust has below average predictability. Overlapping area represents the amount of predictability between Claros Mortgage time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Claros Mortgage Trust price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Claros Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Claros Mortgage Trust lagged returns against current returns
Autocorrelation, which is Claros Mortgage 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 Claros Mortgage's stock expected returns. We can calculate the autocorrelation of Claros Mortgage returns to help us make a trade decision. For example, suppose you find that Claros Mortgage 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 |
Claros Mortgage 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 Claros Mortgage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Claros Mortgage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Claros Mortgage stock over time.
Current vs Lagged Prices |
| Timeline |
Claros Mortgage Lagged Returns
When evaluating Claros Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Claros Mortgage stock have on its future price. Claros Mortgage 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, Claros Mortgage autocorrelation shows the relationship between Claros Mortgage stock current value and its past values and can show if there is a momentum factor associated with investing in Claros Mortgage Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Claros Mortgage Trust is a strong investment it is important to analyze Claros Mortgage's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Claros Mortgage's future performance. For an informed investment choice regarding Claros Stock, refer to the following important reports:Check out Claros Mortgage Correlation, Claros Mortgage Volatility and Claros Mortgage Alpha and Beta module to complement your research on Claros Mortgage. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Claros Mortgage technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.