Douglas Emmett Stock Market Value
| DEI Stock | USD 19.36 0.22 1.12% |
| Symbol | Douglas |
Douglas Emmett 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 Douglas Emmett. If investors know Douglas 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 Douglas Emmett 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 (0.50) | Dividend Share 0.76 | Earnings Share (0.10) | Revenue Per Share 5.774 | Quarterly Revenue Growth (0.02) |
The market value of Douglas Emmett is measured differently than its book value, which is the value of Douglas that is recorded on the company's balance sheet. Investors also form their own opinion of Douglas Emmett's value that differs from its market value or its book value, called intrinsic value, which is Douglas Emmett'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 Douglas Emmett's market value can be influenced by many factors that don't directly affect Douglas Emmett'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 Douglas Emmett's value and its price as these two are different measures arrived at by different means. Investors typically determine if Douglas Emmett is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Douglas Emmett'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.
Douglas Emmett '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 Douglas Emmett'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 Douglas Emmett.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Douglas Emmett on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Douglas Emmett or generate 0.0% return on investment in Douglas Emmett over 180 days. Douglas Emmett is related to or competes with Brandywine Realty, Kilroy Realty, Piedmont Office, City Office, Highwoods Properties, Hudson Pacific, and Cousins Properties. is a fully integrated, self-administered and self-managed real estate investment trust , and one of the largest owners a... More
Douglas Emmett 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 Douglas Emmett'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 Douglas Emmett upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.1198 | |||
| Maximum Drawdown | 7.68 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.78 |
Douglas Emmett Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Douglas Emmett's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Douglas Emmett's standard deviation. In reality, there are many statistical measures that can use Douglas Emmett historical prices to predict the future Douglas Emmett's volatility.| Risk Adjusted Performance | 0.1621 | |||
| Jensen Alpha | 0.2084 | |||
| Total Risk Alpha | 0.0517 | |||
| Sortino Ratio | 0.1226 | |||
| Treynor Ratio | 0.3642 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Douglas Emmett'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.
Douglas Emmett Backtested Returns
Douglas Emmett appears to be very steady, given 3 months investment horizon. Douglas Emmett secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Douglas Emmett, which you can use to evaluate the volatility of the firm. Please utilize Douglas Emmett's Mean Deviation of 1.32, downside deviation of 1.58, and Coefficient Of Variation of 487.31 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Douglas Emmett holds a performance score of 17. The firm shows a Beta (market volatility) of 0.88, which means possible diversification benefits within a given portfolio. Douglas Emmett returns are very sensitive to returns on the market. As the market goes up or down, Douglas Emmett is expected to follow. Please check Douglas Emmett's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Douglas Emmett's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Douglas Emmett has very good predictability. Overlapping area represents the amount of predictability between Douglas Emmett time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 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 Douglas Emmett price movement. The serial correlation of 0.8 indicates that around 80.0% of current Douglas Emmett price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Douglas Emmett lagged returns against current returns
Autocorrelation, which is Douglas Emmett 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 Douglas Emmett's stock expected returns. We can calculate the autocorrelation of Douglas Emmett returns to help us make a trade decision. For example, suppose you find that Douglas Emmett 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 |
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Douglas Emmett 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 Douglas Emmett stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Douglas Emmett stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Douglas Emmett stock over time.
Current vs Lagged Prices |
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Douglas Emmett Lagged Returns
When evaluating Douglas Emmett's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Douglas Emmett stock have on its future price. Douglas Emmett 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, Douglas Emmett autocorrelation shows the relationship between Douglas Emmett stock current value and its past values and can show if there is a momentum factor associated with investing in Douglas Emmett.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Douglas Emmett offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Douglas Emmett's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Douglas Emmett Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Douglas Emmett Stock:Check out Douglas Emmett Correlation, Douglas Emmett Volatility and Douglas Emmett Alpha and Beta module to complement your research on Douglas Emmett. For more detail on how to invest in Douglas Stock please use our How to Invest in Douglas Emmett guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Douglas Emmett 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.