Franklin Bsp Realty Stock Market Value
| FBRT Stock | USD 13.19 0.06 0.46% |
| Symbol | Franklin |
Franklin BSP Realty 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 Franklin BSP. If investors know Franklin 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 Franklin BSP 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 (0.01) | Dividend Share 1.41 | Earnings Share 0.81 | Revenue Per Share 2.072 | Quarterly Revenue Growth (0.17) |
The market value of Franklin BSP Realty is measured differently than its book value, which is the value of Franklin that is recorded on the company's balance sheet. Investors also form their own opinion of Franklin BSP's value that differs from its market value or its book value, called intrinsic value, which is Franklin BSP'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 Franklin BSP's market value can be influenced by many factors that don't directly affect Franklin BSP'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 Franklin BSP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Franklin BSP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin BSP'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.
Franklin BSP '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 Franklin BSP'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 Franklin BSP.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Franklin BSP on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Franklin BSP Realty or generate 0.0% return on investment in Franklin BSP over 30 days. Franklin BSP is related to or competes with Visa, Diamond Hill, Distoken Acquisition, AllianceBernstein, Associated Capital, Brookfield Corp, and Blackstone. Franklin BSP Realty Trust, Inc., a real estate finance company, originates, acquires, and manages a portfolio of commerc... More
Franklin BSP 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 Franklin BSP'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 Franklin BSP Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 1.55 |
Franklin BSP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin BSP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin BSP's standard deviation. In reality, there are many statistical measures that can use Franklin BSP historical prices to predict the future Franklin BSP's volatility.| Risk Adjusted Performance | 0.018 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.04) |
Franklin BSP Realty Backtested Returns
Franklin BSP Realty secures Sharpe Ratio (or Efficiency) of -0.0068, which denotes the company had a -0.0068% return per unit of standard deviation over the last 3 months. Franklin BSP Realty exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Franklin BSP's Semi Deviation of 1.15, downside deviation of 1.25, and Mean Deviation of 0.7468 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Franklin BSP are expected to decrease at a much lower rate. During the bear market, Franklin BSP is likely to outperform the market. At this point, Franklin BSP Realty has a negative expected return of -0.0069%. Please make sure to confirm Franklin BSP's coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Franklin BSP Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Franklin BSP Realty has modest predictability. Overlapping area represents the amount of predictability between Franklin BSP time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Franklin BSP Realty price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Franklin BSP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Franklin BSP Realty lagged returns against current returns
Autocorrelation, which is Franklin BSP 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 Franklin BSP's stock expected returns. We can calculate the autocorrelation of Franklin BSP returns to help us make a trade decision. For example, suppose you find that Franklin BSP 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 |
Franklin BSP 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 Franklin BSP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin BSP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin BSP stock over time.
Current vs Lagged Prices |
| Timeline |
Franklin BSP Lagged Returns
When evaluating Franklin BSP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin BSP stock have on its future price. Franklin BSP 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, Franklin BSP autocorrelation shows the relationship between Franklin BSP stock current value and its past values and can show if there is a momentum factor associated with investing in Franklin BSP Realty.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Franklin Stock Analysis
When running Franklin BSP's price analysis, check to measure Franklin BSP'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 Franklin BSP is operating at the current time. Most of Franklin BSP's value examination focuses on studying past and present price action to predict the probability of Franklin BSP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Franklin BSP's price. Additionally, you may evaluate how the addition of Franklin BSP to your portfolios can decrease your overall portfolio volatility.