Franklin Bsp Realty Preferred Stock Market Value
| FBRT-PE Preferred Stock | USD 21.30 0.05 0.24% |
| Symbol | Franklin |
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 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 Franklin BSP.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Franklin BSP on September 12, 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 90 days. Franklin BSP is related to or competes with ARMOUR Residential, PennyMac Mortgage, Rithm Capital, Chimera Investment, and Dynex Capital. 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 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 Franklin BSP Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.03 |
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 | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.71) |
Franklin BSP Realty Backtested Returns
Franklin BSP Realty secures Sharpe Ratio (or Efficiency) of -0.0453, which denotes the company had a -0.0453% return per unit of standard deviation over the last 3 months. Franklin BSP Realty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Franklin BSP's Standard Deviation of 0.7576, mean deviation of 0.524, and Coefficient Of Variation of (2,038) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0662, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin BSP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin BSP is expected to be smaller as well. At this point, Franklin BSP Realty has a negative expected return of -0.0348%. Please make sure to confirm Franklin BSP's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Franklin BSP Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.89 |
Excellent reverse predictability
Franklin BSP Realty has excellent reverse predictability. Overlapping area represents the amount of predictability between Franklin BSP time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 -0.89 indicates that approximately 89.0% of current Franklin BSP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Franklin BSP Realty lagged returns against current returns
Autocorrelation, which is Franklin BSP 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 Franklin BSP's preferred 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 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 |
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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin BSP preferred 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 preferred 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 preferred 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 preferred 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 |
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 Franklin Preferred Stock
Franklin BSP financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin BSP security.