Gladstone Land Corp Preferred Stock Market Value
| LANDM Preferred Stock | USD 24.90 0.16 0.64% |
| Symbol | Gladstone |
Gladstone Land '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 Gladstone Land'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 Gladstone Land.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Gladstone Land on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Gladstone Land Corp or generate 0.0% return on investment in Gladstone Land over 360 days. Gladstone Land is related to or competes with EPR Properties, Digital Realty, EPR Properties, Digital Realty, Digital Realty, and EPR Properties. Founded in 1997, Gladstone Land is a publicly traded real estate investment trust that acquires and owns farmland and fa... More
Gladstone Land 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 Gladstone Land'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 Gladstone Land Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2982 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.49 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.4114 |
Gladstone Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Land's standard deviation. In reality, there are many statistical measures that can use Gladstone Land historical prices to predict the future Gladstone Land's volatility.| Risk Adjusted Performance | 0.1432 | |||
| Jensen Alpha | 0.041 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 1.42 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gladstone Land'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.
Gladstone Land Corp Backtested Returns
As of now, Gladstone Preferred Stock is very steady. Gladstone Land Corp holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Gladstone Land Corp, which you can use to evaluate the volatility of the firm. Please check out Gladstone Land's market risk adjusted performance of 1.43, and Risk Adjusted Performance of 0.1432 to validate if the risk estimate we provide is consistent with the expected return of 0.0546%. Gladstone Land has a performance score of 16 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0314, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gladstone Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gladstone Land is expected to be smaller as well. Gladstone Land Corp right now retains a risk of 0.26%. Please check out Gladstone Land standard deviation, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Gladstone Land will be following its current trending patterns.
Auto-correlation | 0.88 |
Very good predictability
Gladstone Land Corp has very good predictability. Overlapping area represents the amount of predictability between Gladstone Land time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Gladstone Land Corp price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Gladstone Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Gladstone Land Corp lagged returns against current returns
Autocorrelation, which is Gladstone Land 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 Gladstone Land's preferred stock expected returns. We can calculate the autocorrelation of Gladstone Land returns to help us make a trade decision. For example, suppose you find that Gladstone Land 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 |
Gladstone Land 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 Gladstone Land preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Land preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Land preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Land Lagged Returns
When evaluating Gladstone Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Land preferred stock have on its future price. Gladstone Land 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, Gladstone Land autocorrelation shows the relationship between Gladstone Land preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Land Corp.
Regressed Prices |
| Timeline |
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Gladstone Land financial ratios help investors to determine whether Gladstone 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 Gladstone with respect to the benefits of owning Gladstone Land security.