Net Lease Office Stock Market Value
| NLOP Stock | 30.92 0.23 0.75% |
| Symbol | Net |
Net Lease Office 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 Net Lease. If investors know Net 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 Net Lease 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 2.231 | Earnings Share (13.38) | Revenue Per Share 10.906 | Quarterly Revenue Growth (0.27) | Return On Assets 0.0221 |
The market value of Net Lease Office is measured differently than its book value, which is the value of Net that is recorded on the company's balance sheet. Investors also form their own opinion of Net Lease's value that differs from its market value or its book value, called intrinsic value, which is Net Lease'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 Net Lease's market value can be influenced by many factors that don't directly affect Net Lease'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 Net Lease's value and its price as these two are different measures arrived at by different means. Investors typically determine if Net Lease is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Net Lease'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.
Net Lease '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 Net Lease'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 Net Lease.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in Net Lease on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Net Lease Office or generate 0.0% return on investment in Net Lease over 30 days. Net Lease is related to or competes with Realty Income, Park Hotels, Power REIT, Urban Edge, Weyerhaeuser, VICI Properties, and Elme Communities. Net Lease is entity of United States. It is traded as Stock on NYSE exchange. More
Net Lease 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 Net Lease'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 Net Lease Office upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.49 |
Net Lease Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Net Lease's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Net Lease's standard deviation. In reality, there are many statistical measures that can use Net Lease historical prices to predict the future Net Lease's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.05) |
Net Lease Office Backtested Returns
Net Lease Office has Sharpe Ratio of -0.0125, which conveys that the firm had a -0.0125% return per unit of risk over the last 3 months. Net Lease exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Net Lease's Risk Adjusted Performance of (0.01), standard deviation of 1.5, and Mean Deviation of 1.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. Net Lease returns are very sensitive to returns on the market. As the market goes up or down, Net Lease is expected to follow. At this point, Net Lease Office has a negative expected return of -0.0167%. Please make sure to verify Net Lease's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Net Lease Office performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Net Lease Office has weak reverse predictability. Overlapping area represents the amount of predictability between Net Lease time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 Net Lease Office price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Net Lease price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Net Lease Office lagged returns against current returns
Autocorrelation, which is Net Lease 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 Net Lease's stock expected returns. We can calculate the autocorrelation of Net Lease returns to help us make a trade decision. For example, suppose you find that Net Lease 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 |
Net Lease 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 Net Lease stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Net Lease stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Net Lease stock over time.
Current vs Lagged Prices |
| Timeline |
Net Lease Lagged Returns
When evaluating Net Lease's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Net Lease stock have on its future price. Net Lease 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, Net Lease autocorrelation shows the relationship between Net Lease stock current value and its past values and can show if there is a momentum factor associated with investing in Net Lease Office.
Regressed Prices |
| Timeline |
Pair Trading with Net Lease
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Net Lease position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Net Lease will appreciate offsetting losses from the drop in the long position's value.Moving together with Net Stock
Moving against Net Stock
| 0.62 | WHLR | Wheeler Real Estate | PairCorr |
| 0.58 | O | Realty Income | PairCorr |
| 0.31 | FR | First Industrial Realty | PairCorr |
| 0.31 | VICI | VICI Properties | PairCorr |
The ability to find closely correlated positions to Net Lease could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Net Lease when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Net Lease - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Net Lease Office to buy it.
The correlation of Net Lease is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Net Lease moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Net Lease Office moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Net Lease can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Net Stock Analysis
When running Net Lease's price analysis, check to measure Net Lease'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 Net Lease is operating at the current time. Most of Net Lease's value examination focuses on studying past and present price action to predict the probability of Net Lease's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Net Lease's price. Additionally, you may evaluate how the addition of Net Lease to your portfolios can decrease your overall portfolio volatility.