Rexford Industrial Realty Preferred Stock Market Value

REXR-PC Preferred Stock  USD 22.50  0.08  0.36%   
Rexford Industrial's market value is the price at which a share of Rexford Industrial trades on a public exchange. It measures the collective expectations of Rexford Industrial Realty investors about its performance. Rexford Industrial is trading at 22.50 as of the 5th of December 2024, a 0.36 percent increase since the beginning of the trading day. The preferred stock's open price was 22.42.
With this module, you can estimate the performance of a buy and hold strategy of Rexford Industrial Realty and determine expected loss or profit from investing in Rexford Industrial over a given investment horizon. Check out Rexford Industrial Correlation, Rexford Industrial Volatility and Rexford Industrial Alpha and Beta module to complement your research on Rexford Industrial.
Symbol

Please note, there is a significant difference between Rexford Industrial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rexford Industrial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rexford Industrial'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.

Rexford Industrial '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 Rexford Industrial'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 Rexford Industrial.
0.00
12/16/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/05/2024
0.00
If you would invest  0.00  in Rexford Industrial on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding Rexford Industrial Realty or generate 0.0% return on investment in Rexford Industrial over 720 days. Rexford Industrial is related to or competes with Rexford Industrial, National Storage, Public Storage, and Digital Realty. Rexford Industrial, a real estate investment trust focused on owning and operating industrial properties throughout Sout... More

Rexford Industrial 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 Rexford Industrial'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 Rexford Industrial Realty upside and downside potential and time the market with a certain degree of confidence.

Rexford Industrial Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Rexford Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rexford Industrial's standard deviation. In reality, there are many statistical measures that can use Rexford Industrial historical prices to predict the future Rexford Industrial's volatility.
Hype
Prediction
LowEstimatedHigh
21.6322.5023.37
Details
Intrinsic
Valuation
LowRealHigh
18.2819.1524.75
Details
Naive
Forecast
LowNextHigh
21.2322.1022.97
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.4622.5822.70
Details

Rexford Industrial Realty Backtested Returns

At this point, Rexford Industrial is very steady. Rexford Industrial Realty maintains Sharpe Ratio (i.e., Efficiency) of 0.0587, which implies the firm had a 0.0587% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rexford Industrial Realty, which you can use to evaluate the volatility of the company. Please check Rexford Industrial's Coefficient Of Variation of 1833.81, risk adjusted performance of 0.0416, and Semi Deviation of 0.8036 to confirm if the risk estimate we provide is consistent with the expected return of 0.051%. Rexford Industrial has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rexford Industrial are expected to decrease at a much lower rate. During the bear market, Rexford Industrial is likely to outperform the market. Rexford Industrial Realty right now holds a risk of 0.87%. Please check Rexford Industrial Realty potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Rexford Industrial Realty will be following its historical price patterns.

Auto-correlation

    
  -0.63  

Very good reverse predictability

Rexford Industrial Realty has very good reverse predictability. Overlapping area represents the amount of predictability between Rexford Industrial time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th 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 Rexford Industrial Realty price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Rexford Industrial price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.35
Residual Average0.0
Price Variance1.26

Rexford Industrial Realty lagged returns against current returns

Autocorrelation, which is Rexford Industrial 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 Rexford Industrial's preferred stock expected returns. We can calculate the autocorrelation of Rexford Industrial returns to help us make a trade decision. For example, suppose you find that Rexford Industrial 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  

Rexford Industrial 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 Rexford Industrial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rexford Industrial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rexford Industrial preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

Rexford Industrial Lagged Returns

When evaluating Rexford Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rexford Industrial preferred stock have on its future price. Rexford Industrial 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, Rexford Industrial autocorrelation shows the relationship between Rexford Industrial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Rexford Industrial 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 Rexford Preferred Stock

Rexford Industrial financial ratios help investors to determine whether Rexford 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 Rexford with respect to the benefits of owning Rexford Industrial security.