Sunstone Hotel Investors Preferred Stock Market Value
| SHO-PI Preferred Stock | 22.58 0.34 1.53% |
| Symbol | Sunstone |
Sunstone Hotel '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 Sunstone Hotel'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 Sunstone Hotel.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Sunstone Hotel on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Sunstone Hotel Investors or generate 0.0% return on investment in Sunstone Hotel over 480 days. Sunstone Hotel is related to or competes with Sunstone Hotel, Pebblebrook Hotel, DiamondRock Hospitality, and Pebblebrook Hotel. More
Sunstone Hotel 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 Sunstone Hotel'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 Sunstone Hotel Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8599 | |||
| Information Ratio | 0.0519 | |||
| Maximum Drawdown | 5.43 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.15 |
Sunstone Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunstone Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunstone Hotel's standard deviation. In reality, there are many statistical measures that can use Sunstone Hotel historical prices to predict the future Sunstone Hotel's volatility.| Risk Adjusted Performance | 0.1322 | |||
| Jensen Alpha | 0.1833 | |||
| Total Risk Alpha | 0.0105 | |||
| Sortino Ratio | 0.0589 | |||
| Treynor Ratio | (1.03) |
Sunstone Hotel Investors Backtested Returns
Sunstone Hotel is very steady at the moment. Sunstone Hotel Investors owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sunstone Hotel Investors, which you can use to evaluate the volatility of the company. Please validate Sunstone Hotel's Semi Deviation of 0.5617, coefficient of variation of 557.32, and Risk Adjusted Performance of 0.1322 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sunstone Hotel has a performance score of 11 on a scale of 0 to 100. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sunstone Hotel are expected to decrease at a much lower rate. During the bear market, Sunstone Hotel is likely to outperform the market. Sunstone Hotel Investors right now has a risk of 0.99%. Please validate Sunstone Hotel expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Sunstone Hotel will be following its existing price patterns.
Auto-correlation | 0.57 |
Modest predictability
Sunstone Hotel Investors has modest predictability. Overlapping area represents the amount of predictability between Sunstone Hotel time series from 19th of August 2023 to 15th of April 2024 and 15th of April 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 Sunstone Hotel Investors price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Sunstone Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Sunstone Hotel Investors lagged returns against current returns
Autocorrelation, which is Sunstone Hotel 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 Sunstone Hotel's preferred stock expected returns. We can calculate the autocorrelation of Sunstone Hotel returns to help us make a trade decision. For example, suppose you find that Sunstone Hotel 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 |
Sunstone Hotel 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 Sunstone Hotel preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunstone Hotel preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunstone Hotel preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Sunstone Hotel Lagged Returns
When evaluating Sunstone Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunstone Hotel preferred stock have on its future price. Sunstone Hotel 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, Sunstone Hotel autocorrelation shows the relationship between Sunstone Hotel preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Sunstone Hotel Investors.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sunstone Preferred Stock
Sunstone Hotel financial ratios help investors to determine whether Sunstone 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 Sunstone with respect to the benefits of owning Sunstone Hotel security.