Rexford Industrial Realty Preferred Stock Alpha and Beta Analysis

REXR-PC Preferred Stock  USD 22.50  0.08  0.36%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rexford Industrial Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rexford Industrial over a specified time horizon. Remember, high Rexford Industrial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Rexford Industrial's market risk premium analysis include:
Beta
(0.16)
Alpha
0.0561
Risk
0.87
Sharpe Ratio
0.0587
Expected Return
0.051
Please note that although Rexford Industrial alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Rexford Industrial did 0.06  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Rexford Industrial Realty preferred stock's relative risk over its benchmark. Rexford Industrial Realty has a beta of 0.16  . 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. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Rexford Industrial Backtesting, Rexford Industrial Valuation, Rexford Industrial Correlation, Rexford Industrial Hype Analysis, Rexford Industrial Volatility, Rexford Industrial History and analyze Rexford Industrial Performance.

Rexford Industrial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rexford Industrial market risk premium is the additional return an investor will receive from holding Rexford Industrial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Rexford Industrial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Rexford Industrial's performance over market.
α0.06   β-0.16

Rexford Industrial expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Rexford Industrial's Buy-and-hold return. Our buy-and-hold chart shows how Rexford Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Rexford Industrial Market Price Analysis

Market price analysis indicators help investors to evaluate how Rexford Industrial preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rexford Industrial shares will generate the highest return on investment. By understating and applying Rexford Industrial preferred stock market price indicators, traders can identify Rexford Industrial position entry and exit signals to maximize returns.

Rexford Industrial Return and Market Media

The median price of Rexford Industrial for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 23.04 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 23.02, and mean deviation of 0.62. The Preferred Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Rexford Industrial Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Rexford or other preferred stocks. Alpha measures the amount that position in Rexford Industrial Realty has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Rexford Industrial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Rexford Industrial's short interest history, or implied volatility extrapolated from Rexford Industrial options trading.

Build Portfolio with Rexford Industrial

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

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.