Epr Properties 5750 Preferred Stock Volatility
| EPR-P-G Preferred Stock | 20.97 0.04 0.19% |
EPR Properties 5750 secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13% return per unit of volatility over the last 3 months. EPR Properties 5750 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EPR Properties' Mean Deviation of 0.7045, market risk adjusted performance of (0.30), and Standard Deviation of 0.9821 to check the risk estimate we provide.
EPR |
EPR Properties Preferred Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of EPR daily returns, and it is calculated using variance and standard deviation. We also use EPR's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of EPR Properties volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as EPR Properties can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of EPR Properties at lower prices to lower their average cost per share. Similarly, when the prices of EPR Properties' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against EPR Preferred Stock
| 0.82 | RMRHF | Rand Merchant Investment | PairCorr |
| 0.79 | GOOG | Alphabet Class C | PairCorr |
| 0.79 | TWLO | Twilio Inc | PairCorr |
| 0.78 | NXL | Nexalin Technology | PairCorr |
| 0.76 | NVEI | Nuvei Corp | PairCorr |
| 0.75 | PLTR | Palantir Technologies Aggressive Push | PairCorr |
| 0.73 | AMZN | Amazon Inc | PairCorr |
| 0.73 | RELL | Richardson Electronics | PairCorr |
| 0.69 | CLBT | Cellebrite DI Tech Boost | PairCorr |
EPR Properties Market Sensitivity And Downside Risk
EPR Properties' beta coefficient measures the volatility of EPR preferred stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents EPR preferred stock's returns against your selected market. In other words, EPR Properties's beta of 0.44 provides an investor with an approximation of how much risk EPR Properties preferred stock can potentially add to one of your existing portfolios. EPR Properties 5750 exhibits very low volatility with skewness of -1.04 and kurtosis of 3.06. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure EPR Properties' preferred stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact EPR Properties' preferred stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze EPR Properties 5750 Demand TrendCheck current 90 days EPR Properties correlation with market (Dow Jones Industrial)EPR Beta |
EPR standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 0.99 |
It is essential to understand the difference between upside risk (as represented by EPR Properties's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of EPR Properties' daily returns or price. Since the actual investment returns on holding a position in epr preferred stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in EPR Properties.
EPR Properties 5750 Preferred Stock Volatility Analysis
Volatility refers to the frequency at which EPR Properties preferred stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with EPR Properties' price changes. Investors will then calculate the volatility of EPR Properties' preferred stock to predict their future moves. A preferred stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A preferred stock with relatively stable price changes has low volatility. A highly volatile preferred stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of EPR Properties' volatility:
Historical Volatility
This type of preferred stock volatility measures EPR Properties' fluctuations based on previous trends. It's commonly used to predict EPR Properties' future behavior based on its past. However, it cannot conclusively determine the future direction of the preferred stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for EPR Properties' current market price. This means that the preferred stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on EPR Properties' to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. EPR Properties 5750 Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
EPR Properties Projected Return Density Against Market
Assuming the 90 days trading horizon EPR Properties has a beta of 0.4421 suggesting as returns on the market go up, EPR Properties average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding EPR Properties 5750 will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to EPR Properties or EPR sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that EPR Properties' price will be affected by overall preferred stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a EPR preferred stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
EPR Properties 5750 has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an EPR Properties Price Volatility?
Several factors can influence a preferred stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.EPR Properties Preferred Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of EPR Properties is -771.37. The daily returns are distributed with a variance of 0.97 and standard deviation of 0.99. The mean deviation of EPR Properties 5750 is currently at 0.7. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.15 | |
β | Beta against Dow Jones | 0.44 | |
σ | Overall volatility | 0.99 | |
Ir | Information ratio | -0.16 |
EPR Properties Preferred Stock Return Volatility
EPR Properties historical daily return volatility represents how much of EPR Properties preferred stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.9861% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
EPR Properties Investment Opportunity
EPR Properties 5750 has a volatility of 0.99 and is 1.24 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of EPR Properties 5750 is lower than 8 percent of all global equities and portfolios over the last 90 days. You can use EPR Properties 5750 to enhance the returns of your portfolios. The preferred stock experiences a normal upward fluctuation. Check odds of EPR Properties to be traded at 22.02 in 90 days.Weak diversification
The correlation between EPR Properties 5750 and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPR Properties 5750 and DJI in the same portfolio, assuming nothing else is changed.
EPR Properties Additional Risk Indicators
The analysis of EPR Properties' secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in EPR Properties' investment and either accepting that risk or mitigating it. Along with some common measures of EPR Properties preferred stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.10) | |||
| Market Risk Adjusted Performance | (0.30) | |||
| Mean Deviation | 0.7045 | |||
| Coefficient Of Variation | (772.10) | |||
| Standard Deviation | 0.9821 | |||
| Variance | 0.9646 | |||
| Information Ratio | (0.16) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential preferred stocks, we recommend comparing similar preferred stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
EPR Properties Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against EPR Properties as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. EPR Properties' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, EPR Properties' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to EPR Properties 5750.
Complementary Tools for EPR Preferred Stock analysis
When running EPR Properties' price analysis, check to measure EPR Properties' 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 EPR Properties is operating at the current time. Most of EPR Properties' value examination focuses on studying past and present price action to predict the probability of EPR Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EPR Properties' price. Additionally, you may evaluate how the addition of EPR Properties to your portfolios can decrease your overall portfolio volatility.
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