CTO Realty Stock Market Value

CTO
 Stock
  

USD 19.27  0.03  0.16%   

CTO Realty's market value is the price at which a share of CTO Realty stock trades on a public exchange. It measures the collective expectations of CTO Realty Growth investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CTO Realty Growth and determine expected loss or profit from investing in CTO Realty over a given investment horizon. Continue to CTO Realty Correlation, CTO Realty Volatility and CTO Realty Alpha and Beta module to complement your research on CTO Realty.
Symbol


Is CTO Realty's industry 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 CTO Realty. If investors know CTO Realty 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 CTO Realty 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 YOY
(0.85) 
Market Capitalization
362.8 M
Quarterly Revenue Growth YOY
0.4
Return On Assets
0.0159
Return On Equity
0.0186
The market value of CTO Realty Growth is measured differently than its book value, which is the value of CTO Realty that is recorded on the company's balance sheet. Investors also form their own opinion of CTO Realty's value that differs from its market value or its book value, called intrinsic value, which is CTO Realty'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 CTO Realty's market value can be influenced by many factors that don't directly affect CTO Realty'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 CTO Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine CTO Realty value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CTO Realty'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.

CTO Realty '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 CTO Realty'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 CTO Realty.
0.00
10/06/2022
No Change 0.00  0.0 
In 2 months and 2 days
12/05/2022
0.00
If you would invest  0.00  in CTO Realty on October 6, 2022 and sell it all today you would earn a total of 0.00 from holding CTO Realty Growth or generate 0.0% return on investment in CTO Realty over 60 days. CTO Realty is related to or competes with American Assets, Armada Hflr, Alexander Baldwin, Brightspire Capital, Corenergy Infras, Digitalbridge, and Essential Properties. CTO Realty Growth, Inc. is a Florida-based publicly traded real estate company, which owns income properties comprised o... More

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

CTO Realty Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CTO Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CTO Realty's standard deviation. In reality, there are many statistical measures that can use CTO Realty historical prices to predict the future CTO Realty's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CTO Realty's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of CTO Realty in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
17.1019.3421.58
Details
Intrinsic
Valuation
LowReal ValueHigh
17.3730.4832.72
Details
4 Analysts
Consensus
LowTarget PriceHigh
60.0064.0067.00
Details
Earnings
Estimates (2)
LowProjected EPSHigh
3.783.793.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CTO Realty. Your research has to be compared to or analyzed against CTO Realty's peers to derive any actionable benefits. When done correctly, CTO Realty's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CTO Realty Growth.

CTO Realty Growth Backtested Returns

CTO Realty Growth secures Sharpe Ratio (or Efficiency) of -0.0218, which signifies that the company had -0.0218% of return per unit of risk over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CTO Realty Growth exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CTO Realty Growth risk adjusted performance of (0.05), and Mean Deviation of 1.6 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.8179, which signifies possible diversification benefits within a given portfolio. Let's try to break down what CTO Realty's beta means in this case. As returns on the market increase, CTO Realty returns are expected to increase less than the market. However, during the bear market, the loss on holding CTO Realty will be expected to be smaller as well. Even though it is essential to pay attention to CTO Realty Growth historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CTO Realty Growth exposes twenty-eight different technical indicators, which can help you to evaluate its performance. CTO Realty Growth has an expected return of -0.0485%. Please be advised to confirm CTO Realty Growth semi variance, and the relationship between the treynor ratio and daily balance of power to decide if CTO Realty Growth performance from the past will be repeated at future time.

Auto-correlation

    
  -0.08  

Very weak reverse predictability

CTO Realty Growth has very weak reverse predictability. Overlapping area represents the amount of predictability between CTO Realty time series from 6th of October 2022 to 5th of November 2022 and 5th of November 2022 to 5th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CTO Realty Growth price movement. The serial correlation of -0.08 indicates that barely 8.0% of current CTO Realty price fluctuation can be explain by its past prices.
Correlation Coefficient-0.08
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.27

CTO Realty Growth lagged returns against current returns

Autocorrelation, which is CTO Realty 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 CTO Realty's stock expected returns. We can calculate the autocorrelation of CTO Realty returns to help us make a trade decision. For example, suppose you find that CTO Realty stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

CTO Realty Lagged Returns

When evaluating CTO Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CTO Realty stock have on its future price. CTO Realty 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, CTO Realty autocorrelation shows the relationship between CTO Realty stock current value and its past values and can show if there is a momentum factor associated with investing in CTO Realty Growth.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in CTO Realty without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with CTO Realty

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 CTO Realty 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 CTO Realty will appreciate offsetting losses from the drop in the long position's value.

Moving together with CTO Realty

+0.62HSTHost Hotels Resorts Potential GrowthPairCorr
The ability to find closely correlated positions to CTO Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CTO Realty 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 CTO Realty - 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 CTO Realty Growth to buy it.
The correlation of CTO Realty is a statistical measure of how it moves in relation to other equities. 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 CTO Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CTO Realty Growth 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 CTO Realty 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.
Pair CorrelationCorrelation Matching
Continue to CTO Realty Correlation, CTO Realty Volatility and CTO Realty Alpha and Beta module to complement your research on CTO Realty. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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CTO Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of CTO Realty technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CTO Realty trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...