Bluerock Stock Market Value

BRG
 Stock
  

USD 26.07  0.03  0.11%   

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


Is Bluerock Residential'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 Bluerock Residential. If investors know Bluerock 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 Bluerock Residential listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
954 M
Quarterly Revenue Growth YOY
0.14
Return On Assets
0.0126
Return On Equity
0.0287
The market value of Bluerock Residential is measured differently than its book value, which is the value of Bluerock that is recorded on the company's balance sheet. Investors also form their own opinion of Bluerock Residential's value that differs from its market value or its book value, called intrinsic value, which is Bluerock Residential'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 Bluerock Residential's market value can be influenced by many factors that don't directly affect Bluerock Residential'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 Bluerock Residential's value and its price as these two are different measures arrived at by different means. Investors typically determine Bluerock Residential value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bluerock Residential'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.

Bluerock Residential '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 Bluerock Residential'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 Bluerock Residential.
0.00
08/26/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/16/2022
0.00
If you would invest  0.00  in Bluerock Residential on August 26, 2020 and sell it all today you would earn a total of 0.00 from holding Bluerock Residential Growth or generate 0.0% return on investment in Bluerock Residential over 720 days. Bluerock Residential is related to or competes with Arbor Realty, Apple, Boeing, Intel Corp, McDonalds Corp, Pfizer, and JP Morgan. is a real estate investment trust that focuses on developing and acquiring a diversified portfolio of institutional-qual...More

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

Bluerock Residential Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bluerock Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bluerock Residential's standard deviation. In reality, there are many statistical measures that can use Bluerock Residential historical prices to predict the future Bluerock Residential's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Bluerock Residential'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 Bluerock Residential in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
25.6326.0726.51
Details
Intrinsic
Valuation
LowReal ValueHigh
24.4024.8428.68
Details
5 Analysts
Consensus
LowTarget PriceHigh
9.5023.5929.85
Details
Earnings
Estimates (1)
LowProjected EPSHigh
0.280.280.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bluerock Residential. Your research has to be compared to or analyzed against Bluerock Residential's peers to derive any actionable benefits. When done correctly, Bluerock Residential'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 Bluerock Residential.

Bluerock Residential Backtested Returns

Bluerock Residential secures Sharpe Ratio (or Efficiency) of -0.0137, which signifies that the company had -0.0137% of return per unit of risk over the last month. Macroaxis standpoint towards 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. Bluerock Residential Growth exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Bluerock Residential mean deviation of 0.3358, and Risk Adjusted Performance of (0.048581) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.2715, which signifies not very significant fluctuations relative to the market. Let's try to break down what Bluerock's beta means in this case. As returns on the market increase, Bluerock Residential returns are expected to increase less than the market. However, during the bear market, the loss on holding Bluerock Residential will be expected to be smaller as well. Even though it is essential to pay attention to Bluerock Residential historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards 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. Bluerock Residential Growth exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Bluerock Residential has an expected return of -0.006%. Please be advised to confirm Bluerock Residential semi variance, and the relationship between the maximum drawdown and accumulation distribution to decide if Bluerock Residential performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.72  

Good predictability

Bluerock Residential Growth has good predictability. Overlapping area represents the amount of predictability between Bluerock Residential time series from 26th of August 2020 to 21st of August 2021 and 21st of August 2021 to 16th of August 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 Bluerock Residential price movement. The serial correlation of 0.72 indicates that around 72.0% of current Bluerock Residential price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.62
Residual Average0.0
Price Variance39.92

Bluerock Residential lagged returns against current returns

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

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

Bluerock Residential Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Bluerock Residential without increasing your portfolio risk or giving up 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 Bluerock Residential

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 Bluerock Residential 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 Bluerock Residential will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Bluerock Residential could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bluerock Residential 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 Bluerock Residential - 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 Bluerock Residential Growth to buy it.
The correlation of Bluerock Residential 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 Bluerock Residential moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bluerock Residential 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 Bluerock Residential 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 Bluerock Residential Hype Analysis, Bluerock Residential Correlation, Bluerock Residential Valuation, Bluerock Residential Volatility, as well as analyze Bluerock Residential Alpha and Beta and Bluerock Residential Performance. Note that the Bluerock Residential information on this page should be used as a complementary analysis to other Bluerock Residential's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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Bluerock Residential 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 Bluerock Residential technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bluerock Residential 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...