Braemar Hotel Resorts Stock Market Value
| BHR Stock | USD 3.25 0.01 0.31% |
| Symbol | Braemar |
Braemar Hotel Resorts Price To Book Ratio
Is Hotel & Resort REITs space 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 Braemar Hotel. If investors know Braemar 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 Braemar Hotel 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 0.011 | Dividend Share 0.2 | Earnings Share (1.27) | Revenue Per Share 11.436 | Quarterly Revenue Growth 0.005 |
The market value of Braemar Hotel Resorts is measured differently than its book value, which is the value of Braemar that is recorded on the company's balance sheet. Investors also form their own opinion of Braemar Hotel's value that differs from its market value or its book value, called intrinsic value, which is Braemar Hotel'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 Braemar Hotel's market value can be influenced by many factors that don't directly affect Braemar Hotel'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 Braemar Hotel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Braemar Hotel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Braemar Hotel'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.
Braemar 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 Braemar Hotel'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 Braemar Hotel.
| 09/27/2023 |
| 09/21/2024 |
If you would invest 0.00 in Braemar Hotel on September 27, 2023 and sell it all today you would earn a total of 0.00 from holding Braemar Hotel Resorts or generate 0.0% return on investment in Braemar Hotel over 360 days. Braemar Hotel is related to or competes with Summit Hotel, Service Properties, InnSuites Hospitality, Sotherly Hotels, RLJ Lodging, Diamondrock Hospitality, and Chatham Lodging. Braemar Hotels Resorts is a real estate investment trust focused on investing in luxury hotels and resorts More
Braemar 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 Braemar Hotel'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 Braemar Hotel Resorts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.35 | |||
| Information Ratio | 0.06 | |||
| Maximum Drawdown | 22.45 | |||
| Value At Risk | (5.50) | |||
| Potential Upside | 6.14 |
Braemar Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Braemar Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Braemar Hotel's standard deviation. In reality, there are many statistical measures that can use Braemar Hotel historical prices to predict the future Braemar Hotel's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.067 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0712 | |||
| Treynor Ratio | 0.1411 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Braemar Hotel'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.
Braemar Hotel Resorts Backtested Returns
Braemar Hotel appears to be unstable, given 3 months investment horizon. Braemar Hotel Resorts secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Braemar Hotel Resorts, which you can use to evaluate the volatility of the firm. Please makes use of Braemar Hotel's mean deviation of 2.93, and Risk Adjusted Performance of 0.0818 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Braemar Hotel holds a performance score of 7. The firm shows a Beta (market volatility) of 2.5, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Braemar Hotel will likely underperform. Please check Braemar Hotel's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Braemar Hotel's price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
Braemar Hotel Resorts has good reverse predictability. Overlapping area represents the amount of predictability between Braemar Hotel time series from 27th of September 2023 to 25th of March 2024 and 25th of March 2024 to 21st of September 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 Braemar Hotel Resorts price movement. The serial correlation of -0.51 indicates that about 51.0% of current Braemar Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Braemar Hotel Resorts lagged returns against current returns
Autocorrelation, which is Braemar Hotel 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 Braemar Hotel's stock expected returns. We can calculate the autocorrelation of Braemar Hotel returns to help us make a trade decision. For example, suppose you find that Braemar Hotel 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Braemar 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 Braemar Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Braemar Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Braemar Hotel stock over time.
Current vs Lagged Prices |
| Timeline |
Braemar Hotel Lagged Returns
When evaluating Braemar Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Braemar Hotel stock have on its future price. Braemar 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, Braemar Hotel autocorrelation shows the relationship between Braemar Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Braemar Hotel Resorts.
Regressed Prices |
| Timeline |
Pair Trading with Braemar Hotel
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 Braemar Hotel 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 Braemar Hotel will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Braemar Hotel could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Braemar Hotel 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 Braemar Hotel - 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 Braemar Hotel Resorts to buy it.
The correlation of Braemar Hotel is a statistical measure of how it moves in relation to other instruments. 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 Braemar Hotel moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Braemar Hotel Resorts 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 Braemar Hotel 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.Additional Tools for Braemar Stock Analysis
When running Braemar Hotel's price analysis, check to measure Braemar Hotel's 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 Braemar Hotel is operating at the current time. Most of Braemar Hotel's value examination focuses on studying past and present price action to predict the probability of Braemar Hotel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Braemar Hotel's price. Additionally, you may evaluate how the addition of Braemar Hotel to your portfolios can decrease your overall portfolio volatility.