Office Properties Income Stock Market Value
| OPINL Stock | USD 14.40 0.16 1.12% |
| Symbol | Office |
Office Properties Income Price To Book Ratio
Is Office 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 Office Properties. If investors know Office 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 Office Properties 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 (0.68) | Dividend Share 0.28 | Revenue Per Share 10.934 | Quarterly Revenue Growth (0.08) | Return On Assets 0.016 |
The market value of Office Properties Income is measured differently than its book value, which is the value of Office that is recorded on the company's balance sheet. Investors also form their own opinion of Office Properties' value that differs from its market value or its book value, called intrinsic value, which is Office Properties' 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 Office Properties' market value can be influenced by many factors that don't directly affect Office Properties' 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 Office Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Office Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Office Properties' 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.
Office Properties '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 Office Properties' 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 Office Properties.
| 04/16/2024 |
| 10/13/2024 |
If you would invest 0.00 in Office Properties on April 16, 2024 and sell it all today you would earn a total of 0.00 from holding Office Properties Income or generate 0.0% return on investment in Office Properties over 180 days. Office Properties is related to or competes with United States, United States, DBA Sempra, Hancock Whitney, and Diversified Healthcare. OPI is a REIT focused on owning, operating and leasing properties primarily leased to single tenants and those with high... More
Office Properties 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 Office Properties' 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 Office Properties Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.274 | |||
| Maximum Drawdown | 13.8 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 3.15 |
Office Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Office Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Office Properties' standard deviation. In reality, there are many statistical measures that can use Office Properties historical prices to predict the future Office Properties' volatility.| Risk Adjusted Performance | 0.2854 | |||
| Jensen Alpha | 0.526 | |||
| Total Risk Alpha | 0.3737 | |||
| Sortino Ratio | 0.2925 | |||
| Treynor Ratio | 0.7564 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Office Properties' 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.
Office Properties Income Backtested Returns
Office Properties appears to be not too volatile, given 3 months investment horizon. Office Properties Income maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the firm had a 0.33% return per unit of risk over the last 3 months. By analyzing Office Properties' technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please evaluate Office Properties' Coefficient Of Variation of 296.1, semi deviation of 0.9885, and Risk Adjusted Performance of 0.2854 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Office Properties holds a performance score of 25. The company holds a Beta of 0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Office Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Office Properties is expected to be smaller as well. Please check Office Properties' potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Office Properties' historical price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
Office Properties Income has good reverse predictability. Overlapping area represents the amount of predictability between Office Properties time series from 16th of April 2024 to 15th of July 2024 and 15th of July 2024 to 13th of October 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 Office Properties Income price movement. The serial correlation of -0.55 indicates that about 55.0% of current Office Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.69 |
Office Properties Income lagged returns against current returns
Autocorrelation, which is Office Properties 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 Office Properties' stock expected returns. We can calculate the autocorrelation of Office Properties returns to help us make a trade decision. For example, suppose you find that Office Properties 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 |
Office Properties 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 Office Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Office Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Office Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Office Properties Lagged Returns
When evaluating Office Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Office Properties stock have on its future price. Office Properties 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, Office Properties autocorrelation shows the relationship between Office Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Office Properties Income.
Regressed Prices |
| Timeline |
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Office Properties 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.