Sunstone Hotel Investors Stock Market Value
| SHO Stock | USD 8.85 0.03 0.34% |
| Symbol | Sunstone |
Sunstone Hotel Investors 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 Sunstone Hotel. If investors know Sunstone 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 Sunstone 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 (0.86) | Dividend Share 0.36 | Earnings Share 0.1 | Revenue Per Share | Quarterly Revenue Growth 0.078 |
The market value of Sunstone Hotel Investors is measured differently than its book value, which is the value of Sunstone that is recorded on the company's balance sheet. Investors also form their own opinion of Sunstone Hotel's value that differs from its market value or its book value, called intrinsic value, which is Sunstone 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 Sunstone Hotel's market value can be influenced by many factors that don't directly affect Sunstone 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 Sunstone Hotel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sunstone Hotel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sunstone 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.
Sunstone 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 Sunstone 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 Sunstone Hotel.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Sunstone Hotel on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Sunstone Hotel Investors or generate 0.0% return on investment in Sunstone Hotel over 90 days. Sunstone Hotel is related to or competes with Diamondrock Hospitality, Summit Hotel, Pebblebrook Hotel, Ryman Hospitality, and RLJ Lodging. Sunstone Hotel Investors, Inc. is a lodging real estate investment trust that as of the date of this release has interes... More
Sunstone 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 Sunstone 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 Sunstone Hotel Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 10.67 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 3.35 |
Sunstone Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunstone Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunstone Hotel's standard deviation. In reality, there are many statistical measures that can use Sunstone Hotel historical prices to predict the future Sunstone Hotel's volatility.| Risk Adjusted Performance | 0.0724 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1208 |
Sunstone Hotel Investors Backtested Returns
As of now, Sunstone Stock is not too volatile. Sunstone Hotel Investors owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0818, which indicates the firm had a 0.0818 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sunstone Hotel Investors, which you can use to evaluate the volatility of the company. Please validate Sunstone Hotel's Risk Adjusted Performance of 0.0724, semi deviation of 1.41, and Coefficient Of Variation of 1384.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sunstone Hotel has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 1.03, which indicates a somewhat significant risk relative to the market. Sunstone Hotel returns are very sensitive to returns on the market. As the market goes up or down, Sunstone Hotel is expected to follow. Sunstone Hotel Investors right now has a risk of 1.88%. Please validate Sunstone Hotel value at risk, as well as the relationship between the skewness and day median price , to decide if Sunstone Hotel will be following its existing price patterns.
Auto-correlation | 0.31 |
Below average predictability
Sunstone Hotel Investors has below average predictability. Overlapping area represents the amount of predictability between Sunstone Hotel time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sunstone Hotel Investors price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Sunstone Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Sunstone Hotel Investors lagged returns against current returns
Autocorrelation, which is Sunstone 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 Sunstone Hotel's stock expected returns. We can calculate the autocorrelation of Sunstone Hotel returns to help us make a trade decision. For example, suppose you find that Sunstone 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 |
Sunstone 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 Sunstone Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunstone Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunstone Hotel stock over time.
Current vs Lagged Prices |
| Timeline |
Sunstone Hotel Lagged Returns
When evaluating Sunstone Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunstone Hotel stock have on its future price. Sunstone 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, Sunstone Hotel autocorrelation shows the relationship between Sunstone Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Sunstone Hotel Investors.
Regressed Prices |
| Timeline |
Pair Trading with Sunstone 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 Sunstone 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 Sunstone Hotel will appreciate offsetting losses from the drop in the long position's value.Moving together with Sunstone Stock
| 0.64 | BXP | Boston Properties Earnings Call Next Week | PairCorr |
| 0.76 | DEI | Douglas Emmett | PairCorr |
| 0.72 | EGP | EastGroup Properties | PairCorr |
Moving against Sunstone Stock
The ability to find closely correlated positions to Sunstone 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 Sunstone 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 Sunstone 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 Sunstone Hotel Investors to buy it.
The correlation of Sunstone 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 Sunstone Hotel moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Sunstone Hotel Investors 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 Sunstone 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.Check out Sunstone Hotel Correlation, Sunstone Hotel Volatility and Sunstone Hotel Alpha and Beta module to complement your research on Sunstone Hotel. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Sunstone Hotel 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.