Five Point Holdings Stock Market Value
| FPH Stock | USD 3.04 0.13 4.47% |
| Symbol | Five |
Five Point Holdings Price To Book Ratio
Is Five Point'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 Five Point. If investors know Five 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 Five Point 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 3.978 | Earnings Share 0.86 | Revenue Per Share 3.133 | Quarterly Revenue Growth 0.743 | Return On Assets 0.0065 |
The market value of Five Point Holdings is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Point's value that differs from its market value or its book value, called intrinsic value, which is Five Point'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 Five Point's market value can be influenced by many factors that don't directly affect Five Point'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 Five Point's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Point is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Point'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.
Five Point '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 Five Point'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 Five Point.
| 05/14/2022 |
| 05/03/2024 |
If you would invest 0.00 in Five Point on May 14, 2022 and sell it all today you would earn a total of 0.00 from holding Five Point Holdings or generate 0.0% return on investment in Five Point over 720 days. Five Point is related to or competes with Sun Hung, Landsea Homes, American Realty, and Sino Land. Five Point Holdings, LLC, through its subsidiary, Five Point Operating Company, LP, owns and develops mixed-use and plan... More
Five Point 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 Five Point'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 Five Point Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.65 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.66 |
Five Point Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Point's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Point's standard deviation. In reality, there are many statistical measures that can use Five Point historical prices to predict the future Five Point's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Five Point'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.
Five Point Holdings Backtested Returns
Five Point Holdings secures Sharpe Ratio (or Efficiency) of -0.045, which denotes the company had a -0.045% return per unit of risk over the last 3 months. Five Point Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Five Point's Variance of 5.6, standard deviation of 2.37, and Mean Deviation of 1.66 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Five Point's returns are expected to increase less than the market. However, during the bear market, the loss of holding Five Point is expected to be smaller as well. Five Point Holdings has an expected return of -0.0975%. Please make sure to confirm Five Point Holdings kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Five Point Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Five Point Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Five Point time series from 14th of May 2022 to 9th of May 2023 and 9th of May 2023 to 3rd of May 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 Five Point Holdings price movement. The serial correlation of -0.21 indicates that over 21.0% of current Five Point price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Five Point Holdings lagged returns against current returns
Autocorrelation, which is Five Point 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 Five Point's stock expected returns. We can calculate the autocorrelation of Five Point returns to help us make a trade decision. For example, suppose you find that Five Point 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 |
Five Point 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 Five Point stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Point stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Point stock over time.
Current vs Lagged Prices |
| Timeline |
Five Point Lagged Returns
When evaluating Five Point's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Point stock have on its future price. Five Point 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, Five Point autocorrelation shows the relationship between Five Point stock current value and its past values and can show if there is a momentum factor associated with investing in Five Point Holdings.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Five Point in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Five Point's short interest history, or implied volatility extrapolated from Five Point options trading.
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When running Five Point's price analysis, check to measure Five Point'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 Five Point is operating at the current time. Most of Five Point's value examination focuses on studying past and present price action to predict the probability of Five Point's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Five Point's price. Additionally, you may evaluate how the addition of Five Point to your portfolios can decrease your overall portfolio volatility.
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Five Point 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.