Seven Hills Realty Stock Market Value
| SEVN Stock | USD 12.68 0.48 3.93% |
| Symbol | Seven |
Seven Hills Realty Price To Book Ratio
Is Asset Management & Custody Banks 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 Seven Hills. If investors know Seven 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 Seven Hills 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 (0.33) | Dividend Share 1.4 | Earnings Share 1.6 | Revenue Per Share 2.272 | Quarterly Revenue Growth (0.18) |
The market value of Seven Hills Realty is measured differently than its book value, which is the value of Seven that is recorded on the company's balance sheet. Investors also form their own opinion of Seven Hills' value that differs from its market value or its book value, called intrinsic value, which is Seven Hills' 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 Seven Hills' market value can be influenced by many factors that don't directly affect Seven Hills' 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 Seven Hills' value and its price as these two are different measures arrived at by different means. Investors typically determine if Seven Hills is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Seven Hills' 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.
Seven Hills '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 Seven Hills' 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 Seven Hills.
| 05/30/2024 |
| 06/29/2024 |
If you would invest 0.00 in Seven Hills on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Seven Hills Realty or generate 0.0% return on investment in Seven Hills over 30 days. Seven Hills is related to or competes with AGNC Investment, Great Ajax, Ladder Capital, Apollo Commercial, Cherry Hill, KKR Real, and Annaly Capital. Seven Hills Realty Trust, a real estate investment trust, focuses on originating and investing in first mortgage loans s... More
Seven Hills 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 Seven Hills' 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 Seven Hills Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0175 | |||
| Maximum Drawdown | 6.79 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 2.86 |
Seven Hills Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven Hills' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven Hills' standard deviation. In reality, there are many statistical measures that can use Seven Hills historical prices to predict the future Seven Hills' volatility.| Risk Adjusted Performance | 0.015 | |||
| Jensen Alpha | 0.0095 | |||
| Total Risk Alpha | 0.0425 | |||
| Sortino Ratio | 0.0159 | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seven Hills' 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.
Seven Hills Realty Backtested Returns
As of now, Seven Stock is not too volatile. Seven Hills Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.008, which indicates the firm had a 0.008% return per unit of risk over the last 3 months. We have found thirty technical indicators for Seven Hills Realty, which you can use to evaluate the volatility of the company. Please validate Seven Hills' Semi Deviation of 1.47, coefficient of variation of 6853.55, and Risk Adjusted Performance of 0.015 to confirm if the risk estimate we provide is consistent with the expected return of 0.0117%. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Seven Hills are expected to decrease at a much lower rate. During the bear market, Seven Hills is likely to outperform the market. Seven Hills Realty right now has a risk of 1.46%. Please validate Seven Hills semi variance, as well as the relationship between the daily balance of power and price action indicator , to decide if Seven Hills will be following its existing price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Seven Hills Realty has modest reverse predictability. Overlapping area represents the amount of predictability between Seven Hills time series from 30th of May 2024 to 14th of June 2024 and 14th of June 2024 to 29th of June 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 Seven Hills Realty price movement. The serial correlation of -0.47 indicates that about 47.0% of current Seven Hills price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Seven Hills Realty lagged returns against current returns
Autocorrelation, which is Seven Hills 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 Seven Hills' stock expected returns. We can calculate the autocorrelation of Seven Hills returns to help us make a trade decision. For example, suppose you find that Seven Hills 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 |
Seven Hills 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 Seven Hills stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven Hills stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven Hills stock over time.
Current vs Lagged Prices |
| Timeline |
Seven Hills Lagged Returns
When evaluating Seven Hills' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven Hills stock have on its future price. Seven Hills 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, Seven Hills autocorrelation shows the relationship between Seven Hills stock current value and its past values and can show if there is a momentum factor associated with investing in Seven Hills Realty.
Regressed Prices |
| Timeline |
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When determining whether Seven Hills Realty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Seven Hills' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Seven Hills Realty Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Seven Hills Realty Stock:Check out Seven Hills Correlation, Seven Hills Volatility and Seven Hills Alpha and Beta module to complement your research on Seven Hills. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Seven Hills 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.