Acadia Realty Trust Stock Alpha and Beta Analysis
| AKR Stock | USD 16.92 0.38 2.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acadia Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acadia Realty over a specified time horizon. Remember, high Acadia Realty's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Acadia Realty's market risk premium analysis include:
Beta 1.37 | Alpha (0.09) | Risk 1.53 | Sharpe Ratio 0.0118 | Expected Return 0.0182 |
Acadia Realty Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Acadia |
Acadia Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acadia Realty market risk premium is the additional return an investor will receive from holding Acadia Realty long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Acadia Realty. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Acadia Realty's performance over market.| α | -0.09 | β | 1.37 |
Acadia Realty expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Acadia Realty's Buy-and-hold return. Our buy-and-hold chart shows how Acadia Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Acadia Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Acadia Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Acadia Realty shares will generate the highest return on investment. By understating and applying Acadia Realty stock market price indicators, traders can identify Acadia Realty position entry and exit signals to maximize returns.
Acadia Realty Return and Market Media
The median price of Acadia Realty for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 16.66 with a coefficient of variation of 2.47. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 16.68, and mean deviation of 0.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kenneth Bernstein of 242148 shares of Acadia Realty subject to Rule 16b-3 | 02/16/2024 |
2 | Stock Upgrades Acadia Realty Trust Shows Rising Relative Strength | 02/22/2024 |
3 | Disposition of 49525 shares by Joseph Napolitano of Acadia Realty at 16.7715 subject to Rule 16b-3 | 03/04/2024 |
4 | Acquisition by C Zoba of 1000 shares of Acadia Realty at 16.3 subject to Rule 16b-3 | 03/15/2024 |
5 | Acadia Realty Trust director buys 16,300 in shares By Investing.com - Investing.com | 03/19/2024 |
6 | Acquisition by Kenneth Bernstein of 257921 shares of Acadia Realty subject to Rule 16b-3 | 03/25/2024 |
7 | Acadia Realty Trust to Announce First Quarter 2024 Earnings on April 29, 2024 | 04/02/2024 |
8 | Acadia Realty Trust Safe 4.2 percent Dividend Yield From Street Retail But Im Not Buying - Seeking Alpha | 04/12/2024 |
| Acadia Realty dividend paid on 15th of April 2024 | 04/15/2024 |
10 | Can Acadia Realty Trusts Weak Financials Pull The Plug On The Stocks Current Momentum On Its Share ... - Yahoo Movies UK | 04/18/2024 |
11 | Why Earnings Season Could Be Great for Acadia Realty Trust | 04/25/2024 |
12 | Acadia Realty Trust Q1 Earnings Snapshot | 04/29/2024 |
13 | Earnings call Acadia Realty Trust sees robust Q1 growth, plans luxury focus | 05/01/2024 |
About Acadia Realty Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Acadia or other stocks. Alpha measures the amount that position in Acadia Realty Trust has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0206 | 0.0476 | 0.0424 | 0.0604 | Price To Sales Ratio | 6.54 | 4.16 | 4.68 | 4.41 |
Acadia Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of Acadia Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Acadia Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Acadia Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Acadia Realty. Please utilize our Beneish M Score to check the likelihood of Acadia Realty's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Acadia Realty
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Acadia Realty Backtesting, Acadia Realty Valuation, Acadia Realty Correlation, Acadia Realty Hype Analysis, Acadia Realty Volatility, Acadia Realty History and analyze Acadia Realty Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
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When running Acadia Realty's price analysis, check to measure Acadia Realty'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 Acadia Realty is operating at the current time. Most of Acadia Realty's value examination focuses on studying past and present price action to predict the probability of Acadia Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acadia Realty's price. Additionally, you may evaluate how the addition of Acadia Realty to your portfolios can decrease your overall portfolio volatility.
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