AvalonBay Communities Inc
AVB · Real Estate · · USDFahodi Score HOLD Mid-term (Position)
55
/ 100
Technical
50
Trend & RS
77
Momentum
65
Fundamental
48
Macro
24
Liquidity
44
| Component | Score | Weight |
|---|---|---|
| Technical | 50.0 | 20% |
| Trend & RS | 77.1 | 30% |
| Momentum | 65.2 | 15% |
| Fundamental | 48.3 | 10% |
| Macro | 23.6 | 20% |
| Liquidity | 43.7 | 5% |
Trade Setup
| Entry | 68.14 |
| Stop Loss | 40.98 (39.9%) |
| Target 1 (1:1) | 95.30 (+39.9%) |
| Target 2 (2:1) | 122.46 (+79.7%) |
| ATR(14) | 13.58 (19.9%) |
| Risk per Share | 27.16 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 58.7 | +0.35 | |
| Momentum | 59.3 | +0.37 | |
| Quality | 41.2 | -0.35 | |
| Composite | 53.1 | ||
Quality Scores
Piotroski F-Score
5
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✗
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
2.05
—
Grey Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 25.2 | 18.0 | +40% above |
| P/B Ratio | 2.2 | 1.5 | Above |
| Dividend Yield | 3.9% | 4.0% | Below avg |
Comparing against Real Estate median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Significantly Overvalued
Intrinsic Value
91.17
vs
Market Price
184.06
Upside
-50.5%
| Margin of Safety | -101.9% |
| Stage 1 PV (5yr FCF) | 3,456,234,455 |
| Terminal Value PV | 9,563,034,338 |
| Total Enterprise Value | 13,019,268,793 |
Assumptions
| Base FCF | 832,797,720 |
| Growth Rate (5yr) | 2.3% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
35.78%
Full Kelly
17.89%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 55/100. Estimated win rate 56%, avg win 8.3%, avg loss 3.9%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary BUY
2
Bullish Signals
2
Bearish Signals
48.73
RSI(14)
1.5388
MACD
Relative Strength (RS) IMPROVING
67
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↑ RISING (+9.3% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Real Estate) |
| RS New High | No (5d since high) |
| Sector Outperformance | +3.5% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
IMPROVING:
Gaining momentum — the stock is starting to outperform the market. Watch for RS new high confirmation.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 48.73 | NEUTRAL |
| Macd | 1.5388 | BEARISH |
| Ma Cross | 69.38 / 64.12 | GOLDEN CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.81x | HIGH |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 185.62 |
| Bollinger Upper | 125.06 |
| SMA(200) | 64.12 |
| SMA(50) | 69.38 |
| SMA(20) | 72.44 |
| Current Price | 184.06 |
| Bollinger Lower | 19.81 |
| 52-Week Low | 57.32 |
| ATR(14) | 13.58 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
ACCUMULATION E
Confidence
50%
Acc: 1.0 |
Dist: 1.0 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-08-18 | Normal | 1.86x | Normal bar — no special VSA pattern |
| 2026-08-19 | Normal | 1.79x | Normal bar — no special VSA pattern |
| 2026-08-20 | Normal | 1.26x | Normal bar — no special VSA pattern |
| 2026-08-21 | Normal | 2.09x | Normal bar — no special VSA pattern |
| 2026-08-24 | Normal | 1.81x | Normal bar — no special VSA pattern |
Ichimoku Cloud BEARISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 124.65 | Below Kijun |
| Kijun-sen (26) | 124.65 | Base line |
| Senkou A | 124.65 | Leading span A |
| Senkou B | 124.05 | Leading span B |
| Cloud | 124.05 – 124.65 | Bullish (Green) |
| Price vs Cloud | 68.14 | Below Cloud |
| Chikou Span | 68.93 | Bearish |
| Alignment Score | 1/4 | BEARISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH FADING
BB: 19.81 – 125.06 | KC: 52.52 – 92.35
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Hidden Bearish | MACD | 13 | |
| Regular Bearish | RSI | 27 | |
| Hidden Bullish | RSI | 28 |
Anchored VWAP
VWAP: 65.99
Anchor: 2026-03-27 (52w Low)
ABOVE AVWAP
+3.3%
Heikin-Ashi Trend
BEARISH
Full data via /api/advanced/AVB
Valuation
| Metric | Value |
|---|---|
| Market Cap | 26.28B |
| P/E (TTM) | 25.25 |
| Forward P/E | N/A |
| P/B | 2.17 |
| EPS | 7.29 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 2.3% |
| Profit Margin | 33.3% |
| ROE | 8.5% |
| Debt/Equity | 75.13 |
| Current Ratio | 0.34 |
| Dividend Yield | 3.9% |
| Payout Ratio | N/A |
| Beta | 0.77 |
Trading Data
184.06
Open
184.06
Day High
184.06
Day Low
2.47M
Volume (0.7x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)