Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)

The assessment of income-producing properties - considered as the bulk of the existing assets - has rapidly increased. An efficient assessment of the market value of this kind of properties requires an adequate involvement of the main risk factors of the local real estate market for the determinatio...

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Main Authors: Manganelli Benedetto, Anelli Debora, Tajani Francesco, Morano Pierluigi
Format: Article
Language:English
Published: Sciendo 2024-09-01
Series:Real Estate Management and Valuation
Subjects:
Online Access:https://doi.org/10.2478/remav-2024-0028
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author Manganelli Benedetto
Anelli Debora
Tajani Francesco
Morano Pierluigi
author_facet Manganelli Benedetto
Anelli Debora
Tajani Francesco
Morano Pierluigi
author_sort Manganelli Benedetto
collection DOAJ
description The assessment of income-producing properties - considered as the bulk of the existing assets - has rapidly increased. An efficient assessment of the market value of this kind of properties requires an adequate involvement of the main risk factors of the local real estate market for the determination of the capitalization rate for the income approach application. The aim of the work is to identify the most significant local real estate risk factors related to the market, the tenant and the context on the residential capitalization rate. The development of a regressive methodological approach applied to the residential sector of the city of Rome (Italy) is proposed. The obtained results show the susceptibility of the analyzed capitalization rate to the variation of the local real estate risk factors, in particular the per capita income and the variation of the rental values, by also considering the influences of the exogenous shocks and the expectation of the investors. The practical implications of the work consist in the possibility for evaluators to assess the likely changes in the capitalization rate in different residential contexts if variations occur in the most influential local risk factors identified by the proposed model.
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spelling doaj-art-b830374484fb4a39a1f9e0998dff8f022025-08-20T02:51:59ZengSciendoReal Estate Management and Valuation2300-52892024-09-0132310111510.2478/remav-2024-0028Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)Manganelli Benedetto0Anelli Debora1Tajani Francesco2Morano Pierluigi31School of Engineering, University of Basilicata, Viale dell’Ateneo Lucano, 85100Potenza, Italy2Department of Civil, Environmental, Land, Building Engineering and Chemistry, Polytechnic University of Bari, Via Orabona 4, 70125 Bari, Italy3Department of Architecture and Design, Sapienza University of Rome, Via Flaminia 359, 00196Rome, Italy2Department of Civil, Environmental, Land, Building Engineering and Chemistry, Polytechnic University of Bari, Via Orabona 4, 70125 Bari, ItalyThe assessment of income-producing properties - considered as the bulk of the existing assets - has rapidly increased. An efficient assessment of the market value of this kind of properties requires an adequate involvement of the main risk factors of the local real estate market for the determination of the capitalization rate for the income approach application. The aim of the work is to identify the most significant local real estate risk factors related to the market, the tenant and the context on the residential capitalization rate. The development of a regressive methodological approach applied to the residential sector of the city of Rome (Italy) is proposed. The obtained results show the susceptibility of the analyzed capitalization rate to the variation of the local real estate risk factors, in particular the per capita income and the variation of the rental values, by also considering the influences of the exogenous shocks and the expectation of the investors. The practical implications of the work consist in the possibility for evaluators to assess the likely changes in the capitalization rate in different residential contexts if variations occur in the most influential local risk factors identified by the proposed model.https://doi.org/10.2478/remav-2024-0028capitalization ratereal estate riskexogenous shockincomeproducing propertiesreal estate assessmentregression modelc00r20r30
spellingShingle Manganelli Benedetto
Anelli Debora
Tajani Francesco
Morano Pierluigi
Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
Real Estate Management and Valuation
capitalization rate
real estate risk
exogenous shock
incomeproducing properties
real estate assessment
regression model
c00
r20
r30
title Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
title_full Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
title_fullStr Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
title_full_unstemmed Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
title_short Capitalization Rate and Real Estate Risk Factors: An Analysis of the Relationships for the Residential Market in the City of Rome (Italy)
title_sort capitalization rate and real estate risk factors an analysis of the relationships for the residential market in the city of rome italy
topic capitalization rate
real estate risk
exogenous shock
incomeproducing properties
real estate assessment
regression model
c00
r20
r30
url https://doi.org/10.2478/remav-2024-0028
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AT anellidebora capitalizationrateandrealestateriskfactorsananalysisoftherelationshipsfortheresidentialmarketinthecityofromeitaly
AT tajanifrancesco capitalizationrateandrealestateriskfactorsananalysisoftherelationshipsfortheresidentialmarketinthecityofromeitaly
AT moranopierluigi capitalizationrateandrealestateriskfactorsananalysisoftherelationshipsfortheresidentialmarketinthecityofromeitaly