Skip to content

Independence Realty Trust IRT Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

FCP
Four Corners Property TrustFCPT
$2.88M-3.7%
Invitation Homes logo
Invitation HomesINVH
New York Mortgage Trust logo
New York Mortgage TrustADAM

Other financials

Income statement

See full
Revenue$165.3M+2.5%
Net income-$127.0K-101%
EPS (diluted)$0.00+100%

Balance sheet

See full
Cash & equivalents$23.3M-19.7%
Total debt$2.9M+28.3%
Total equity$3.4B-1.8%
Total assets$6.1B+1.9%

Cash flow

See full
Operating cash flow$55.3M-8.4%
CapEx$1.6M-50.4%
Free cash flow$69.0M+11.6%

Valuation

See full
Market cap$3.84B-28.5%

Profitability

See full
Gross margin96.1%
Operating margin26.9%
Net margin7.4%+2.7pp
FCF margin42%+3.3pp

Returns & leverage

See full
Return on equity1.4%+0.6pp
Debt / equity0.0×

Where this comes from

Reported directly by Independence Realty Trust in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilities.

The official record: Independence Realty Trust’s 10-Q, filed April 30, 2026, on SEC EDGAR. View the filing →

Ask your AI about Independence Realty Trust's derivative liabilities - fair value.

Connect your AI assistant and compare it to peers, right in your chat.

Connect your AI
Harbor at dusk
Claude

Questions, answered.

What is Independence Realty Trust's derivative liabilities - fair value?
Independence Realty Trust (IRT) reported derivative liabilities - fair value of $0 in Q1 2026.
How has Independence Realty Trust's derivative liabilities - fair value changed year-over-year?
Independence Realty Trust's derivative liabilities - fair value decreased by 100.0% year-over-year, from $29K to $0.
What is the long-term trend for Independence Realty Trust's derivative liabilities - fair value?
Over 5 years (2020 to 2025), Independence Realty Trust's derivative liabilities - fair value has grown at a -59.0% compound annual growth rate (CAGR), from $29.84M to $346K.
What does derivative liabilities - fair value mean?
This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.