CapitaLand Investment (Germany) Market Value
| 5NU Stock | 1.95 0.03 1.56% |
| Symbol | CapitaLand |
CapitaLand Investment '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 CapitaLand Investment's 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 CapitaLand Investment.
| 09/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in CapitaLand Investment on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding CapitaLand Investment Limited or generate 0.0% return on investment in CapitaLand Investment over 60 days. CapitaLand Investment is related to or competes with JAPAN TOBACCO, MAVEN WIRELESS, Tradeweb Markets, CARSALESCOM, and SIDETRADE. More
CapitaLand Investment 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 CapitaLand Investment's 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 CapitaLand Investment Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0125 | |||
| Maximum Drawdown | 7.41 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.94 |
CapitaLand Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CapitaLand Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CapitaLand Investment's standard deviation. In reality, there are many statistical measures that can use CapitaLand Investment historical prices to predict the future CapitaLand Investment's volatility.| Risk Adjusted Performance | 0.0771 | |||
| Jensen Alpha | 0.1696 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0141 | |||
| Treynor Ratio | (0.59) |
CapitaLand Investment Backtested Returns
At this point, CapitaLand Investment is relatively risky. CapitaLand Investment secures Sharpe Ratio (or Efficiency) of 0.0928, which signifies that the company had a 0.0928% return per unit of risk over the last 3 months. We have found thirty technical indicators for CapitaLand Investment Limited, which you can use to evaluate the volatility of the firm. Please confirm CapitaLand Investment's Mean Deviation of 1.27, downside deviation of 1.43, and Risk Adjusted Performance of 0.0771 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. CapitaLand Investment has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CapitaLand Investment are expected to decrease at a much lower rate. During the bear market, CapitaLand Investment is likely to outperform the market. CapitaLand Investment right now shows a risk of 1.63%. Please confirm CapitaLand Investment standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if CapitaLand Investment will be following its price patterns.
Auto-correlation | 0.29 |
Poor predictability
CapitaLand Investment Limited has poor predictability. Overlapping area represents the amount of predictability between CapitaLand Investment time series from 24th of September 2024 to 24th of October 2024 and 24th of October 2024 to 23rd of November 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 CapitaLand Investment price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current CapitaLand Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CapitaLand Investment lagged returns against current returns
Autocorrelation, which is CapitaLand Investment 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 CapitaLand Investment's stock expected returns. We can calculate the autocorrelation of CapitaLand Investment returns to help us make a trade decision. For example, suppose you find that CapitaLand Investment 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 |
CapitaLand Investment 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 CapitaLand Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CapitaLand Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CapitaLand Investment stock over time.
Current vs Lagged Prices |
| Timeline |
CapitaLand Investment Lagged Returns
When evaluating CapitaLand Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CapitaLand Investment stock have on its future price. CapitaLand Investment 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, CapitaLand Investment autocorrelation shows the relationship between CapitaLand Investment stock current value and its past values and can show if there is a momentum factor associated with investing in CapitaLand Investment Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CapitaLand Stock
CapitaLand Investment financial ratios help investors to determine whether CapitaLand Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CapitaLand with respect to the benefits of owning CapitaLand Investment security.