CBRE's market value is the price at which a share of CBRE trades on a public exchange. It measures the collective expectations of CBRE Group investors about its performance. CBRE is trading at 789.25 as of the 25th of November 2024, a No Change since the beginning of the trading day. The stock's open price was 789.25. With this module, you can estimate the performance of a buy and hold strategy of CBRE Group and determine expected loss or profit from investing in CBRE over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
CBRE
CBRE '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 CBRE'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 CBRE.
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10/26/2024
No Change 0.00
0.0
In 31 days
11/25/2024
0.00
If you would invest 0.00 in CBRE on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CBRE Group or generate 0.0% return on investment in CBRE over 30 days.
CBRE 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 CBRE'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 CBRE Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBRE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBRE's standard deviation. In reality, there are many statistical measures that can use CBRE historical prices to predict the future CBRE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CBRE. Your research has to be compared to or analyzed against CBRE's peers to derive any actionable benefits. When done correctly, CBRE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in CBRE Group.
CBRE Group Backtested Returns
CBRE appears to be very steady, given 3 months investment horizon. CBRE Group secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found sixteen technical indicators for CBRE Group, which you can use to evaluate the volatility of the entity. Please makes use of CBRE's Coefficient Of Variation of 666.21, mean deviation of 0.8626, and Variance of 9.12 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CBRE holds a performance score of 11. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CBRE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CBRE is expected to be smaller as well. Please check CBRE's treynor ratio, skewness, rate of daily change, as well as the relationship between the maximum drawdown and kurtosis , to make a quick decision on whether CBRE's price patterns will revert.
Auto-correlation
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No correlation between past and present
CBRE Group has no correlation between past and present. Overlapping area represents the amount of predictability between CBRE time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 CBRE Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current CBRE price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
21.67
CBRE Group lagged returns against current returns
Autocorrelation, which is CBRE 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 CBRE's stock expected returns. We can calculate the autocorrelation of CBRE returns to help us make a trade decision. For example, suppose you find that CBRE 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
CBRE 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 CBRE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBRE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBRE stock over time.
Current vs Lagged Prices
Timeline
CBRE Lagged Returns
When evaluating CBRE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBRE stock have on its future price. CBRE 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, CBRE autocorrelation shows the relationship between CBRE stock current value and its past values and can show if there is a momentum factor associated with investing in CBRE Group.
Regressed Prices
Timeline
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