Cbl Associates Properties Stock Market Value
| CBL Stock | USD 30.57 0.79 2.65% |
| Symbol | CBL |
CBL Associates Properties Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CBL Associates. If investors know CBL will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CBL Associates listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.258 | Dividend Share 1.575 | Earnings Share 0.92 | Revenue Per Share 16.79 | Quarterly Revenue Growth (0.03) |
The market value of CBL Associates Properties is measured differently than its book value, which is the value of CBL that is recorded on the company's balance sheet. Investors also form their own opinion of CBL Associates' value that differs from its market value or its book value, called intrinsic value, which is CBL Associates' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CBL Associates' market value can be influenced by many factors that don't directly affect CBL Associates' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between CBL Associates' value and its price as these two are different measures arrived at by different means. Investors typically determine if CBL Associates is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CBL Associates' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
CBL Associates '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 CBL Associates' 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 CBL Associates.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in CBL Associates on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CBL Associates Properties or generate 0.0% return on investment in CBL Associates over 30 days. CBL Associates is related to or competes with Investcorp Credit, Medalist Diversified, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and Sitka Gold. Headquartered in Chattanooga, TN, CBL Properties owns and manages a national portfolio of market-dominant properties loc... More
CBL Associates 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 CBL Associates' 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 CBL Associates Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9949 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.62 |
CBL Associates Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBL Associates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBL Associates' standard deviation. In reality, there are many statistical measures that can use CBL Associates historical prices to predict the future CBL Associates' volatility.| Risk Adjusted Performance | 0.1473 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.0272 | |||
| Sortino Ratio | 0.1058 | |||
| Treynor Ratio | 0.345 |
CBL Associates Properties Backtested Returns
As of now, CBL Stock is very steady. CBL Associates Properties secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for CBL Associates Properties, which you can use to evaluate the volatility of the entity. Please confirm CBL Associates' Mean Deviation of 0.9573, coefficient of variation of 535.01, and Downside Deviation of 0.9949 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. CBL Associates has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CBL Associates' returns are expected to increase less than the market. However, during the bear market, the loss of holding CBL Associates is expected to be smaller as well. CBL Associates Properties at this time shows a risk of 1.22%. Please confirm CBL Associates Properties jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if CBL Associates Properties will be following its price patterns.
Auto-correlation | 0.88 |
Very good predictability
CBL Associates Properties has very good predictability. Overlapping area represents the amount of predictability between CBL Associates 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 CBL Associates Properties price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current CBL Associates price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 1.23 |
CBL Associates Properties lagged returns against current returns
Autocorrelation, which is CBL Associates 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 CBL Associates' stock expected returns. We can calculate the autocorrelation of CBL Associates returns to help us make a trade decision. For example, suppose you find that CBL Associates 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 |
CBL Associates 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 CBL Associates stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBL Associates stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBL Associates stock over time.
Current vs Lagged Prices |
| Timeline |
CBL Associates Lagged Returns
When evaluating CBL Associates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBL Associates stock have on its future price. CBL Associates 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, CBL Associates autocorrelation shows the relationship between CBL Associates stock current value and its past values and can show if there is a momentum factor associated with investing in CBL Associates Properties.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out CBL Associates Correlation, CBL Associates Volatility and CBL Associates Alpha and Beta module to complement your research on CBL Associates. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
CBL Associates technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.