Cofinimmo Sanv Stock Market Value
| CFMOF Stock | USD 93.83 0.00 0.00% |
| Symbol | Cofinimmo |
Cofinimmo SANV '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 Cofinimmo SANV's pink sheet 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 Cofinimmo SANV.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Cofinimmo SANV on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Cofinimmo SANV or generate 0.0% return on investment in Cofinimmo SANV over 30 days. Cofinimmo SANV is related to or competes with Bumi Serpong. Cofinimmo has been acquiring, developing and managing rental properties for over 35 years More
Cofinimmo SANV 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 Cofinimmo SANV's pink sheet 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 Cofinimmo SANV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1153 | |||
| Maximum Drawdown | 47.27 |
Cofinimmo SANV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cofinimmo SANV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cofinimmo SANV's standard deviation. In reality, there are many statistical measures that can use Cofinimmo SANV historical prices to predict the future Cofinimmo SANV's volatility.| Risk Adjusted Performance | 0.1065 | |||
| Jensen Alpha | 0.7146 | |||
| Total Risk Alpha | 0.0328 | |||
| Treynor Ratio | 1.11 |
Cofinimmo SANV Backtested Returns
Cofinimmo SANV appears to be very steady, given 3 months investment horizon. Cofinimmo SANV secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. By analyzing Cofinimmo SANV's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please makes use of Cofinimmo SANV's risk adjusted performance of 0.1065, and Mean Deviation of 1.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cofinimmo SANV holds a performance score of 10. The firm shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cofinimmo SANV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cofinimmo SANV is expected to be smaller as well. Please check Cofinimmo SANV's mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to make a quick decision on whether Cofinimmo SANV's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Cofinimmo SANV has no correlation between past and present. Overlapping area represents the amount of predictability between Cofinimmo SANV time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cofinimmo SANV price movement. The serial correlation of 0.0 indicates that just 0.0% of current Cofinimmo SANV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cofinimmo SANV lagged returns against current returns
Autocorrelation, which is Cofinimmo SANV pink sheet'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 Cofinimmo SANV's pink sheet expected returns. We can calculate the autocorrelation of Cofinimmo SANV returns to help us make a trade decision. For example, suppose you find that Cofinimmo SANV has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Cofinimmo SANV 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 Cofinimmo SANV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cofinimmo SANV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cofinimmo SANV pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cofinimmo SANV Lagged Returns
When evaluating Cofinimmo SANV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cofinimmo SANV pink sheet have on its future price. Cofinimmo SANV 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, Cofinimmo SANV autocorrelation shows the relationship between Cofinimmo SANV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cofinimmo SANV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cofinimmo Pink Sheet
Cofinimmo SANV financial ratios help investors to determine whether Cofinimmo Pink Sheet 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 Cofinimmo with respect to the benefits of owning Cofinimmo SANV security.