Cbre Clarion Global Etf Market Value
| CGIVX Etf | USD 27.49 0.04 0.15% |
| Symbol | CBRE |
The market value of CBRE CLARION GLOBAL is measured differently than its book value, which is the value of CBRE that is recorded on the company's balance sheet. Investors also form their own opinion of CBRE CLARION's value that differs from its market value or its book value, called intrinsic value, which is CBRE CLARION's 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 CBRE CLARION's market value can be influenced by many factors that don't directly affect CBRE CLARION's 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 CBRE CLARION's value and its price as these two are different measures arrived at by different means. Investors typically determine if CBRE CLARION is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CBRE CLARION's 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.
CBRE CLARION '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 CLARION's etf 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 CLARION.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in CBRE CLARION on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding CBRE CLARION GLOBAL or generate 0.0% return on investment in CBRE CLARION over 180 days. CBRE CLARION is related to or competes with Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, Sitka Gold, MSCI ACWI, and Lottery. CBRE CLARION is entity of United States. It is traded as Etf on NMFQS exchange. More
CBRE CLARION 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 CLARION's etf 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 CLARION GLOBAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4244 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.6983 |
CBRE CLARION Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBRE CLARION's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBRE CLARION's standard deviation. In reality, there are many statistical measures that can use CBRE CLARION historical prices to predict the future CBRE CLARION's volatility.| Risk Adjusted Performance | 0.0726 | |||
| Jensen Alpha | 0.0347 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CBRE CLARION's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CBRE CLARION GLOBAL Backtested Returns
At this stage we consider CBRE Etf to be very steady. CBRE CLARION GLOBAL secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBRE CLARION GLOBAL, which you can use to evaluate the volatility of the entity. Please confirm CBRE CLARION's Mean Deviation of 0.2882, coefficient of variation of 860.37, and Semi Deviation of 0.2967 to double-check if the risk estimate we provide is consistent with the expected return of 0.0553%. The entity shows a Beta (market volatility) of -0.0294, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CBRE CLARION are expected to decrease at a much lower rate. During the bear market, CBRE CLARION is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
CBRE CLARION GLOBAL has virtually no predictability. Overlapping area represents the amount of predictability between CBRE CLARION time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. 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 CLARION GLOBAL price movement. The serial correlation of 0.02 indicates that only 2.0% of current CBRE CLARION price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
CBRE CLARION GLOBAL lagged returns against current returns
Autocorrelation, which is CBRE CLARION etf'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 CLARION's etf expected returns. We can calculate the autocorrelation of CBRE CLARION returns to help us make a trade decision. For example, suppose you find that CBRE CLARION has exhibited high autocorrelation historically, and you observe that the etf 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 CLARION 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 CLARION etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBRE CLARION etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBRE CLARION etf over time.
Current vs Lagged Prices |
| Timeline |
CBRE CLARION Lagged Returns
When evaluating CBRE CLARION's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBRE CLARION etf have on its future price. CBRE CLARION 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 CLARION autocorrelation shows the relationship between CBRE CLARION etf current value and its past values and can show if there is a momentum factor associated with investing in CBRE CLARION GLOBAL.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in CBRE Etf
CBRE CLARION financial ratios help investors to determine whether CBRE Etf 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 CBRE with respect to the benefits of owning CBRE CLARION security.