CREDIT IMMOBILIER's market value is the price at which a share of CREDIT IMMOBILIER trades on a public exchange. It measures the collective expectations of CREDIT IMMOBILIER ET investors about its performance. CREDIT IMMOBILIER is trading at 418.85 as of the 28th of November 2024, a 0.24 percent decrease since the beginning of the trading day. The stock's open price was 419.85. With this module, you can estimate the performance of a buy and hold strategy of CREDIT IMMOBILIER ET and determine expected loss or profit from investing in CREDIT IMMOBILIER 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 board of governors.
Symbol
CREDIT
CREDIT IMMOBILIER '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 CREDIT IMMOBILIER'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 CREDIT IMMOBILIER.
0.00
09/29/2024
No Change 0.00
0.0
In 2 months and 2 days
11/28/2024
0.00
If you would invest 0.00 in CREDIT IMMOBILIER on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding CREDIT IMMOBILIER ET or generate 0.0% return on investment in CREDIT IMMOBILIER over 60 days.
CREDIT IMMOBILIER 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 CREDIT IMMOBILIER'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 CREDIT IMMOBILIER ET 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 CREDIT IMMOBILIER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREDIT IMMOBILIER's standard deviation. In reality, there are many statistical measures that can use CREDIT IMMOBILIER historical prices to predict the future CREDIT IMMOBILIER's volatility.
At this point, CREDIT IMMOBILIER is very steady. CREDIT IMMOBILIER secures Sharpe Ratio (or Efficiency) of 0.0311, which signifies that the company had a 0.0311% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CREDIT IMMOBILIER ET, which you can use to evaluate the volatility of the firm. Please confirm CREDIT IMMOBILIER's Mean Deviation of 1.03, risk adjusted performance of 0.035, and Downside Deviation of 1.38 to double-check if the risk estimate we provide is consistent with the expected return of 0.0465%. CREDIT IMMOBILIER has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0016, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CREDIT IMMOBILIER are expected to decrease at a much lower rate. During the bear market, CREDIT IMMOBILIER is likely to outperform the market. CREDIT IMMOBILIER now shows a risk of 1.5%. Please confirm CREDIT IMMOBILIER mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if CREDIT IMMOBILIER will be following its price patterns.
Auto-correlation
-0.41
Modest reverse predictability
CREDIT IMMOBILIER ET has modest reverse predictability. Overlapping area represents the amount of predictability between CREDIT IMMOBILIER time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 CREDIT IMMOBILIER price movement. The serial correlation of -0.41 indicates that just about 41.0% of current CREDIT IMMOBILIER price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.41
Spearman Rank Test
0.02
Residual Average
0.0
Price Variance
52.55
CREDIT IMMOBILIER lagged returns against current returns
Autocorrelation, which is CREDIT IMMOBILIER 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 CREDIT IMMOBILIER's stock expected returns. We can calculate the autocorrelation of CREDIT IMMOBILIER returns to help us make a trade decision. For example, suppose you find that CREDIT IMMOBILIER 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
CREDIT IMMOBILIER 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 CREDIT IMMOBILIER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREDIT IMMOBILIER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREDIT IMMOBILIER stock over time.
Current vs Lagged Prices
Timeline
CREDIT IMMOBILIER Lagged Returns
When evaluating CREDIT IMMOBILIER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREDIT IMMOBILIER stock have on its future price. CREDIT IMMOBILIER 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, CREDIT IMMOBILIER autocorrelation shows the relationship between CREDIT IMMOBILIER stock current value and its past values and can show if there is a momentum factor associated with investing in CREDIT IMMOBILIER ET.
Regressed Prices
Timeline
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