Corem Property (Sweden) Market Value
| CORE-A Stock | SEK 4.49 0.07 1.58% |
| Symbol | Corem |
Corem Property '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 Corem Property'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 Corem Property.
| 07/05/2025 |
| 01/01/2026 |
If you would invest 0.00 in Corem Property on July 5, 2025 and sell it all today you would earn a total of 0.00 from holding Corem Property Group or generate 0.0% return on investment in Corem Property over 180 days. Corem Property is related to or competes with SBB-B, Fastighetsbolaget, Platzer Fastigheter, Swedish Logistic, Stendrren Fastigheter, HEBA Fastighets, and Dios Fastigheter. Corem Property Group AB , a real estate company, acquires, develops, owns, and manages warehouse, logistics, and trading... More
Corem Property 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 Corem Property'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 Corem Property Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.62 | |||
| Value At Risk | (4.39) | |||
| Potential Upside | 4.32 |
Corem Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corem Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corem Property's standard deviation. In reality, there are many statistical measures that can use Corem Property historical prices to predict the future Corem Property's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.5407 |
Corem Property Group Backtested Returns
At this point, Corem Property is moderately volatile. Corem Property Group secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Corem Property Group, which you can use to evaluate the volatility of the firm. Please confirm Corem Property's Risk Adjusted Performance of (0.04), standard deviation of 2.74, and Mean Deviation of 1.66 to double-check if the risk estimate we provide is consistent with the expected return of 0.004%. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Corem Property are expected to decrease at a much lower rate. During the bear market, Corem Property is likely to outperform the market. Corem Property Group right now shows a risk of 2.58%. Please confirm Corem Property Group total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Corem Property Group will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Corem Property Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Corem Property time series from 5th of July 2025 to 3rd of October 2025 and 3rd of October 2025 to 1st 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 Corem Property Group price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Corem Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Corem Property Group lagged returns against current returns
Autocorrelation, which is Corem Property 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 Corem Property's stock expected returns. We can calculate the autocorrelation of Corem Property returns to help us make a trade decision. For example, suppose you find that Corem Property 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 |
Corem Property 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 Corem Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corem Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corem Property stock over time.
Current vs Lagged Prices |
| Timeline |
Corem Property Lagged Returns
When evaluating Corem Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corem Property stock have on its future price. Corem Property 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, Corem Property autocorrelation shows the relationship between Corem Property stock current value and its past values and can show if there is a momentum factor associated with investing in Corem Property Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Corem Stock
Corem Property financial ratios help investors to determine whether Corem Stock 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 Corem with respect to the benefits of owning Corem Property security.