Ct Real Estate Stock Market Value
| CTRRF Stock | USD 10.37 0.00 0.00% |
| Symbol | CTRRF |
CT Real '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 CT Real'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 CT Real.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in CT Real on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CT Real Estate or generate 0.0% return on investment in CT Real over 30 days. CT Real is related to or competes with Smart REIT, Phillips Edison, Simon Property, Inventrust Properties, Site Centers, Kite Realty, and Brixmor Property. CT Real Estate Investment Trust is an unincorporated, closed-end real estate investment trust formed to own income-produ... More
CT Real 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 CT Real'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 CT Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.89 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 31.26 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.17 |
CT Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CT Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CT Real's standard deviation. In reality, there are many statistical measures that can use CT Real historical prices to predict the future CT Real's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0557 |
CT Real Estate Backtested Returns
CT Real Estate retains Efficiency (Sharpe Ratio) of -0.0182, which signifies that the company had a -0.0182% return per unit of price deviation over the last 3 months. CT Real exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CT Real's Coefficient Of Variation of 8650.53, standard deviation of 2.94, and Market Risk Adjusted Performance of 0.0657 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CT Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding CT Real is expected to be smaller as well. At this point, CT Real Estate has a negative expected return of -0.0534%. Please make sure to confirm CT Real's treynor ratio, and the relationship between the coefficient of variation and semi variance , to decide if CT Real Estate performance from the past will be repeated sooner or later.
Auto-correlation | 0.00 |
No correlation between past and present
CT Real Estate has no correlation between past and present. Overlapping area represents the amount of predictability between CT Real 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 CT Real Estate price movement. The serial correlation of 0.0 indicates that just 0.0% of current CT Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CT Real Estate lagged returns against current returns
Autocorrelation, which is CT Real 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 CT Real's pink sheet expected returns. We can calculate the autocorrelation of CT Real returns to help us make a trade decision. For example, suppose you find that CT Real 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 |
CT Real 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 CT Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CT Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CT Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CT Real Lagged Returns
When evaluating CT Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CT Real pink sheet have on its future price. CT Real 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, CT Real autocorrelation shows the relationship between CT Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CT Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CTRRF Pink Sheet
CT Real financial ratios help investors to determine whether CTRRF 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 CTRRF with respect to the benefits of owning CT Real security.