Cohen Steers (Germany) Market Value
| FG9 Stock | EUR 95.50 1.00 1.04% |
| Symbol | Cohen |
Cohen Steers '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 Cohen Steers' 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 Cohen Steers.
| 01/07/2024 |
| 12/02/2024 |
If you would invest 0.00 in Cohen Steers on January 7, 2024 and sell it all today you would earn a total of 0.00 from holding Cohen Steers or generate 0.0% return on investment in Cohen Steers over 330 days. Cohen Steers is related to or competes with Vastned Retail, JAPAN TOBACCO, CSSC Offshore, BJs Wholesale, and BURLINGTON STORES. Cohen Steers, Inc. is a publicly owned asset management holding company More
Cohen Steers 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 Cohen Steers' 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 Cohen Steers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0819 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 3.52 |
Cohen Steers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen Steers' standard deviation. In reality, there are many statistical measures that can use Cohen Steers historical prices to predict the future Cohen Steers' volatility.| Risk Adjusted Performance | 0.1252 | |||
| Jensen Alpha | 0.2556 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.098 | |||
| Treynor Ratio | 1.48 |
Cohen Steers Backtested Returns
Cohen Steers appears to be very steady, given 3 months investment horizon. Cohen Steers secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cohen Steers, which you can use to evaluate the volatility of the firm. Please makes use of Cohen Steers' Risk Adjusted Performance of 0.1252, downside deviation of 1.55, and Mean Deviation of 1.4 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cohen Steers holds a performance score of 12. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cohen Steers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cohen Steers is expected to be smaller as well. Please check Cohen Steers' information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Cohen Steers' price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Cohen Steers has average predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 7th of January 2024 to 20th of June 2024 and 20th of June 2024 to 2nd of December 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 Cohen Steers price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 95.57 |
Cohen Steers lagged returns against current returns
Autocorrelation, which is Cohen Steers 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 Cohen Steers' stock expected returns. We can calculate the autocorrelation of Cohen Steers returns to help us make a trade decision. For example, suppose you find that Cohen Steers 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 |
Cohen Steers 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 Cohen Steers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen Steers stock over time.
Current vs Lagged Prices |
| Timeline |
Cohen Steers Lagged Returns
When evaluating Cohen Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen Steers stock have on its future price. Cohen Steers 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, Cohen Steers autocorrelation shows the relationship between Cohen Steers stock current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Cohen Stock
When determining whether Cohen Steers is a strong investment it is important to analyze Cohen Steers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cohen Steers' future performance. For an informed investment choice regarding Cohen Stock, refer to the following important reports:Check out Cohen Steers Correlation, Cohen Steers Volatility and Cohen Steers Alpha and Beta module to complement your research on Cohen Steers. For more detail on how to invest in Cohen Stock please use our How to Invest in Cohen Steers guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Cohen Steers technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.