Cref Inflation Linked Bond Stock Market Value
| QCILPX Stock | USD 85.01 0.18 0.21% |
| Symbol | CREF |
Is Stock space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CREF Inflation. If investors know CREF will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CREF Inflation listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of CREF Inflation Linked is measured differently than its book value, which is the value of CREF that is recorded on the company's balance sheet. Investors also form their own opinion of CREF Inflation's value that differs from its market value or its book value, called intrinsic value, which is CREF Inflation'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 CREF Inflation's market value can be influenced by many factors that don't directly affect CREF Inflation'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 CREF Inflation's value and its price as these two are different measures arrived at by different means. Investors typically determine if CREF Inflation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CREF Inflation'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.
CREF Inflation '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 CREF Inflation'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 CREF Inflation.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in CREF Inflation on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding CREF Inflation Linked Bond or generate 0.0% return on investment in CREF Inflation over 360 days. CREF Inflation is related to or competes with Sabre Corpo, Agnico Eagle, Highway Holdings, Simon Property, SunLink Health, East Africa, and Electrovaya Common. CREF Inflation is entity of United States More
CREF Inflation 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 CREF Inflation'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 CREF Inflation Linked Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2151 | |||
| Information Ratio | (0.73) | |||
| Maximum Drawdown | 0.8629 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.2574 |
CREF Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CREF Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREF Inflation's standard deviation. In reality, there are many statistical measures that can use CREF Inflation historical prices to predict the future CREF Inflation's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.64) | |||
| Treynor Ratio | (0.94) |
CREF Inflation Linked Backtested Returns
At this stage we consider CREF Stock to be very steady. CREF Inflation Linked secures Sharpe Ratio (or Efficiency) of 0.0145, which signifies that the company had a 0.0145% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CREF Inflation Linked Bond, which you can use to evaluate the volatility of the firm. Please confirm CREF Inflation's Mean Deviation of 0.1479, downside deviation of 0.2151, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.0027%. CREF Inflation has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0099, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CREF Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding CREF Inflation is expected to be smaller as well. CREF Inflation Linked now shows a risk of 0.19%. Please confirm CREF Inflation Linked potential upside, and the relationship between the total risk alpha and kurtosis , to decide if CREF Inflation Linked will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
CREF Inflation Linked Bond has poor predictability. Overlapping area represents the amount of predictability between CREF Inflation time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 CREF Inflation Linked price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current CREF Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
CREF Inflation Linked lagged returns against current returns
Autocorrelation, which is CREF Inflation 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 CREF Inflation's stock expected returns. We can calculate the autocorrelation of CREF Inflation returns to help us make a trade decision. For example, suppose you find that CREF Inflation 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 |
CREF Inflation 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 CREF Inflation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREF Inflation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREF Inflation stock over time.
Current vs Lagged Prices |
| Timeline |
CREF Inflation Lagged Returns
When evaluating CREF Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREF Inflation stock have on its future price. CREF Inflation 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, CREF Inflation autocorrelation shows the relationship between CREF Inflation stock current value and its past values and can show if there is a momentum factor associated with investing in CREF Inflation Linked Bond.
Regressed Prices |
| Timeline |
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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.Additional Tools for CREF Stock Analysis
When running CREF Inflation's price analysis, check to measure CREF Inflation's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CREF Inflation is operating at the current time. Most of CREF Inflation's value examination focuses on studying past and present price action to predict the probability of CREF Inflation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CREF Inflation's price. Additionally, you may evaluate how the addition of CREF Inflation to your portfolios can decrease your overall portfolio volatility.