CBRE SVCS INC Market Value
| 12505BAD2 | 99.77 0.28 0.28% |
| Symbol | 12505BAD2 |
12505BAD2 '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 12505BAD2's bond 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 12505BAD2.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in 12505BAD2 on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding CBRE SVCS INC or generate 0.0% return on investment in 12505BAD2 over 60 days. 12505BAD2 is related to or competes with 00108WAF7, 90331HPL1, American Express, Chevron Corp, Cisco Systems, Verizon Communications, and Merck. More
12505BAD2 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 12505BAD2's bond 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 CBRE SVCS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.2591 |
12505BAD2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12505BAD2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 12505BAD2's standard deviation. In reality, there are many statistical measures that can use 12505BAD2 historical prices to predict the future 12505BAD2's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.4642 |
CBRE SVCS INC Backtested Returns
CBRE SVCS INC secures Sharpe Ratio (or Efficiency) of -0.0183, which signifies that the bond had a -0.0183% return per unit of risk over the last 3 months. CBRE SVCS INC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 12505BAD2's mean deviation of 0.2115, and Variance of 0.2466 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.0258, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 12505BAD2 are expected to decrease at a much lower rate. During the bear market, 12505BAD2 is likely to outperform the market.
Auto-correlation | -0.01 |
Very weak reverse predictability
CBRE SVCS INC has very weak reverse predictability. Overlapping area represents the amount of predictability between 12505BAD2 time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th 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 CBRE SVCS INC price movement. The serial correlation of -0.01 indicates that just 1.0% of current 12505BAD2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CBRE SVCS INC lagged returns against current returns
Autocorrelation, which is 12505BAD2 bond'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 12505BAD2's bond expected returns. We can calculate the autocorrelation of 12505BAD2 returns to help us make a trade decision. For example, suppose you find that 12505BAD2 has exhibited high autocorrelation historically, and you observe that the bond 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 |
12505BAD2 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 12505BAD2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 12505BAD2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 12505BAD2 bond over time.
Current vs Lagged Prices |
| Timeline |
12505BAD2 Lagged Returns
When evaluating 12505BAD2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 12505BAD2 bond have on its future price. 12505BAD2 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, 12505BAD2 autocorrelation shows the relationship between 12505BAD2 bond current value and its past values and can show if there is a momentum factor associated with investing in CBRE SVCS INC.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in 12505BAD2 Bond
12505BAD2 financial ratios help investors to determine whether 12505BAD2 Bond 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 12505BAD2 with respect to the benefits of owning 12505BAD2 security.