Corporate Office (Germany) Market Value
| WX7 Stock | EUR 29.60 0.60 2.07% |
| Symbol | Corporate |
Corporate Office '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 Corporate Office'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 Corporate Office.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Corporate Office on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Corporate Office Properties or generate 0.0% return on investment in Corporate Office over 90 days. Corporate Office is related to or competes with CHINA EDUCATION, SWISS WATER, Xinhua Winshare, TAL Education, Westinghouse Air, STRAYER EDUCATION, and Norwegian Air. COPT is a REIT that owns, manages, leases, develops and selectively acquires office and data center properties in locati... More
Corporate Office 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 Corporate Office'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 Corporate Office Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0887 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.07 |
Corporate Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corporate Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corporate Office's standard deviation. In reality, there are many statistical measures that can use Corporate Office historical prices to predict the future Corporate Office's volatility.| Risk Adjusted Performance | 0.1597 | |||
| Jensen Alpha | 0.2014 | |||
| Total Risk Alpha | 0.0428 | |||
| Sortino Ratio | 0.0779 | |||
| Treynor Ratio | 1.35 |
Corporate Office Pro Backtested Returns
At this point, Corporate Office is very steady. Corporate Office Pro 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 thirty technical indicators for Corporate Office Properties, which you can use to evaluate the volatility of the firm. Please confirm Corporate Office's Risk Adjusted Performance of 0.1597, downside deviation of 1.29, and Mean Deviation of 0.9146 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Corporate Office has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Corporate Office's returns are expected to increase less than the market. However, during the bear market, the loss of holding Corporate Office is expected to be smaller as well. Corporate Office Pro right now shows a risk of 1.17%. Please confirm Corporate Office Pro value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Corporate Office Pro will be following its price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Corporate Office Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Corporate Office time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd 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 Corporate Office Pro price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Corporate Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Corporate Office Pro lagged returns against current returns
Autocorrelation, which is Corporate Office 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 Corporate Office's stock expected returns. We can calculate the autocorrelation of Corporate Office returns to help us make a trade decision. For example, suppose you find that Corporate Office 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 |
Corporate Office 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 Corporate Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Corporate Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Corporate Office stock over time.
Current vs Lagged Prices |
| Timeline |
Corporate Office Lagged Returns
When evaluating Corporate Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Corporate Office stock have on its future price. Corporate Office 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, Corporate Office autocorrelation shows the relationship between Corporate Office stock current value and its past values and can show if there is a momentum factor associated with investing in Corporate Office Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Corporate Stock
Corporate Office financial ratios help investors to determine whether Corporate 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 Corporate with respect to the benefits of owning Corporate Office security.