CA Immobilien (Austria) Market Value
| CAI Stock | EUR 22.36 0.40 1.82% |
| Symbol | CAI |
CA Immobilien '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 CA Immobilien'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 CA Immobilien.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CA Immobilien on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CA Immobilien Anlagen or generate 0.0% return on investment in CA Immobilien over 90 days. CA Immobilien is related to or competes with IMMOFINANZ, Wienerberger, Vienna Insurance, and Oesterr Post. More
CA Immobilien 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 CA Immobilien'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 CA Immobilien Anlagen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.36 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.54 |
CA Immobilien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CA Immobilien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CA Immobilien's standard deviation. In reality, there are many statistical measures that can use CA Immobilien historical prices to predict the future CA Immobilien's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | 0.065 | |||
| Treynor Ratio | (0.47) |
CA Immobilien Anlagen Backtested Returns
CA Immobilien Anlagen retains Efficiency (Sharpe Ratio) of -0.0294, which signifies that the company had a -0.0294 % return per unit of price deviation over the last 3 months. CA Immobilien exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CA Immobilien's Information Ratio of (0.01), variance of 2.37, and Market Risk Adjusted Performance of (0.46) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CA Immobilien's returns are expected to increase less than the market. However, during the bear market, the loss of holding CA Immobilien is expected to be smaller as well. At this point, CA Immobilien Anlagen has a negative expected return of -0.0464%. Please make sure to confirm CA Immobilien's maximum drawdown, rate of daily change, and the relationship between the jensen alpha and kurtosis , to decide if CA Immobilien Anlagen performance from the past will be repeated sooner or later.
Auto-correlation | 0.26 |
Poor predictability
CA Immobilien Anlagen has poor predictability. Overlapping area represents the amount of predictability between CA Immobilien time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CA Immobilien Anlagen price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current CA Immobilien price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
CA Immobilien Anlagen lagged returns against current returns
Autocorrelation, which is CA Immobilien 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 CA Immobilien's stock expected returns. We can calculate the autocorrelation of CA Immobilien returns to help us make a trade decision. For example, suppose you find that CA Immobilien 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 |
CA Immobilien 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 CA Immobilien stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CA Immobilien stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CA Immobilien stock over time.
Current vs Lagged Prices |
| Timeline |
CA Immobilien Lagged Returns
When evaluating CA Immobilien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CA Immobilien stock have on its future price. CA Immobilien 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, CA Immobilien autocorrelation shows the relationship between CA Immobilien stock current value and its past values and can show if there is a momentum factor associated with investing in CA Immobilien Anlagen.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CAI Stock
CA Immobilien financial ratios help investors to determine whether CAI 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 CAI with respect to the benefits of owning CA Immobilien security.