Cardiff Property (UK) Market Value
| CDFF Stock | 2,450 0.00 0.00% |
| Symbol | Cardiff |
Cardiff Property '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 Cardiff Property'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 Cardiff Property.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Cardiff Property on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Cardiff Property PLC or generate 0.0% return on investment in Cardiff Property over 180 days. Cardiff Property is related to or competes with Derwent London, Hammerson PLC, Workspace Group, Supermarket Income, Games Workshop, Halyk Bank, and XLMedia PLC. Cardiff Property is entity of United Kingdom More
Cardiff Property 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 Cardiff Property'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 Cardiff Property PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.083 | |||
| Maximum Drawdown | 6.52 |
Cardiff Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cardiff Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cardiff Property's standard deviation. In reality, there are many statistical measures that can use Cardiff Property historical prices to predict the future Cardiff Property's volatility.| Risk Adjusted Performance | 0.0982 | |||
| Jensen Alpha | 0.0895 | |||
| Total Risk Alpha | 0.0665 | |||
| Treynor Ratio | (2.78) |
Cardiff Property PLC Backtested Returns
Currently, Cardiff Property PLC is very steady. Cardiff Property PLC secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Cardiff Property PLC, which you can use to evaluate the volatility of the firm. Please confirm Cardiff Property's Risk Adjusted Performance of 0.0982, standard deviation of 0.8028, and Mean Deviation of 0.1946 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Cardiff Property has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.032, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cardiff Property are expected to decrease at a much lower rate. During the bear market, Cardiff Property is likely to outperform the market. Cardiff Property PLC right now shows a risk of 0.82%. Please confirm Cardiff Property PLC treynor ratio, skewness, rate of daily change, as well as the relationship between the maximum drawdown and kurtosis , to decide if Cardiff Property PLC will be following its price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Cardiff Property PLC has very weak reverse predictability. Overlapping area represents the amount of predictability between Cardiff Property time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Cardiff Property PLC price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Cardiff Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 4875.28 |
Cardiff Property PLC lagged returns against current returns
Autocorrelation, which is Cardiff Property 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 Cardiff Property's stock expected returns. We can calculate the autocorrelation of Cardiff Property returns to help us make a trade decision. For example, suppose you find that Cardiff Property 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 |
Cardiff Property 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 Cardiff Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cardiff Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cardiff Property stock over time.
Current vs Lagged Prices |
| Timeline |
Cardiff Property Lagged Returns
When evaluating Cardiff Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cardiff Property stock have on its future price. Cardiff Property 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, Cardiff Property autocorrelation shows the relationship between Cardiff Property stock current value and its past values and can show if there is a momentum factor associated with investing in Cardiff Property PLC.
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 Cardiff Stock Analysis
When running Cardiff Property's price analysis, check to measure Cardiff Property'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 Cardiff Property is operating at the current time. Most of Cardiff Property's value examination focuses on studying past and present price action to predict the probability of Cardiff Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cardiff Property's price. Additionally, you may evaluate how the addition of Cardiff Property to your portfolios can decrease your overall portfolio volatility.