Capitaland Investment Limited Stock Market Value
| CLILF Stock | USD 1.82 0.00 0.00% |
| Symbol | CapitaLand |
CapitaLand Investment '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 CapitaLand Investment's pink sheet 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 CapitaLand Investment.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in CapitaLand Investment on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding CapitaLand Investment Limited or generate 0.0% return on investment in CapitaLand Investment over 720 days. CapitaLand Investment is related to or competes with IRSA Inversiones, Anywhere Real, Newmark, Wharf Real, Vonovia SE, New York, and CBRE Group. CapitaLand Investment Limited is a real estate investment manager of CapitaLand Group More
CapitaLand Investment 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 CapitaLand Investment's pink sheet 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 CapitaLand Investment Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 22.86 |
CapitaLand Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CapitaLand Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CapitaLand Investment's standard deviation. In reality, there are many statistical measures that can use CapitaLand Investment historical prices to predict the future CapitaLand Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.17) |
CapitaLand Investment Backtested Returns
CapitaLand Investment secures Sharpe Ratio (or Efficiency) of -0.0705, which signifies that the company had a -0.0705% return per unit of risk over the last 3 months. CapitaLand Investment Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CapitaLand Investment's Risk Adjusted Performance of (0.02), mean deviation of 0.6889, and Standard Deviation of 2.43 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CapitaLand Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding CapitaLand Investment is expected to be smaller as well. At this point, CapitaLand Investment has a negative expected return of -0.17%. Please make sure to confirm CapitaLand Investment's variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if CapitaLand Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
CapitaLand Investment Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between CapitaLand Investment time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 CapitaLand Investment price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current CapitaLand Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
CapitaLand Investment lagged returns against current returns
Autocorrelation, which is CapitaLand Investment pink sheet'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 CapitaLand Investment's pink sheet expected returns. We can calculate the autocorrelation of CapitaLand Investment returns to help us make a trade decision. For example, suppose you find that CapitaLand Investment has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
CapitaLand Investment 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 CapitaLand Investment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CapitaLand Investment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CapitaLand Investment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CapitaLand Investment Lagged Returns
When evaluating CapitaLand Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CapitaLand Investment pink sheet have on its future price. CapitaLand Investment 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, CapitaLand Investment autocorrelation shows the relationship between CapitaLand Investment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CapitaLand Investment Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CapitaLand Pink Sheet
CapitaLand Investment financial ratios help investors to determine whether CapitaLand Pink Sheet 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 CapitaLand with respect to the benefits of owning CapitaLand Investment security.