Cbre Clarion Global Fund Market Value
| IGR Fund | USD 5.27 0.02 0.38% |
| Symbol | CBRE |
Cbre Clarion '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 Cbre Clarion's fund 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 Cbre Clarion.
| 01/04/2025 |
| 03/05/2025 |
If you would invest 0.00 in Cbre Clarion on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Cbre Clarion Global or generate 0.0% return on investment in Cbre Clarion over 60 days. Cbre Clarion is related to or competes with Aberdeen Global, Blackrock Resources, Aberdeen Total, Blackrock Enhanced, Cohen Steers, Cohen, and Cohen Steers. CBRE Clarion Global Real Estate Income Fund specializes in investments in various property types, including office, reta... More
Cbre Clarion 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 Cbre Clarion's fund 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 Clarion Global upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0183 | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.11 |
Cbre Clarion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cbre Clarion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cbre Clarion's standard deviation. In reality, there are many statistical measures that can use Cbre Clarion historical prices to predict the future Cbre Clarion's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | 0.1115 | |||
| Treynor Ratio | (0.07) |
Cbre Clarion Global Backtested Returns
Cbre Clarion Global secures Sharpe Ratio (or Efficiency) of -0.045, which signifies that the fund had a -0.045 % return per unit of risk over the last 3 months. Cbre Clarion Global exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cbre Clarion's Risk Adjusted Performance of (0.02), mean deviation of 1.03, and Standard Deviation of 1.5 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.88, which signifies possible diversification benefits within a given portfolio. Cbre Clarion returns are very sensitive to returns on the market. As the market goes up or down, Cbre Clarion is expected to follow.
Auto-correlation | 0.75 |
Good predictability
Cbre Clarion Global has good predictability. Overlapping area represents the amount of predictability between Cbre Clarion time series from 4th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 5th 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 Cbre Clarion Global price movement. The serial correlation of 0.75 indicates that around 75.0% of current Cbre Clarion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cbre Clarion Global lagged returns against current returns
Autocorrelation, which is Cbre Clarion fund'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 Cbre Clarion's fund expected returns. We can calculate the autocorrelation of Cbre Clarion returns to help us make a trade decision. For example, suppose you find that Cbre Clarion has exhibited high autocorrelation historically, and you observe that the fund 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 |
Cbre Clarion 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 Cbre Clarion fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cbre Clarion fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cbre Clarion fund over time.
Current vs Lagged Prices |
| Timeline |
Cbre Clarion Lagged Returns
When evaluating Cbre Clarion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cbre Clarion fund have on its future price. Cbre Clarion 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, Cbre Clarion autocorrelation shows the relationship between Cbre Clarion fund current value and its past values and can show if there is a momentum factor associated with investing in Cbre Clarion Global.
Regressed Prices |
| Timeline |
Pair Trading with Cbre Clarion
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cbre Clarion position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cbre Clarion will appreciate offsetting losses from the drop in the long position's value.Moving together with CBRE Fund
| 0.83 | NEA | Nuveen Amt Free | PairCorr |
| 0.89 | NVG | Nuveen Amt Free | PairCorr |
| 0.85 | NAD | Nuveen Dividend Advantage | PairCorr |
Moving against CBRE Fund
The ability to find closely correlated positions to Cbre Clarion could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cbre Clarion when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cbre Clarion - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cbre Clarion Global to buy it.
The correlation of Cbre Clarion is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cbre Clarion moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cbre Clarion Global moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cbre Clarion can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in CBRE Fund
Cbre Clarion financial ratios help investors to determine whether CBRE Fund 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 CBRE with respect to the benefits of owning Cbre Clarion security.
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