CBRE Group (Germany) Market Value
| RF6 Stock | EUR 133.00 1.00 0.76% |
| Symbol | CBRE |
CBRE Group '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 Group'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 CBRE Group.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in CBRE Group on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding CBRE Group Class or generate 0.0% return on investment in CBRE Group over 30 days. CBRE Group is related to or competes with Science Applications, Fidelity National, KAUFMAN ET, Fukuyama Transporting, Liberty Broadband, Automatic Data, and Air Transport. CBRE Group, Inc. operates as a commercial real estate services and investment company worldwide More
CBRE Group 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 Group'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 CBRE Group Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.1373 | |||
| Maximum Drawdown | 14.81 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.78 |
CBRE Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBRE Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBRE Group's standard deviation. In reality, there are many statistical measures that can use CBRE Group historical prices to predict the future CBRE Group's volatility.| Risk Adjusted Performance | 0.1581 | |||
| Jensen Alpha | 0.321 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.1474 | |||
| Treynor Ratio | 0.5936 |
CBRE Group Class Backtested Returns
CBRE Group appears to be very steady, given 3 months investment horizon. CBRE Group Class secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBRE Group Class, which you can use to evaluate the volatility of the entity. Please makes use of CBRE Group's Mean Deviation of 1.37, semi deviation of 1.17, and Coefficient Of Variation of 504.88 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CBRE Group holds a performance score of 15. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CBRE Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding CBRE Group is expected to be smaller as well. Please check CBRE Group's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether CBRE Group's price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
CBRE Group Class has good predictability. Overlapping area represents the amount of predictability between CBRE Group time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 CBRE Group Class price movement. The serial correlation of 0.77 indicates that around 77.0% of current CBRE Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 13.47 |
CBRE Group Class lagged returns against current returns
Autocorrelation, which is CBRE Group 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 CBRE Group's stock expected returns. We can calculate the autocorrelation of CBRE Group returns to help us make a trade decision. For example, suppose you find that CBRE Group 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 |
CBRE Group 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 Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBRE Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBRE Group stock over time.
Current vs Lagged Prices |
| Timeline |
CBRE Group Lagged Returns
When evaluating CBRE Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBRE Group stock have on its future price. CBRE Group 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 Group autocorrelation shows the relationship between CBRE Group stock current value and its past values and can show if there is a momentum factor associated with investing in CBRE Group Class.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in CBRE Stock
When determining whether CBRE Group Class is a strong investment it is important to analyze CBRE Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CBRE Group's future performance. For an informed investment choice regarding CBRE Stock, refer to the following important reports:Check out CBRE Group Correlation, CBRE Group Volatility and CBRE Group Alpha and Beta module to complement your research on CBRE Group. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
CBRE Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.