CREMETRSBI DL-001 (Germany) Market Value
| WY52 Stock | EUR 1.70 0.00 0.00% |
| Symbol | CREMETRSBI |
CREMETRSBI DL-001 '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 CREMETRSBI DL-001'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 CREMETRSBI DL-001.
| 03/09/2024 |
| 03/04/2025 |
If you would invest 0.00 in CREMETRSBI DL-001 on March 9, 2024 and sell it all today you would earn a total of 0.00 from holding CREMECOMTRSBI DL 001 or generate 0.0% return on investment in CREMETRSBI DL-001 over 360 days. CREMETRSBI DL-001 is related to or competes with Boston Properties, COUSINS PTIES, Great Portland, Office Properties, CITY OFFICE, ARIMA REAL, and CREMETRSBI DL-001. CIM Commercial is a real estate investment trust that primarily acquires, owns, and operates Class A and creative office... More
CREMETRSBI DL-001 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 CREMETRSBI DL-001'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 CREMECOMTRSBI DL 001 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 27.48 | |||
| Information Ratio | 0.1081 | |||
| Maximum Drawdown | 435.06 | |||
| Value At Risk | (15.00) | |||
| Potential Upside | 36.99 |
CREMETRSBI DL-001 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CREMETRSBI DL-001's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREMETRSBI DL-001's standard deviation. In reality, there are many statistical measures that can use CREMETRSBI DL-001 historical prices to predict the future CREMETRSBI DL-001's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 6.13 | |||
| Total Risk Alpha | 9.9 | |||
| Sortino Ratio | 0.2073 | |||
| Treynor Ratio | 0.6902 |
CREMECOMTRSBI DL 001 Backtested Returns
CREMECOMTRSBI DL 001 secures Sharpe Ratio (or Efficiency) of -0.0397, which signifies that the company had a -0.0397 % return per unit of risk over the last 3 months. CREMECOMTRSBI DL 001 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CREMETRSBI DL-001's Risk Adjusted Performance of 0.0899, downside deviation of 27.48, and Mean Deviation of 16.08 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 8.17, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CREMETRSBI DL-001 will likely underperform. At this point, CREMECOMTRSBI DL 001 has a negative expected return of -0.35%. Please make sure to confirm CREMETRSBI DL-001's variance, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if CREMECOMTRSBI DL 001 performance from the past will be repeated in the future.
Auto-correlation | 0.70 |
Good predictability
CREMECOMTRSBI DL 001 has good predictability. Overlapping area represents the amount of predictability between CREMETRSBI DL-001 time series from 9th of March 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 CREMECOMTRSBI DL 001 price movement. The serial correlation of 0.7 indicates that around 70.0% of current CREMETRSBI DL-001 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 21.7 |
CREMECOMTRSBI DL 001 lagged returns against current returns
Autocorrelation, which is CREMETRSBI DL-001 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 CREMETRSBI DL-001's stock expected returns. We can calculate the autocorrelation of CREMETRSBI DL-001 returns to help us make a trade decision. For example, suppose you find that CREMETRSBI DL-001 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 |
CREMETRSBI DL-001 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 CREMETRSBI DL-001 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREMETRSBI DL-001 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREMETRSBI DL-001 stock over time.
Current vs Lagged Prices |
| Timeline |
CREMETRSBI DL-001 Lagged Returns
When evaluating CREMETRSBI DL-001's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREMETRSBI DL-001 stock have on its future price. CREMETRSBI DL-001 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, CREMETRSBI DL-001 autocorrelation shows the relationship between CREMETRSBI DL-001 stock current value and its past values and can show if there is a momentum factor associated with investing in CREMECOMTRSBI DL 001.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CREMETRSBI Stock
CREMETRSBI DL-001 financial ratios help investors to determine whether CREMETRSBI 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 CREMETRSBI with respect to the benefits of owning CREMETRSBI DL-001 security.