CBO Territoria (France) Market Value
| CBOT Stock | EUR 3.57 0.01 0.28% |
| Symbol | CBO |
CBO Territoria '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 CBO Territoria'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 CBO Territoria.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in CBO Territoria on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding CBO Territoria SA or generate 0.0% return on investment in CBO Territoria over 360 days. CBO Territoria is related to or competes with Hotelim Socit, Groupe Pizzorno, Axway Software, Eutelsat Communications, Veolia Environnement, Gaztransport Technigaz, and Sidetrade. CBo Territoria Socit Anonyme develops, promotes, manages, and sells real estate properties in France More
CBO Territoria 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 CBO Territoria'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 CBO Territoria SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5016 | |||
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 2.5 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.5714 |
CBO Territoria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBO Territoria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBO Territoria's standard deviation. In reality, there are many statistical measures that can use CBO Territoria historical prices to predict the future CBO Territoria's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.0706 |
CBO Territoria SA Backtested Returns
At this point, CBO Territoria is not too volatile. CBO Territoria SA secures Sharpe Ratio (or Efficiency) of 0.0484, which signifies that the company had a 0.0484% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CBO Territoria SA, which you can use to evaluate the volatility of the entity. Please confirm CBO Territoria's Mean Deviation of 0.3543, semi deviation of 0.3682, and Coefficient Of Variation of 3384.3 to double-check if the risk estimate we provide is consistent with the expected return of 0.0224%. CBO Territoria has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0548, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CBO Territoria's returns are expected to increase less than the market. However, during the bear market, the loss of holding CBO Territoria is expected to be smaller as well. CBO Territoria SA at this time shows a risk of 0.46%. Please confirm CBO Territoria SA total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if CBO Territoria SA will be following its price patterns.
Auto-correlation | 0.68 |
Good predictability
CBO Territoria SA has good predictability. Overlapping area represents the amount of predictability between CBO Territoria time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 CBO Territoria SA price movement. The serial correlation of 0.68 indicates that around 68.0% of current CBO Territoria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CBO Territoria SA lagged returns against current returns
Autocorrelation, which is CBO Territoria 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 CBO Territoria's stock expected returns. We can calculate the autocorrelation of CBO Territoria returns to help us make a trade decision. For example, suppose you find that CBO Territoria 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 |
CBO Territoria 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 CBO Territoria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBO Territoria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBO Territoria stock over time.
Current vs Lagged Prices |
| Timeline |
CBO Territoria Lagged Returns
When evaluating CBO Territoria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBO Territoria stock have on its future price. CBO Territoria 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, CBO Territoria autocorrelation shows the relationship between CBO Territoria stock current value and its past values and can show if there is a momentum factor associated with investing in CBO Territoria SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in CBO Stock
CBO Territoria financial ratios help investors to determine whether CBO 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 CBO with respect to the benefits of owning CBO Territoria security.