Colliers International Group Stock Market Value
| CIGI Stock | USD 153.63 0.61 0.40% |
| Symbol | Colliers |
Colliers International Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Colliers International. If investors know Colliers will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Colliers International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.377 | Dividend Share 0.3 | Earnings Share 3.18 | Revenue Per Share 92.768 | Quarterly Revenue Growth 0.117 |
The market value of Colliers International is measured differently than its book value, which is the value of Colliers that is recorded on the company's balance sheet. Investors also form their own opinion of Colliers International's value that differs from its market value or its book value, called intrinsic value, which is Colliers International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Colliers International's market value can be influenced by many factors that don't directly affect Colliers International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Colliers International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Colliers International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Colliers International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Colliers International '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 Colliers International'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 Colliers International.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Colliers International on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Colliers International Group or generate 0.0% return on investment in Colliers International over 30 days. Colliers International is related to or competes with Frp Holdings, Marcus Millichap, Maui Land, Jones Lang, Newmark, CBRE Group, and Cushman Wakefield. Colliers International Group Inc. provides commercial real estate professional and investment management services to cor... More
Colliers International 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 Colliers International'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 Colliers International Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.61 |
Colliers International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Colliers International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Colliers International's standard deviation. In reality, there are many statistical measures that can use Colliers International historical prices to predict the future Colliers International's volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.0503 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2319 |
Colliers International Backtested Returns
Colliers International is very steady at the moment. Colliers International secures Sharpe Ratio (or Efficiency) of 0.0957, which signifies that the company had a 0.0957% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Colliers International Group, which you can use to evaluate the volatility of the firm. Please confirm Colliers International's Risk Adjusted Performance of 0.0645, downside deviation of 1.37, and Mean Deviation of 1.14 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Colliers International has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Colliers International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Colliers International is expected to be smaller as well. Colliers International right now shows a risk of 1.55%. Please confirm Colliers International jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Colliers International will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Colliers International Group has weak reverse predictability. Overlapping area represents the amount of predictability between Colliers International time series from 1st of November 2024 to 16th of November 2024 and 16th of November 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 Colliers International price movement. The serial correlation of -0.25 indicates that over 25.0% of current Colliers International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 22.33 |
Colliers International lagged returns against current returns
Autocorrelation, which is Colliers International 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 Colliers International's stock expected returns. We can calculate the autocorrelation of Colliers International returns to help us make a trade decision. For example, suppose you find that Colliers International 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 |
Colliers International 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 Colliers International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Colliers International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Colliers International stock over time.
Current vs Lagged Prices |
| Timeline |
Colliers International Lagged Returns
When evaluating Colliers International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Colliers International stock have on its future price. Colliers International 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, Colliers International autocorrelation shows the relationship between Colliers International stock current value and its past values and can show if there is a momentum factor associated with investing in Colliers International Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Colliers International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Colliers International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Colliers International Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Colliers International Group Stock:Check out Colliers International Correlation, Colliers International Volatility and Colliers International Alpha and Beta module to complement your research on Colliers International. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Colliers International 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.