Inmobiliaria Colonial (Spain) Market Value
| COL Stock | EUR 5.19 0.04 0.76% |
| Symbol | Inmobiliaria |
Inmobiliaria Colonial '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 Inmobiliaria Colonial'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 Inmobiliaria Colonial.
| 06/16/2024 |
| 12/13/2024 |
If you would invest 0.00 in Inmobiliaria Colonial on June 16, 2024 and sell it all today you would earn a total of 0.00 from holding Inmobiliaria Colonial SA or generate 0.0% return on investment in Inmobiliaria Colonial over 180 days. Inmobiliaria Colonial is related to or competes with Merlin Properties, Ferrovial, Bankinter, Acerinox, and Indra A. Colonial is a Spanish listed REIT company , leader in the European Prime office market with presence in the main busines... More
Inmobiliaria Colonial 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 Inmobiliaria Colonial'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 Inmobiliaria Colonial SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.28 |
Inmobiliaria Colonial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inmobiliaria Colonial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inmobiliaria Colonial's standard deviation. In reality, there are many statistical measures that can use Inmobiliaria Colonial historical prices to predict the future Inmobiliaria Colonial's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.76) |
Inmobiliaria Colonial Backtested Returns
Inmobiliaria Colonial holds Efficiency (Sharpe) Ratio of -0.22, which attests that the entity had a -0.22% return per unit of risk over the last 3 months. Inmobiliaria Colonial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inmobiliaria Colonial's Standard Deviation of 1.49, risk adjusted performance of (0.12), and Market Risk Adjusted Performance of (0.75) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inmobiliaria Colonial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inmobiliaria Colonial is expected to be smaller as well. At this point, Inmobiliaria Colonial has a negative expected return of -0.32%. Please make sure to check out Inmobiliaria Colonial's jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and kurtosis , to decide if Inmobiliaria Colonial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Inmobiliaria Colonial SA has poor reverse predictability. Overlapping area represents the amount of predictability between Inmobiliaria Colonial time series from 16th of June 2024 to 14th of September 2024 and 14th of September 2024 to 13th 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 Inmobiliaria Colonial price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Inmobiliaria Colonial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Inmobiliaria Colonial lagged returns against current returns
Autocorrelation, which is Inmobiliaria Colonial 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 Inmobiliaria Colonial's stock expected returns. We can calculate the autocorrelation of Inmobiliaria Colonial returns to help us make a trade decision. For example, suppose you find that Inmobiliaria Colonial 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 |
Inmobiliaria Colonial 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 Inmobiliaria Colonial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inmobiliaria Colonial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inmobiliaria Colonial stock over time.
Current vs Lagged Prices |
| Timeline |
Inmobiliaria Colonial Lagged Returns
When evaluating Inmobiliaria Colonial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inmobiliaria Colonial stock have on its future price. Inmobiliaria Colonial 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, Inmobiliaria Colonial autocorrelation shows the relationship between Inmobiliaria Colonial stock current value and its past values and can show if there is a momentum factor associated with investing in Inmobiliaria Colonial 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 Inmobiliaria Stock
Inmobiliaria Colonial financial ratios help investors to determine whether Inmobiliaria 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 Inmobiliaria with respect to the benefits of owning Inmobiliaria Colonial security.