Capitaland Integrated Commercial Stock Market Value
| CPAMF Stock | USD 1.47 0.01 0.68% |
| Symbol | CapitaLand |
CapitaLand Integrated '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 CapitaLand Integrated's pink sheet 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 CapitaLand Integrated.
| 12/16/2022 |
| 12/05/2024 |
If you would invest 0.00 in CapitaLand Integrated on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding CapitaLand Integrated Commercial or generate 0.0% return on investment in CapitaLand Integrated over 720 days. CapitaLand Integrated is related to or competes with Regency Centers, Getty Realty, Site Centers, Brixmor Property, and Tanger Factory. CapitaLand Integrated Commercial Trust is the first and largest real estate investment trust listed on Singapore Exchang... More
CapitaLand Integrated 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 CapitaLand Integrated's pink sheet 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 CapitaLand Integrated Commercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 23.03 | |||
| Value At Risk | (7.32) | |||
| Potential Upside | 7.19 |
CapitaLand Integrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CapitaLand Integrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CapitaLand Integrated's standard deviation. In reality, there are many statistical measures that can use CapitaLand Integrated historical prices to predict the future CapitaLand Integrated's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | (0.24) |
CapitaLand Integrated Backtested Returns
CapitaLand Integrated secures Sharpe Ratio (or Efficiency) of -0.0186, which signifies that the company had a -0.0186% return per unit of risk over the last 3 months. CapitaLand Integrated Commercial exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CapitaLand Integrated's Risk Adjusted Performance of (0.01), standard deviation of 3.78, and Mean Deviation of 1.89 to double-check the risk estimate we provide. 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, CapitaLand Integrated's returns are expected to increase less than the market. However, during the bear market, the loss of holding CapitaLand Integrated is expected to be smaller as well. At this point, CapitaLand Integrated has a negative expected return of -0.0715%. Please make sure to confirm CapitaLand Integrated's skewness, and the relationship between the total risk alpha and rate of daily change , to decide if CapitaLand Integrated performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
CapitaLand Integrated Commercial has modest reverse predictability. Overlapping area represents the amount of predictability between CapitaLand Integrated time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th 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 CapitaLand Integrated price movement. The serial correlation of -0.48 indicates that about 48.0% of current CapitaLand Integrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CapitaLand Integrated lagged returns against current returns
Autocorrelation, which is CapitaLand Integrated pink sheet'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 CapitaLand Integrated's pink sheet expected returns. We can calculate the autocorrelation of CapitaLand Integrated returns to help us make a trade decision. For example, suppose you find that CapitaLand Integrated has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
CapitaLand Integrated 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 CapitaLand Integrated pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CapitaLand Integrated pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CapitaLand Integrated pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CapitaLand Integrated Lagged Returns
When evaluating CapitaLand Integrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CapitaLand Integrated pink sheet have on its future price. CapitaLand Integrated 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, CapitaLand Integrated autocorrelation shows the relationship between CapitaLand Integrated pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CapitaLand Integrated Commercial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CapitaLand Pink Sheet
CapitaLand Integrated financial ratios help investors to determine whether CapitaLand Pink Sheet 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 CapitaLand with respect to the benefits of owning CapitaLand Integrated security.