INMOBILIARIA COLONIAL (Spain) Backtesting

COL -- Spain Stock  

EUR 11.42  0.01  0.09%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of INMOBILIARIA COLONIAL SOCIMI S and determine expected loss or profit from investing in INMOBILIARIA COLONIAL over given investment horizon. Check also INMOBILIARIA COLONIAL Hype Analysis, INMOBILIARIA COLONIAL Correlation, INMOBILIARIA COLONIAL Valuation, INMOBILIARIA COLONIAL Volatility as well as analyze INMOBILIARIA COLONIAL Alpha and Beta and INMOBILIARIA COLONIAL Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

INMOBILIARIA COLONIAL 'What if' Analysis

July 25, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 23, 2019
0.00
If you would invest  0.00  in INMOBILIARIA COLONIAL on July 25, 2019 and sell it all today you would earn a total of 0.00 from holding INMOBILIARIA COLONIAL SOCIMI S or generate 0.0% return on investment in INMOBILIARIA COLONIAL over 90 days. Colonial is a Spanish listed REIT company , leader in the European Prime office market with presence in the main busines...

INMOBILIARIA COLONIAL Upside/Downside Indicators

Downside Deviation0.7857
Information Ratio0.2895
Maximum Drawdown3.65
Value At Risk(1.13)
Potential Upside1.62

INMOBILIARIA COLONIAL Market Premium Indicators

Risk Adjusted Performance0.2535
Jensen Alpha0.2129
Total Risk Alpha0.2459
Sortino Ratio0.3179
Treynor Ratio(2.65)

INMOBILIARIA COLONIAL Backtested Returns

We consider INMOBILIARIA COLONIAL not too volatile. INMOBILIARIA COLONIAL holds Efficiency (Sharpe) Ratio of 0.2231 which attests that the entity had 0.2231% of return per unit of volatility over the last 3 months. Our approach towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for INMOBILIARIA COLONIAL which you can use to evaluate future volatility of the corporation. Please check out INMOBILIARIA COLONIAL Risk Adjusted Performance of 0.2535 and Market Risk Adjusted Performance of (2.64) to validate if risk estimate we provide are consistent with the epected return of 0.1911%. INMOBILIARIA COLONIAL has performance score of 15 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.0815 which attests that as returns on market increase, returns on owning INMOBILIARIA COLONIAL are expected to decrease at a much smaller rate. During bear market, INMOBILIARIA COLONIAL is likely to outperform the market. Although it is extremely important to respect INMOBILIARIA COLONIAL current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing INMOBILIARIA COLONIAL technical indicators you can now evaluate if the expected return of 0.1911% will be sustainable into the future. INMOBILIARIA COLONIAL currently retains a risk of 0.8564%. Please check out INMOBILIARIA COLONIAL Standard Deviation, Treynor Ratio, Downside Variance, as well as the relationship between Information Ratio and Value At Risk to decide if INMOBILIARIA COLONIAL will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.77 
correlation synergy

Good predictability

INMOBILIARIA COLONIAL SOCIMI S has good predictability. Overlapping area represents the amount of predictability between INMOBILIARIA COLONIAL time series from July 25, 2019 to September 8, 2019 and September 8, 2019 to October 23, 2019. 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 0.77 indicates that around 77.0% of current INMOBILIARIA COLONIAL price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.81
Residual Average0.0
Price Variance0.16

INMOBILIARIA COLONIAL lagged returns against current returns

 Current and Lagged Values 
      Timeline 

INMOBILIARIA COLONIAL regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

INMOBILIARIA COLONIAL Lagged Returns

 Regressed Prices 
      Timeline 

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INMOBILIARIA COLONIAL Pair Correlation

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Check also INMOBILIARIA COLONIAL Hype Analysis, INMOBILIARIA COLONIAL Correlation, INMOBILIARIA COLONIAL Valuation, INMOBILIARIA COLONIAL Volatility as well as analyze INMOBILIARIA COLONIAL Alpha and Beta and INMOBILIARIA COLONIAL Performance. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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