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.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
|Horizon||30 Days Login to change|
INMOBILIARIA COLONIAL 'What if' Analysis
July 25, 20190.00
October 23, 20190.00
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
|Value At Risk||(1.13)|
INMOBILIARIA COLONIAL Market Premium Indicators
|Risk Adjusted Performance||0.2535|
|Total Risk Alpha||0.2459|
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.
|15 days auto-correlation||0.77|
|Spearman Rank Test||0.81|
INMOBILIARIA COLONIAL lagged returns against current returns
Current and Lagged Values
INMOBILIARIA COLONIAL regressed lagged prices vs. current prices
Current vs Lagged Prices
INMOBILIARIA COLONIAL Lagged Returns
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|All Next||Launch Module|
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.