Canadian Apartment Properties Stock Market Value
| CDPYF Stock | USD 32.89 0.25 0.75% |
| Symbol | Canadian |
Canadian Apartment '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 Canadian Apartment'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 Canadian Apartment.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Canadian Apartment on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Canadian Apartment Properties or generate 0.0% return on investment in Canadian Apartment over 90 days. Canadian Apartment is related to or competes with BSR Real, UDR, InterRent Real, Riocan REIT, Artis REIT, Smart REIT, and Boardwalk Real. CAPREIT is one of Canadas largest real estate investment trusts More
Canadian Apartment 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 Canadian Apartment'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 Canadian Apartment Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 3.01 |
Canadian Apartment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canadian Apartment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canadian Apartment's standard deviation. In reality, there are many statistical measures that can use Canadian Apartment historical prices to predict the future Canadian Apartment's volatility.| Risk Adjusted Performance | 0.1608 | |||
| Jensen Alpha | 0.1852 | |||
| Total Risk Alpha | 0.0298 | |||
| Sortino Ratio | 0.089 | |||
| Treynor Ratio | 0.7524 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Canadian Apartment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Canadian Apartment Backtested Returns
Canadian Apartment appears to be very steady, given 3 months investment horizon. Canadian Apartment secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Canadian Apartment Properties, which you can use to evaluate the volatility of the firm. Please makes use of Canadian Apartment's Mean Deviation of 0.9595, risk adjusted performance of 0.1608, and Downside Deviation of 1.05 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Canadian Apartment holds a performance score of 13. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Canadian Apartment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Canadian Apartment is expected to be smaller as well. Please check Canadian Apartment's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Canadian Apartment's price patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Canadian Apartment Properties has weak predictability. Overlapping area represents the amount of predictability between Canadian Apartment time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Canadian Apartment price movement. The serial correlation of 0.23 indicates that over 23.0% of current Canadian Apartment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Canadian Apartment lagged returns against current returns
Autocorrelation, which is Canadian Apartment 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 Canadian Apartment's pink sheet expected returns. We can calculate the autocorrelation of Canadian Apartment returns to help us make a trade decision. For example, suppose you find that Canadian Apartment 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 |
Canadian Apartment 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 Canadian Apartment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Canadian Apartment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Canadian Apartment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Canadian Apartment Lagged Returns
When evaluating Canadian Apartment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Canadian Apartment pink sheet have on its future price. Canadian Apartment 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, Canadian Apartment autocorrelation shows the relationship between Canadian Apartment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Canadian Apartment Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Canadian Pink Sheet
Canadian Apartment financial ratios help investors to determine whether Canadian 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 Canadian with respect to the benefits of owning Canadian Apartment security.