CapitaLand Integrated's market value is the price at which a share of CapitaLand Integrated trades on a public exchange. It measures the collective expectations of CapitaLand Integrated Commercial investors about its performance. CapitaLand Integrated is trading at 1.74 as of the 31st of July 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 1.74. With this module, you can estimate the performance of a buy and hold strategy of CapitaLand Integrated Commercial and determine expected loss or profit from investing in CapitaLand Integrated over a given investment horizon. Check out CapitaLand Integrated Correlation, CapitaLand Integrated Volatility and CapitaLand Integrated Alpha and Beta module to complement your research on CapitaLand Integrated.
Please note, there is a significant difference between CapitaLand Integrated's value and its price as these two are different measures arrived at by different means. Investors typically determine if CapitaLand Integrated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CapitaLand Integrated's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
05/02/2025
No Change 0.00
0.0
In 3 months and 1 day
07/31/2025
0.00
If you would invest 0.00 in CapitaLand Integrated on May 2, 2025 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 90 days. CapitaLand Integrated is related to or competes with CapitaLand Investment, Fortum Oyj, Henderson Land, Kimco Realty, and Keppel REIT. 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.
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.
At this point, CapitaLand Integrated is very risky. CapitaLand Integrated secures Sharpe Ratio (or Efficiency) of 0.0272, which signifies that the company had a 0.0272 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for CapitaLand Integrated Commercial, which you can use to evaluate the volatility of the firm. Please confirm CapitaLand Integrated's Risk Adjusted Performance of 0.0277, mean deviation of 0.8179, and Standard Deviation of 2.47 to double-check if the risk estimate we provide is consistent with the expected return of 0.0673%. CapitaLand Integrated has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CapitaLand Integrated are expected to decrease at a much lower rate. During the bear market, CapitaLand Integrated is likely to outperform the market. CapitaLand Integrated right now shows a risk of 2.47%. Please confirm CapitaLand Integrated total risk alpha, as well as the relationship between the skewness and day median price , to decide if CapitaLand Integrated will be following its price patterns.
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 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 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
0.29
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.
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.