Capitaland Integrated Commercial Stock Market Value
| CPAMF Stock | USD 1.84 0.09 5.14% |
| 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.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in CapitaLand Integrated on May 27, 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.
| Downside Deviation | 5.23 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 23.21 | |||
| Value At Risk | (4.24) | |||
| Potential Upside | 3.85 |
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 | 0.0961 | |||
| Jensen Alpha | 0.3486 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0451 | |||
| Treynor Ratio | (1.66) |
CapitaLand Integrated Backtested Returns
CapitaLand Integrated appears to be very risky, given 3 months investment horizon. CapitaLand Integrated secures Sharpe Ratio (or Efficiency) of 0.0923, which signifies that the company had a 0.0923 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CapitaLand Integrated Commercial, which you can use to evaluate the volatility of the firm. Please makes use of CapitaLand Integrated's Downside Deviation of 5.23, risk adjusted performance of 0.0961, and Mean Deviation of 1.62 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CapitaLand Integrated holds a performance score of 7. The firm shows a Beta (market volatility) of -0.2, 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. Please check CapitaLand Integrated's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether CapitaLand Integrated's price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
CapitaLand Integrated Commercial has below average predictability. Overlapping area represents the amount of predictability between CapitaLand Integrated time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 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 0.37 indicates that just about 37.0% of current CapitaLand Integrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.