CBRE Backtesting

CBRE Group Inc -- USA Stock  

USD 45.95  0.22  0.48%

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

CBRE 'What if' Analysis

December 25, 2017
No Change 0.00  0.0%
In 30 days
January 24, 2018
If you would invest  0.00  in CBRE on December 25, 2017 and sell it all today you would earn a total of 0.00 from holding CBRE Group Inc or generate 0.0% return on investment in CBRE over 30 days. CBRE is related to or competes with ABM Industries, Digital Realty, Extra Space, Jones Lang, and Xinyuan Real. It operates through Americas Europe, Middle East and Africa Asia Pacific Global Investment Management and Development Se...

CBRE Upside/Downside Indicators


CBRE Market Premium Indicators

CBRE Group Inc lagged returns against current returns

 Current and Lagged Values 

CBRE regressed lagged prices vs. current prices

 Current vs Lagged Prices 

CBRE Group Inc Backtested Returns

Macroaxis considers CBRE not too risky given 1 month investment horizon. CBRE Group Inc secures Sharpe Ratio (or Efficiency) of 0.2863 which signifies that CBRE Group Inc had 0.2863% of return per unit of risk over the last 1 month. Our approach towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for CBRE Group Inc which you can use to evaluate future volatility of the entity. Please makes use of CBRE Group Inc Semi Deviation of 0.7248, Mean Deviation of 0.669 and Coefficient Of Variation of 325.36 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 CBRE holds performance score of 18. The corporation shows Beta (market volatility) of -0.6325 which signifies that as returns on market increase, returns on owning CBRE are expected to decrease at a much smaller rate. During bear market, CBRE is likely to outperform the market.. Although it is vital to follow to CBRE Group Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The approach towards foreseeing 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 examining CBRE Group Inc technical indicators you can right now evaluate if the expected return of 0.2717% will be sustainable into the future. Please makes use of CBRE Group Inc Value At Risk, Expected Short fall and the relationship between Treynor Ratio and Downside Variance to make a quick decision on weather CBRE price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.75 

Good predictability

CBRE Group Inc has good predictability. Overlapping area represents the amount of predictability between CBRE time series from December 25, 2017 to January 9, 2018 and January 9, 2018 to January 24, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CBRE Group Inc price movement. The serial correlation of 0.75 indicates that around 75.0% of current CBRE price fluctuation can be explain by its past prices.
Correlation Coefficient 0.75
Spearman Rank Test 0.61
Price Variance 0.26
Lagged Price Variance 0.28

CBRE Lagged Returns

 Regressed Prices 

CBRE Performance vs DOW

The median price of CBRE for the period between Mon, Dec 25, 2017 and Wed, Jan 24, 2018 is 44.27 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 44.43, and mean deviation of 0.73. The Stock received some media coverage during the period.
Price Growth (%)  
CBRE Group Inc Stake Increased by National Pension Service01/23/2018