CBRE Backtesting

CBG -- USA Stock  

USD 47.20  0.22  0.46%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of CBRE Group 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

April 21, 2018
No Change 0.00  0.0%
In 30 days
May 21, 2018
If you would invest  0.00  in CBRE on April 21, 2018 and sell it all today you would earn a total of 0.00 from holding CBRE Group 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, Xinyuan Real, and Gaming. CBRE Group, Inc. operates as a commercial real estate services and investment company worldwide

CBRE Upside/Downside Indicators


CBRE Market Premium Indicators

CBRE Group Backtested Returns

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 which you can use to evaluate future volatility of the entity. Please confirm CBRE Group to double-check if risk estimate we provide are consistent with the epected return of 0.0%. CBRE has performance score of 0 on a scale of 0 to 100. The corporation shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and CBRE are completely uncorrelated. Although it is extremely important to respect CBRE Group historical returns, it is better to be realistic regarding the information on 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 technical indicators you can right now evaluate if the expected return of 0.0% will be sustainable into the future. CBRE Group at this time shows a risk of 0.0%. Please confirm CBRE Group Value At Risk, Expected Short fall and the relationship between Treynor Ratio and Downside Variance to decide if CBRE Group will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

CBRE Group has perfect predictability. Overlapping area represents the amount of predictability between CBRE time series from April 21, 2018 to May 6, 2018 and May 6, 2018 to May 21, 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 price movement. The serial correlation of 1.0 indicates that 100.0% of current CBRE price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 47.2
Lagged Average Price 47.2

CBRE Group lagged returns against current returns

 Current and Lagged Values 

CBRE regressed lagged prices vs. current prices

 Current vs Lagged Prices 

CBRE Lagged Returns

 Regressed Prices 

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Fundamental Analysis

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Mastercard Incorporated and The Blackstone Group. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Check also CBRE Hype Analysis, CBRE Correlation, CBRE Valuation, CBRE Volatility as well as analyze CBRE Alpha and Beta and CBRE Performance. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.