CBRE Group's market value is the price at which a share of CBRE Group trades on a public exchange. It measures the collective expectations of CBRE Group Cl investors about its performance. CBRE Group is selling for under 143.50 as of the 23rd of July 2025; that is 1.88% up since the beginning of the trading day. The stock's lowest day price was 143.45. With this module, you can estimate the performance of a buy and hold strategy of CBRE Group Cl and determine expected loss or profit from investing in CBRE Group over a given investment horizon. Check out CBRE Group Correlation, CBRE Group Volatility and CBRE Group Alpha and Beta module to complement your research on CBRE Group.
Please note, there is a significant difference between CBRE Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if CBRE Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CBRE Group'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.
CBRE Group '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 CBRE Group's stock 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 CBRE Group.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CBRE Group's stock 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 CBRE Group Cl 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 CBRE Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBRE Group's standard deviation. In reality, there are many statistical measures that can use CBRE Group historical prices to predict the future CBRE Group's volatility.
CBRE Group appears to be very steady, given 3 months investment horizon. CBRE Group Cl secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for CBRE Group Cl, which you can use to evaluate the volatility of the entity. Please makes use of CBRE Group's Coefficient Of Variation of 740.24, semi deviation of 1.42, and Mean Deviation of 1.29 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CBRE Group holds a performance score of 10. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CBRE Group are expected to decrease at a much lower rate. During the bear market, CBRE Group is likely to outperform the market. Please check CBRE Group's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether CBRE Group's price patterns will revert.
Auto-correlation
0.17
Very weak predictability
CBRE Group Cl has very weak predictability. Overlapping area represents the amount of predictability between CBRE Group time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 CBRE Group Cl price movement. The serial correlation of 0.17 indicates that over 17.0% of current CBRE Group price fluctuation can be explain by its past prices.
Correlation Coefficient
0.17
Spearman Rank Test
0.11
Residual Average
0.0
Price Variance
12.98
CBRE Group Cl lagged returns against current returns
Autocorrelation, which is CBRE Group stock'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 CBRE Group's stock expected returns. We can calculate the autocorrelation of CBRE Group returns to help us make a trade decision. For example, suppose you find that CBRE Group has exhibited high autocorrelation historically, and you observe that the stock 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
CBRE Group 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 CBRE Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBRE Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBRE Group stock over time.
Current vs Lagged Prices
Timeline
CBRE Group Lagged Returns
When evaluating CBRE Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBRE Group stock have on its future price. CBRE Group 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, CBRE Group autocorrelation shows the relationship between CBRE Group stock current value and its past values and can show if there is a momentum factor associated with investing in CBRE Group Cl.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running CBRE Group's price analysis, check to measure CBRE Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CBRE Group is operating at the current time. Most of CBRE Group's value examination focuses on studying past and present price action to predict the probability of CBRE Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CBRE Group's price. Additionally, you may evaluate how the addition of CBRE Group to your portfolios can decrease your overall portfolio volatility.