Continental (Germany) Market Value
| CAL Stock | EUR 98.00 0.50 0.51% |
| Symbol | Continental |
Continental '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 Continental'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 Continental.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Continental on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Camden Property Trust or generate 0.0% return on investment in Continental over 90 days. Continental is related to or competes with Kaufman Broad, EVS Broadcast, Axway Software, Television Broadcasts, Unity Software, Take-Two Interactive, and Liberty Broadband. Camden Property Trust, an SP 400 Company, is a real estate company primarily engaged in the ownership, management, devel... More
Continental 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 Continental'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 Camden Property Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 9.87 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.98 |
Continental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Continental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Continental's standard deviation. In reality, there are many statistical measures that can use Continental historical prices to predict the future Continental's volatility.| Risk Adjusted Performance | 0.0142 | |||
| Jensen Alpha | 0.0162 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.09) |
Camden Property Trust Backtested Returns
At this point, Continental is very steady. Camden Property Trust secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Camden Property Trust, which you can use to evaluate the volatility of the firm. Please confirm Continental's Downside Deviation of 1.61, mean deviation of 0.928, and Risk Adjusted Performance of 0.0142 to double-check if the risk estimate we provide is consistent with the expected return of 0.0083%. The firm shows a Beta (market volatility) of -0.0747, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Continental are expected to decrease at a much lower rate. During the bear market, Continental is likely to outperform the market. Camden Property Trust right now shows a risk of 1.42%. Please confirm Camden Property Trust coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Camden Property Trust will be following its price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Camden Property Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Continental time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Camden Property Trust price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Continental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 3.67 |
Camden Property Trust lagged returns against current returns
Autocorrelation, which is Continental 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 Continental's stock expected returns. We can calculate the autocorrelation of Continental returns to help us make a trade decision. For example, suppose you find that Continental 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 |
Continental 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 Continental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Continental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Continental stock over time.
Current vs Lagged Prices |
| Timeline |
Continental Lagged Returns
When evaluating Continental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Continental stock have on its future price. Continental 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, Continental autocorrelation shows the relationship between Continental stock current value and its past values and can show if there is a momentum factor associated with investing in Camden Property Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Continental Stock
When determining whether Camden Property Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Continental Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Camden Property Trust Stock. Highlighted below are key reports to facilitate an investment decision about Camden Property Trust Stock:Check out Continental Correlation, Continental Volatility and Continental Alpha and Beta module to complement your research on Continental. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Continental technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.