Cohn Steers Stock Market Value

CNS -  USA Stock  

USD 71.24  0.12  0.17%

Cohn Steers' market value is the price at which a share of Cohn Steers stock trades on a public exchange. It measures the collective expectations of Cohn Steers investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Cohn Steers and determine expected loss or profit from investing in Cohn Steers over a given investment horizon. Continue to Cohn Steers Hype Analysis, Cohn Steers Correlation, Cohn Steers Valuation, Cohn Steers Volatility, as well as analyze Cohn Steers Alpha and Beta and Cohn Steers Performance.
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Backtest


Is Cohn Steers' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cohn Steers. If investors know Cohn Steers will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cohn Steers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Cohn Steers is measured differently than its book value, which is the value of Cohn Steers that is recorded on the company's balance sheet. Investors also form their own opinion of Cohn Steers' value that differs from its market value or its book value, called intrinsic value, which is Cohn Steers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cohn Steers' market value can be influenced by many factors that don't directly affect Cohn Steers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cohn Steers' value and its price as these two are different measures arrived at by different means. Investors typically determine Cohn Steers value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cohn Steers' 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.

Cohn Steers '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 Cohn Steers' 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 Cohn Steers.
0.00
04/19/2022
No Change 0.00  0.0 
In 30 days
05/19/2022
0.00
If you would invest  0.00  in Cohn Steers on April 19, 2022 and sell it all today you would earn a total of 0.00 from holding Cohn Steers or generate 0.0% return on investment in Cohn Steers over 30 days. Cohn Steers is related to or competes with Burford Capital, Blucora, and Bank of New York. Cohen Steers, Inc. is a publicly owned asset management holding company

Cohn Steers 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 Cohn Steers' 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 Cohn Steers upside and downside potential and time the market with a certain degree of confidence.

Cohn Steers Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohn Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohn Steers' standard deviation. In reality, there are many statistical measures that can use Cohn Steers historical prices to predict the future Cohn Steers' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Cohn Steers' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Cohn Steers in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
69.1171.2273.33
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Intrinsic
Valuation
LowReal ValueHigh
62.4464.5578.50
Details
1 Analysts
Consensus
LowTarget PriceHigh
77.0077.0077.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cohn Steers. Your research has to be compared to or analyzed against Cohn Steers' peers to derive any actionable benefits. When done correctly, Cohn Steers' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Cohn Steers.

Cohn Steers Backtested Returns

Cohn Steers secures Sharpe Ratio (or Efficiency) of -0.0634, which signifies that the company had -0.0634% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Cohn Steers exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cohn Steers mean deviation of 1.64, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.2339, which signifies a somewhat significant risk relative to the market. Let's try to break down what Cohn Steers's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cohn Steers will likely underperform. Even though it is essential to pay attention to Cohn Steers historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Cohn Steers exposes twenty-one different technical indicators, which can help you to evaluate its performance. Cohn Steers has an expected return of -0.13%. Please be advised to confirm Cohn Steers variance, as well as the relationship between the value at risk and skewness to decide if Cohn Steers performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.84  

Very good predictability

Cohn Steers has very good predictability. Overlapping area represents the amount of predictability between Cohn Steers time series from 19th of April 2022 to 4th of May 2022 and 4th of May 2022 to 19th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cohn Steers price movement. The serial correlation of 0.84 indicates that around 84.0% of current Cohn Steers price fluctuation can be explain by its past prices.
Correlation Coefficient0.84
Spearman Rank Test0.57
Residual Average0.0
Price Variance7.67

Cohn Steers lagged returns against current returns

Autocorrelation, which is Cohn Steers 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 Cohn Steers' stock expected returns. We can calculate the autocorrelation of Cohn Steers returns to help us make a trade decision. For example, suppose you find that Cohn Steers stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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Cohn Steers 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 Cohn Steers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohn Steers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohn Steers stock over time.
 Current vs Lagged Prices 
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Cohn Steers Lagged Returns

When evaluating Cohn Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohn Steers stock have on its future price. Cohn Steers 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, Cohn Steers autocorrelation shows the relationship between Cohn Steers stock current value and its past values and can show if there is a momentum factor associated with investing in Cohn Steers.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Cohn Steers without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Cohn Steers

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cohn Steers position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cohn Steers will appreciate offsetting losses from the drop in the long position's value.

Cohn Steers Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Cohn Steers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cohn Steers when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cohn Steers - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cohn Steers to buy it.
The correlation of Cohn Steers is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cohn Steers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cohn Steers moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cohn Steers can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Cohn Steers Hype Analysis, Cohn Steers Correlation, Cohn Steers Valuation, Cohn Steers Volatility, as well as analyze Cohn Steers Alpha and Beta and Cohn Steers Performance. Note that the Cohn Steers information on this page should be used as a complementary analysis to other Cohn Steers' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Cohn Steers price analysis, check to measure Cohn Steers' 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 Cohn Steers is operating at the current time. Most of Cohn Steers' value examination focuses on studying past and present price action to predict the probability of Cohn Steers' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cohn Steers' price. Additionally, you may evaluate how the addition of Cohn Steers to your portfolios can decrease your overall portfolio volatility.
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Cohn Steers 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.
A focus of Cohn Steers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cohn Steers trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...