CBRE Group Inc (CBRE) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to CBRE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.90%.   Win rate: 86.67%.   Sharpe Ratio: -1.109.   Maximum drawdown: -44.37% on 23 March 2020.
Mean CAGR: 123.97%. Time in market: 2084 days.   Hypothetical return: $1000 would be worth $2015.18 on 14 December 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for CBRE Group

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 15 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (86.67% * 9.07%) + (13.33% * 0.30%) - (0% * 0%) = 7.90%.
Wins: 13 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

CBRE Group Analysis

Market sector: Real Estate.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
15 May 2026   smart_toyLOW (39)    apartmentLOW   50 Day Low $ 130.34 schedule schedule schedule schedule schedule
12 February 2026   smart_toyLOW (55)    apartmentLOW   50 Day Low $ 144.11 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
18 November 2025   smart_toyLOW (70)    apartmentLOW   50 Day Low $ 149.82 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
08 October 2025   smart_toyLOW (74)    apartmentLOW   50 Day Low $ 151.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt schedule
04 April 2025   smart_toyMEDIUM (81)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 118.19 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
10 January 2025   smart_toyLOW (73)    apartmentLOW   50 Day Low $ 125.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
18 October 2023   smart_toyLOW (56)    apartmentLOW   50 Day Low $ 70.34 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 September 2023   smart_toyLOW (51)    apartmentLOW   50 Day Low $ 79.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 March 2023   smart_toyLOW (76)    apartmentHIGH   50 Day Low $ 73.83 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 September 2022  bubble_chart   smart_toyMEDIUM (88)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 72.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 June 2022  bubble_chart   smart_toyLOW (78)    apartmentLOW   50 Day Low $ 76.33 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
18 April 2022  bubble_chart   smart_toyLOW (55)    apartmentLOW   50 Day Low $ 85.53 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022  bubble_chart   smart_toyLOW (68)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 92.93 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2021  bubble_chart   smart_toyLOW (52)    apartmentLOW   50 Day Low $ 83.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
28 October 2020   smart_toyMEDIUM (85)     50 Day Low $ 43.80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
26 February 2020   smart_toyLOW (79)     50 Day Low $ 57.61 select_check_box select_check_box select_check_box select_check_box select_check_box
26 August 2019   smart_toyMEDIUM (81)     sirenFIRE SALE 50 Day Low $ 49.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
13 May 2019   smart_toyLOW (66)     50 Day Low $ 47.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 December 2018   smart_toyHIGH (94)     50 Day Low $ 38.06 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
09 October 2018   smart_toyLOW (39)     50 Day Low $ 41.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 September 2018   smart_toyLOW (34)     50 Day Low $ 46.22 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for CBRE Group Inc (exchange: XNYS symbol: CBRE) was last updated 16 Jul 2026 03:30. Data for this stock is available from 19 Mar 2018 - 15 Jul 2026.