Crane Company Stock Market Value
| CR Stock | USD 155.29 4.52 3.00% |
| Symbol | Crane |
Crane Company Price To Book Ratio
Is Industrial Machinery & Supplies & Components space 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 Crane. If investors know Crane 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 Crane listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.611 | Dividend Share 0.82 | Earnings Share 4.6 | Revenue Per Share | Quarterly Revenue Growth 0.763 |
The market value of Crane Company is measured differently than its book value, which is the value of Crane that is recorded on the company's balance sheet. Investors also form their own opinion of Crane's value that differs from its market value or its book value, called intrinsic value, which is Crane's 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 Crane's market value can be influenced by many factors that don't directly affect Crane's 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 Crane's value and its price as these two are different measures arrived at by different means. Investors typically determine if Crane is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Crane'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.
Crane '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 Crane'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 Crane.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Crane on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Crane Company or generate 0.0% return on investment in Crane over 90 days. Crane is related to or competes with Standex International, Donaldson, CSW Industrials, Franklin Electric, IDEX, Graco, and ITT. Crane Holdings Co., together with its subsidiaries, manufactures and sells engineered industrial products in the America... More
Crane 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 Crane'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 Crane Company upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.18 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 2.58 |
Crane Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crane's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crane's standard deviation. In reality, there are many statistical measures that can use Crane historical prices to predict the future Crane's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1634 | |||
| Treynor Ratio | (0.17) |
Crane Company Backtested Returns
Crane Company secures Sharpe Ratio (or Efficiency) of -0.0281, which signifies that the company had a -0.0281 % return per unit of standard deviation over the last 3 months. Crane Company exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Crane's mean deviation of 1.43, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.26, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Crane will likely underperform. At this point, Crane Company has a negative expected return of -0.0662%. Please make sure to confirm Crane's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Crane Company performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Crane Company has good reverse predictability. Overlapping area represents the amount of predictability between Crane time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Crane Company price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Crane price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 54.81 |
Crane Company lagged returns against current returns
Autocorrelation, which is Crane 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 Crane's stock expected returns. We can calculate the autocorrelation of Crane returns to help us make a trade decision. For example, suppose you find that Crane 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 |
Crane 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 Crane stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crane stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crane stock over time.
Current vs Lagged Prices |
| Timeline |
Crane Lagged Returns
When evaluating Crane's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crane stock have on its future price. Crane 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, Crane autocorrelation shows the relationship between Crane stock current value and its past values and can show if there is a momentum factor associated with investing in Crane Company.
Regressed Prices |
| Timeline |
Additional Tools for Crane Stock Analysis
When running Crane's price analysis, check to measure Crane'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 Crane is operating at the current time. Most of Crane's value examination focuses on studying past and present price action to predict the probability of Crane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crane's price. Additionally, you may evaluate how the addition of Crane to your portfolios can decrease your overall portfolio volatility.