Cra International Stock Market Value
| CRAI Stock | USD 172.33 5.35 3.01% |
| Symbol | CRA |
Is Research & Consulting Services 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 CRA International. If investors know CRA 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 CRA International 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 CRA International is measured differently than its book value, which is the value of CRA that is recorded on the company's balance sheet. Investors also form their own opinion of CRA International's value that differs from its market value or its book value, called intrinsic value, which is CRA International'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 CRA International's market value can be influenced by many factors that don't directly affect CRA International'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 CRA International's value and its price as these two are different measures arrived at by different means. Investors typically determine if CRA International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CRA International'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.
CRA International '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 CRA International'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 CRA International.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in CRA International on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding CRA International or generate 0.0% return on investment in CRA International over 90 days. CRA International is related to or competes with Franklin Covey, ICF International, Huron Consulting, FTI Consulting, Forrester Research, Exponent, and Resources Connection. CRA International, Inc., together with its subsidiaries, provides economic, financial, and management consulting service... More
CRA International 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 CRA International'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 CRA International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 2.29 |
CRA International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CRA International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CRA International's standard deviation. In reality, there are many statistical measures that can use CRA International historical prices to predict the future CRA International's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | 0.0911 | |||
| Treynor Ratio | (0.55) |
CRA International Backtested Returns
CRA International retains Efficiency (Sharpe Ratio) of -0.0881, which signifies that the company had a -0.0881 % return per unit of risk over the last 3 months. CRA International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CRA International's market risk adjusted performance of (0.54), and Variance of 7.41 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CRA International's returns are expected to increase less than the market. However, during the bear market, the loss of holding CRA International is expected to be smaller as well. At this point, CRA International has a negative expected return of -0.24%. Please make sure to confirm CRA International's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if CRA International performance from the past will be repeated in the future.
Auto-correlation | -0.36 |
Poor reverse predictability
CRA International has poor reverse predictability. Overlapping area represents the amount of predictability between CRA International 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 CRA International price movement. The serial correlation of -0.36 indicates that just about 36.0% of current CRA International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 43.38 |
CRA International lagged returns against current returns
Autocorrelation, which is CRA International 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 CRA International's stock expected returns. We can calculate the autocorrelation of CRA International returns to help us make a trade decision. For example, suppose you find that CRA International 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 |
CRA International 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 CRA International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CRA International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CRA International stock over time.
Current vs Lagged Prices |
| Timeline |
CRA International Lagged Returns
When evaluating CRA International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CRA International stock have on its future price. CRA International 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, CRA International autocorrelation shows the relationship between CRA International stock current value and its past values and can show if there is a momentum factor associated with investing in CRA International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether CRA International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CRA International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cra International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cra International Stock:Check out CRA International Correlation, CRA International Volatility and CRA International Alpha and Beta module to complement your research on CRA International. For more detail on how to invest in CRA Stock please use our How to Invest in CRA International guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
CRA International 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.