Caisse Rgionale (France) Market Value
| CRAP Stock | EUR 92.62 0.12 0.13% |
| Symbol | Caisse |
Caisse Rgionale '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 Caisse Rgionale'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 Caisse Rgionale.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Caisse Rgionale on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Caisse Rgionale du or generate 0.0% return on investment in Caisse Rgionale over 90 days. Caisse Rgionale is related to or competes with Caisse Rgionale, Caisse Regionale, and Caisse Regionale. Caisse Rgionale de Crdit Agricole Mutuel Alpes Provence Socit cooprative provides banking products and services in Franc... More
Caisse Rgionale 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 Caisse Rgionale'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 Caisse Rgionale du upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9369 | |||
| Information Ratio | 0.3451 | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 2.27 |
Caisse Rgionale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caisse Rgionale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caisse Rgionale's standard deviation. In reality, there are many statistical measures that can use Caisse Rgionale historical prices to predict the future Caisse Rgionale's volatility.| Risk Adjusted Performance | 0.2137 | |||
| Jensen Alpha | 0.2493 | |||
| Total Risk Alpha | 0.3524 | |||
| Sortino Ratio | 0.3614 | |||
| Treynor Ratio | 1.27 |
Caisse Rgionale du Backtested Returns
Caisse Rgionale appears to be very steady, given 3 months investment horizon. Caisse Rgionale du secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Caisse Rgionale du, which you can use to evaluate the volatility of the firm. Please makes use of Caisse Rgionale's Mean Deviation of 0.7056, risk adjusted performance of 0.2137, and Downside Deviation of 0.9369 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Caisse Rgionale holds a performance score of 19. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caisse Rgionale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caisse Rgionale is expected to be smaller as well. Please check Caisse Rgionale's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Caisse Rgionale's price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Caisse Rgionale du has modest predictability. Overlapping area represents the amount of predictability between Caisse Rgionale time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Caisse Rgionale du price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Caisse Rgionale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 19.21 |
Caisse Rgionale du lagged returns against current returns
Autocorrelation, which is Caisse Rgionale 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 Caisse Rgionale's stock expected returns. We can calculate the autocorrelation of Caisse Rgionale returns to help us make a trade decision. For example, suppose you find that Caisse Rgionale 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 |
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Caisse Rgionale 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 Caisse Rgionale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caisse Rgionale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caisse Rgionale stock over time.
Current vs Lagged Prices |
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Caisse Rgionale Lagged Returns
When evaluating Caisse Rgionale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caisse Rgionale stock have on its future price. Caisse Rgionale 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, Caisse Rgionale autocorrelation shows the relationship between Caisse Rgionale stock current value and its past values and can show if there is a momentum factor associated with investing in Caisse Rgionale du.
Regressed Prices |
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Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Caisse Stock
Caisse Rgionale financial ratios help investors to determine whether Caisse Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Caisse with respect to the benefits of owning Caisse Rgionale security.