Credit Agricole Sa Stock Market Value
| CRARY Stock | USD 8.87 0.15 1.72% |
| Symbol | Credit |
Credit Agricole '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 Credit Agricole's pink sheet 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 Credit Agricole.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Credit Agricole on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Credit Agricole SA or generate 0.0% return on investment in Credit Agricole over 90 days. Credit Agricole is related to or competes with Intesa Sanpaolo, BNP Paribas, Societe Generale, Hang Seng, UniCredit SpA, Banco Do, and BNP Paribas. Crdit Agricole S.A. provides retail, corporate, insurance, and investment banking products and services worldwide More
Credit Agricole 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 Credit Agricole's pink sheet 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 Credit Agricole SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.4216 | |||
| Maximum Drawdown | 7.04 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.17 |
Credit Agricole Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Credit Agricole's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Credit Agricole's standard deviation. In reality, there are many statistical measures that can use Credit Agricole historical prices to predict the future Credit Agricole's volatility.| Risk Adjusted Performance | 0.3028 | |||
| Jensen Alpha | 0.4789 | |||
| Total Risk Alpha | 0.5896 | |||
| Sortino Ratio | 0.4918 | |||
| Treynor Ratio | 0.9511 |
Credit Agricole SA Backtested Returns
Credit Agricole appears to be not too volatile, given 3 months investment horizon. Credit Agricole SA secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the company had a 0.34 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Credit Agricole SA, which you can use to evaluate the volatility of the firm. Please makes use of Credit Agricole's risk adjusted performance of 0.3028, and Mean Deviation of 1.02 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Credit Agricole holds a performance score of 27. The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Credit Agricole's returns are expected to increase less than the market. However, during the bear market, the loss of holding Credit Agricole is expected to be smaller as well. Please check Credit Agricole's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Credit Agricole's price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Credit Agricole SA has excellent predictability. Overlapping area represents the amount of predictability between Credit Agricole 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 Credit Agricole SA price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Credit Agricole price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Credit Agricole SA lagged returns against current returns
Autocorrelation, which is Credit Agricole pink sheet'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 Credit Agricole's pink sheet expected returns. We can calculate the autocorrelation of Credit Agricole returns to help us make a trade decision. For example, suppose you find that Credit Agricole has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Credit Agricole 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 Credit Agricole pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Credit Agricole pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Credit Agricole pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Credit Agricole Lagged Returns
When evaluating Credit Agricole's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Credit Agricole pink sheet have on its future price. Credit Agricole 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, Credit Agricole autocorrelation shows the relationship between Credit Agricole pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Credit Agricole SA.
Regressed Prices |
| Timeline |
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.Additional Tools for Credit Pink Sheet Analysis
When running Credit Agricole's price analysis, check to measure Credit Agricole'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 Credit Agricole is operating at the current time. Most of Credit Agricole's value examination focuses on studying past and present price action to predict the probability of Credit Agricole's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Credit Agricole's price. Additionally, you may evaluate how the addition of Credit Agricole to your portfolios can decrease your overall portfolio volatility.