Crawford Company Stock Market Value
| CRD-A Stock | USD 12.13 0.09 0.75% |
| Symbol | Crawford |
Crawford Price To Book Ratio
Crawford '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 Crawford'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 Crawford.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Crawford on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Crawford Company or generate 0.0% return on investment in Crawford over 30 days. Crawford is related to or competes with CorVel Corp, Erie Indemnity, Willis Towers, Crawford, Brown Brown, Arthur J, and Aon PLC. Crawford Company provides claims management and outsourcing solutions for carriers, brokers, and corporations in the Uni... More
Crawford 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 Crawford'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 Crawford Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0308 | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.72 |
Crawford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crawford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crawford's standard deviation. In reality, there are many statistical measures that can use Crawford historical prices to predict the future Crawford's volatility.| Risk Adjusted Performance | 0.0322 | |||
| Jensen Alpha | 0.0587 | |||
| Total Risk Alpha | 0.0565 | |||
| Sortino Ratio | 0.0377 | |||
| Treynor Ratio | 0.0796 |
Crawford Backtested Returns
At this point, Crawford is not too volatile. Crawford secures Sharpe Ratio (or Efficiency) of 0.0488, which signifies that the company had a 0.0488 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Crawford Company, which you can use to evaluate the volatility of the firm. Please confirm Crawford's mean deviation of 1.22, and Risk Adjusted Performance of 0.0322 to double-check if the risk estimate we provide is consistent with the expected return of 0.0961%. Crawford has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Crawford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crawford is expected to be smaller as well. Crawford right now shows a risk of 1.97%. Please confirm Crawford market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Crawford will be following its price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Crawford Company has good reverse predictability. Overlapping area represents the amount of predictability between Crawford time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th of February 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 Crawford price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Crawford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Crawford lagged returns against current returns
Autocorrelation, which is Crawford 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 Crawford's stock expected returns. We can calculate the autocorrelation of Crawford returns to help us make a trade decision. For example, suppose you find that Crawford 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 |
Crawford 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 Crawford stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crawford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crawford stock over time.
Current vs Lagged Prices |
| Timeline |
Crawford Lagged Returns
When evaluating Crawford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crawford stock have on its future price. Crawford 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, Crawford autocorrelation shows the relationship between Crawford stock current value and its past values and can show if there is a momentum factor associated with investing in Crawford Company.
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.Other Information on Investing in Crawford Stock
Crawford financial ratios help investors to determine whether Crawford 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 Crawford with respect to the benefits of owning Crawford security.