Cresud SA (Argentina) Market Value
| CRES Stock | ARS 1,345 60.00 4.67% |
| Symbol | Cresud |
Cresud SA '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 Cresud SA'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 Cresud SA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Cresud SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Cresud SA or generate 0.0% return on investment in Cresud SA over 90 days. Cresud SA is related to or competes with Compania, Agrometal SAI, and Verizon Communications. Cresud Sociedad Annima Comercial, Inmobiliaria, Financiera y Agropecuaria, an agricultural company, produces basic agric... More
Cresud SA 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 Cresud SA'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 Cresud SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0038 | |||
| Maximum Drawdown | 11.99 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 4.53 |
Cresud SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cresud SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cresud SA's standard deviation. In reality, there are many statistical measures that can use Cresud SA historical prices to predict the future Cresud SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.2367 | |||
| Treynor Ratio | (0.78) |
Cresud SA Backtested Returns
Cresud SA secures Sharpe Ratio (or Efficiency) of -0.0737, which signifies that the company had a -0.0737 % return per unit of standard deviation over the last 3 months. Cresud SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cresud SA's risk adjusted performance of (0.02), and Mean Deviation of 2.13 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cresud SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cresud SA is expected to be smaller as well. At this point, Cresud SA has a negative expected return of -0.2%. Please make sure to confirm Cresud SA's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Cresud SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Cresud SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cresud SA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Cresud SA price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Cresud SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 7277.37 |
Cresud SA lagged returns against current returns
Autocorrelation, which is Cresud SA 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 Cresud SA's stock expected returns. We can calculate the autocorrelation of Cresud SA returns to help us make a trade decision. For example, suppose you find that Cresud SA 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 |
Cresud SA 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 Cresud SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cresud SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cresud SA stock over time.
Current vs Lagged Prices |
| Timeline |
Cresud SA Lagged Returns
When evaluating Cresud SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cresud SA stock have on its future price. Cresud SA 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, Cresud SA autocorrelation shows the relationship between Cresud SA stock current value and its past values and can show if there is a momentum factor associated with investing in Cresud 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.Other Information on Investing in Cresud Stock
Cresud SA financial ratios help investors to determine whether Cresud 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 Cresud with respect to the benefits of owning Cresud SA security.