Crown Energy (Germany) Market Value
| CWE Stock | EUR 0.04 0.01 14.86% |
| Symbol | Crown |
Crown Energy '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 Crown Energy'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 Crown Energy.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Crown Energy on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Crown Energy AB or generate 0.0% return on investment in Crown Energy over 90 days. Crown Energy is related to or competes with Canon Marketing, Tradegate, Tradeweb Markets, FLOW TRADERS, and Bank of America. Crown Energy AB , together with its subsidiaries, operates in the oil, gas, and property industries with operations focu... More
Crown Energy 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 Crown Energy'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 Crown Energy AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.12 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 97.79 | |||
| Value At Risk | (32.26) | |||
| Potential Upside | 45.24 |
Crown Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crown Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crown Energy's standard deviation. In reality, there are many statistical measures that can use Crown Energy historical prices to predict the future Crown Energy's volatility.| Risk Adjusted Performance | 0.0995 | |||
| Jensen Alpha | 3.22 | |||
| Total Risk Alpha | 6.07 | |||
| Sortino Ratio | 0.1312 | |||
| Treynor Ratio | 0.4476 |
Crown Energy AB Backtested Returns
Crown Energy is out of control given 3 months investment horizon. Crown Energy AB secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.87% are justified by taking the suggested risk. Use Crown Energy Mean Deviation of 16.67, downside deviation of 20.12, and Risk Adjusted Performance of 0.0995 to evaluate company specific risk that cannot be diversified away. Crown Energy holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.61, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Crown Energy will likely underperform. Use Crown Energy information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Crown Energy.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Crown Energy AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Crown Energy time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Crown Energy AB price movement. The serial correlation of -0.2 indicates that over 20.0% of current Crown Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Crown Energy AB lagged returns against current returns
Autocorrelation, which is Crown Energy 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 Crown Energy's stock expected returns. We can calculate the autocorrelation of Crown Energy returns to help us make a trade decision. For example, suppose you find that Crown Energy 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 |
Crown Energy 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 Crown Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crown Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crown Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Crown Energy Lagged Returns
When evaluating Crown Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crown Energy stock have on its future price. Crown Energy 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, Crown Energy autocorrelation shows the relationship between Crown Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Crown Energy AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Crown Stock
Crown Energy financial ratios help investors to determine whether Crown 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 Crown with respect to the benefits of owning Crown Energy security.