CRAWFORD A (Germany) Market Value
| CWK0 Stock | EUR 10.60 0.00 0.00% |
| Symbol | CRAWFORD |
CRAWFORD A '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 A'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 A.
| 10/27/2024 |
| 12/26/2024 |
If you would invest 0.00 in CRAWFORD A on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding CRAWFORD A NV or generate 0.0% return on investment in CRAWFORD A over 60 days. CRAWFORD A is related to or competes with Marsh McLennan, Aon PLC, Arthur J, Willis Towers, Steadfast Group, KOWORLD AG, and Sabre Insurance. Crawford Company provides claims management and outsourcing solutions for carriers, brokers, and corporations in the Uni... More
CRAWFORD A 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 A'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 A NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.0631 | |||
| Maximum Drawdown | 9.98 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 4.45 |
CRAWFORD A Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CRAWFORD A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CRAWFORD A's standard deviation. In reality, there are many statistical measures that can use CRAWFORD A historical prices to predict the future CRAWFORD A's volatility.| Risk Adjusted Performance | 0.0731 | |||
| Jensen Alpha | 0.1629 | |||
| Total Risk Alpha | 0.078 | |||
| Sortino Ratio | 0.0539 | |||
| Treynor Ratio | 0.5643 |
CRAWFORD A NV Backtested Returns
CRAWFORD A appears to be not too volatile, given 3 months investment horizon. CRAWFORD A NV retains Efficiency (Sharpe Ratio) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for CRAWFORD A, which you can use to evaluate the volatility of the firm. Please makes use of CRAWFORD A's market risk adjusted performance of 0.5743, and Coefficient Of Variation of 1198.22 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CRAWFORD A holds a performance score of 8. The firm owns a Beta (Systematic Risk) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CRAWFORD A's returns are expected to increase less than the market. However, during the bear market, the loss of holding CRAWFORD A is expected to be smaller as well. Please check CRAWFORD A's market risk adjusted performance, semi deviation, variance, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether CRAWFORD A's current price history will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
CRAWFORD A NV has very good reverse predictability. Overlapping area represents the amount of predictability between CRAWFORD A time series from 27th of October 2024 to 26th of November 2024 and 26th of November 2024 to 26th of December 2024. 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 A NV price movement. The serial correlation of -0.7 indicates that around 70.0% of current CRAWFORD A price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
CRAWFORD A NV lagged returns against current returns
Autocorrelation, which is CRAWFORD A 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 A's stock expected returns. We can calculate the autocorrelation of CRAWFORD A returns to help us make a trade decision. For example, suppose you find that CRAWFORD A 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 A 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 A stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CRAWFORD A stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CRAWFORD A stock over time.
Current vs Lagged Prices |
| Timeline |
CRAWFORD A Lagged Returns
When evaluating CRAWFORD A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CRAWFORD A stock have on its future price. CRAWFORD A 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 A autocorrelation shows the relationship between CRAWFORD A stock current value and its past values and can show if there is a momentum factor associated with investing in CRAWFORD A NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CRAWFORD Stock
CRAWFORD A 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 A security.