Crédit Agricole (Germany) Market Value
| XCA Stock | EUR 16.27 0.16 0.99% |
| Symbol | Crédit |
Crédit 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 Crédit Agricole'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 Crédit Agricole.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Crédit Agricole on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Crdit Agricole SA or generate 0.0% return on investment in Crédit Agricole over 90 days. Crédit Agricole is related to or competes with United Airlines, Collins Foods, Ebro Foods, BG Foods, Gol Intelligent, Thai Beverage, and China Foods. Crdit Agricole S.A. provides retail, corporate, insurance, and investment banking products and services worldwide More
Crédit 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 Crédit Agricole'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 Crdit Agricole SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.4033 | |||
| Maximum Drawdown | 6.65 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.77 |
Crédit Agricole Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crédit Agricole's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crédit Agricole's standard deviation. In reality, there are many statistical measures that can use Crédit Agricole historical prices to predict the future Crédit Agricole's volatility.| Risk Adjusted Performance | 0.2539 | |||
| Jensen Alpha | 0.405 | |||
| Total Risk Alpha | 0.5685 | |||
| Sortino Ratio | 0.4437 | |||
| Treynor Ratio | 1.11 |
Crdit Agricole SA Backtested Returns
Crédit Agricole appears to be very steady, given 3 months investment horizon. Crdit Agricole SA secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the company had a 0.3 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Crdit Agricole SA, which you can use to evaluate the volatility of the firm. Please makes use of Crédit Agricole's mean deviation of 0.9645, and Risk Adjusted Performance of 0.2539 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Crédit Agricole holds a performance score of 23. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Crédit Agricole's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crédit Agricole is expected to be smaller as well. Please check Crédit Agricole's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Crédit Agricole's price patterns will revert.
Auto-correlation | 0.93 |
Excellent predictability
Crdit Agricole SA has excellent predictability. Overlapping area represents the amount of predictability between Crédit Agricole time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Crdit Agricole SA price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Crédit Agricole price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Crdit Agricole SA lagged returns against current returns
Autocorrelation, which is Crédit Agricole 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 Crédit Agricole's stock expected returns. We can calculate the autocorrelation of Crédit Agricole returns to help us make a trade decision. For example, suppose you find that Crédit Agricole 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 |
Crédit 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 Crédit Agricole stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crédit Agricole stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crédit Agricole stock over time.
Current vs Lagged Prices |
| Timeline |
Crédit Agricole Lagged Returns
When evaluating Crédit Agricole's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crédit Agricole stock have on its future price. Crédit 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, Crédit Agricole autocorrelation shows the relationship between Crédit Agricole stock current value and its past values and can show if there is a momentum factor associated with investing in Crdit Agricole SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Crédit Stock
Crédit Agricole financial ratios help investors to determine whether Crédit 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 Crédit with respect to the benefits of owning Crédit Agricole security.