Crane (Germany) Performance
| CZN Stock | 142.00 4.00 2.90% |
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, Crane's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crane is expected to be smaller as well. At this point, Crane has a negative expected return of -0.0403%. Please make sure to confirm Crane's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Crane performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Crane Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Crane is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Crane |
Crane Relative Risk vs. Return Landscape
If you would invest 14,680 in Crane Co on December 19, 2024 and sell it today you would lose (480.00) from holding Crane Co or give up 3.27% of portfolio value over 90 days. Crane Co is generating negative expected returns and assumes 1.8198% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Crane, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Crane Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crane's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Crane Co, and traders can use it to determine the average amount a Crane's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0221
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CZN |
Estimated Market Risk
| 1.82 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Crane is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Crane by adding Crane to a well-diversified portfolio.
Things to note about Crane performance evaluation
Checking the ongoing alerts about Crane for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Crane help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Crane generated a negative expected return over the last 90 days |
- Analyzing Crane's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Crane's stock is overvalued or undervalued compared to its peers.
- Examining Crane's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Crane's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Crane's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Crane's stock. These opinions can provide insight into Crane's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Crane Stock Analysis
When running Crane's price analysis, check to measure Crane's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Crane is operating at the current time. Most of Crane's value examination focuses on studying past and present price action to predict the probability of Crane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crane's price. Additionally, you may evaluate how the addition of Crane to your portfolios can decrease your overall portfolio volatility.