Canso Credit Trust Stock Current Valuation
| PBY-UN Stock | CAD 16.02 0.06 0.38% |
Valuation analysis of Canso Credit Trust helps investors to measure Canso Credit's intrinsic value by examining its available valuation indicators, including the cash flow records, the balance sheet account changes and income statement patterns.
Fairly Valued
Today
Please note that Canso Credit's price fluctuation is very steady at this time. Calculation of the real value of Canso Credit Trust is based on 3 months time horizon. Increasing Canso Credit's time horizon generally increases the accuracy of value calculation and significantly improves the predictive power of the methodology used.
Since Canso Credit is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Canso Stock. However, Canso Credit's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 16.02 | Real 15.84 | Hype 16.02 | Naive 16.01 |
The real value of Canso Stock, also known as its intrinsic value, is the underlying worth of Canso Credit Trust Company, which is reflected in its stock price. It is based on Canso Credit's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of Canso Credit's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, or news.
Estimating the potential upside or downside of Canso Credit Trust helps investors to forecast how Canso stock's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Canso Credit more accurately as focusing exclusively on Canso Credit's fundamentals will not take into account other important factors: Canso Credit '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 Canso Credit'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 Canso Credit.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Canso Credit on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Canso Credit Trust or generate 0.0% return on investment in Canso Credit over 90 days. Canso Credit is related to or competes with Abrdn Asia, Pender Growth, Income Financial, and Precious Metals. Canso Credit Trust - Canso Credit Income Fund is a closed ended fixed income mutual fund launched by Lysander Funds Limi... More
Canso Credit 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 Canso Credit'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 Canso Credit Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4583 | |||
| Information Ratio | 0.0397 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.6918 |
Canso Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Canso Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Canso Credit's standard deviation. In reality, there are many statistical measures that can use Canso Credit historical prices to predict the future Canso Credit's volatility.| Risk Adjusted Performance | 0.086 | |||
| Jensen Alpha | 0.0607 | |||
| Total Risk Alpha | 0.0303 | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Canso Credit's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Canso Credit February 1, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.086 | |||
| Market Risk Adjusted Performance | (0.42) | |||
| Mean Deviation | 0.3255 | |||
| Semi Deviation | 0.2486 | |||
| Downside Deviation | 0.4583 | |||
| Coefficient Of Variation | 807.27 | |||
| Standard Deviation | 0.5338 | |||
| Variance | 0.2849 | |||
| Information Ratio | 0.0397 | |||
| Jensen Alpha | 0.0607 | |||
| Total Risk Alpha | 0.0303 | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | (0.43) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.6918 | |||
| Downside Variance | 0.2101 | |||
| Semi Variance | 0.0618 | |||
| Expected Short fall | (0.42) | |||
| Skewness | 2.46 | |||
| Kurtosis | 12.93 |
Canso Credit Trust Backtested Returns
At this point, Canso Credit is very steady. Canso Credit Trust 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 have found thirty technical indicators for Canso Credit Trust, which you can use to evaluate the volatility of the firm. Please confirm Canso Credit's Downside Deviation of 0.4583, risk adjusted performance of 0.086, and Mean Deviation of 0.3255 to double-check if the risk estimate we provide is consistent with the expected return of 0.0661%. Canso Credit has a performance score of 9 on a scale of 0 to 100. 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, returns on owning Canso Credit are expected to decrease at a much lower rate. During the bear market, Canso Credit is likely to outperform the market. Canso Credit Trust right now shows a risk of 0.53%. Please confirm Canso Credit Trust treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Canso Credit Trust will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Canso Credit Trust has good reverse predictability. Overlapping area represents the amount of predictability between Canso Credit time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Canso Credit Trust price movement. The serial correlation of -0.53 indicates that about 53.0% of current Canso Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Enterprise Value can be a useful tool to compare companies with different capital structures. Long term liability and current cash or cash equivalents can have a huge impact on market valuation of a given company.
| Competition |
In accordance with the recently published financial statements, Canso Credit Trust has a Current Valuation of 168.91 M. This is 96.33% lower than that of the Capital Markets sector and 97.17% lower than that of the Financials industry. The current valuation for all Canada stocks is 98.98% higher than that of the company.
Canso Current Valuation Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Canso Credit's direct or indirect competition against its Current Valuation to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Canso Credit could also be used in its relative valuation, which is a method of valuing Canso Credit by comparing valuation metrics of similar companies.Canso Credit is currently under evaluation in current valuation category among its peers.
Canso Fundamentals
| Current Valuation | 168.91 M | ||||
| Shares Outstanding | 13.14 M | ||||
| Shares Owned By Insiders | 33.73 % | ||||
| Shares Owned By Institutions | 2.54 % | ||||
| EBITDA | 14.75 M | ||||
| Net Income | 14.75 M | ||||
| Total Debt | 53.15 M | ||||
| Cash Flow From Operations | 5.36 M | ||||
| Beta | 0.19 | ||||
| Market Capitalization | 231.52 M | ||||
| Total Asset | 192.07 M | ||||
| Net Asset | 192.07 M |
About Canso Credit Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Canso Credit Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Canso Credit using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Canso Credit Trust based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Other Information on Investing in Canso Stock
Canso Credit financial ratios help investors to determine whether Canso 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 Canso with respect to the benefits of owning Canso Credit security.