Crescent Capital Bdc Stock Market Value
| CCAP Stock | USD 19.22 0.16 0.84% |
| Symbol | Crescent |
Crescent Capital BDC Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Crescent Capital. If investors know Crescent will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Crescent Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.33) | Dividend Share 1.64 | Earnings Share 2.56 | Revenue Per Share 5.42 | Quarterly Revenue Growth 0.072 |
The market value of Crescent Capital BDC is measured differently than its book value, which is the value of Crescent that is recorded on the company's balance sheet. Investors also form their own opinion of Crescent Capital's value that differs from its market value or its book value, called intrinsic value, which is Crescent Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Crescent Capital's market value can be influenced by many factors that don't directly affect Crescent Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Crescent Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Crescent Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Crescent Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Crescent Capital '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 Crescent Capital'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 Crescent Capital.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Crescent Capital on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Crescent Capital BDC or generate 0.0% return on investment in Crescent Capital over 30 days. Crescent Capital is related to or competes with BlackRock TCP, Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Fidus Investment, and Carlyle Secured. Crescent Capital BDC, Inc. is as a business development company private equity buyouts and loan fund More
Crescent Capital 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 Crescent Capital'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 Crescent Capital BDC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8576 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.08 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.48 |
Crescent Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crescent Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crescent Capital's standard deviation. In reality, there are many statistical measures that can use Crescent Capital historical prices to predict the future Crescent Capital's volatility.| Risk Adjusted Performance | 0.0904 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1728 |
Crescent Capital BDC Backtested Returns
Currently, Crescent Capital BDC is very steady. Crescent Capital BDC secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Crescent Capital BDC, which you can use to evaluate the volatility of the firm. Please confirm Crescent Capital's mean deviation of 0.6234, and Risk Adjusted Performance of 0.0904 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Crescent Capital has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Crescent Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crescent Capital is expected to be smaller as well. Crescent Capital BDC right now shows a risk of 0.94%. Please confirm Crescent Capital BDC potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Crescent Capital BDC will be following its price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Crescent Capital BDC has good reverse predictability. Overlapping area represents the amount of predictability between Crescent Capital time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 Crescent Capital BDC price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Crescent Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Crescent Capital BDC lagged returns against current returns
Autocorrelation, which is Crescent Capital 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 Crescent Capital's stock expected returns. We can calculate the autocorrelation of Crescent Capital returns to help us make a trade decision. For example, suppose you find that Crescent Capital 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 |
Crescent Capital 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 Crescent Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crescent Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crescent Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Crescent Capital Lagged Returns
When evaluating Crescent Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crescent Capital stock have on its future price. Crescent Capital 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, Crescent Capital autocorrelation shows the relationship between Crescent Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Crescent Capital BDC.
Regressed Prices |
| Timeline |
Pair Trading with Crescent Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Crescent Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Crescent Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with Crescent Stock
| 0.71 | DHIL | Diamond Hill Investment | PairCorr |
| 0.69 | DIST | Distoken Acquisition | PairCorr |
| 0.64 | AC | Associated Capital | PairCorr |
Moving against Crescent Stock
The ability to find closely correlated positions to Crescent Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Crescent Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Crescent Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Crescent Capital BDC to buy it.
The correlation of Crescent Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Crescent Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Crescent Capital BDC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Crescent Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Crescent Stock Analysis
When running Crescent Capital's price analysis, check to measure Crescent Capital'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 Crescent Capital is operating at the current time. Most of Crescent Capital's value examination focuses on studying past and present price action to predict the probability of Crescent Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crescent Capital's price. Additionally, you may evaluate how the addition of Crescent Capital to your portfolios can decrease your overall portfolio volatility.