Church Crawford Stock Market Value
| CCWF Stock | USD 0 0.00 0.00% |
| Symbol | Church |
Church Crawford '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 Church Crawford's pink sheet 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 Church Crawford.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Church Crawford on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Church Crawford or generate 0.0% return on investment in Church Crawford over 30 days. Church Crawford, Inc. provides mobile to company integration application to system integrators in the Middle East and Pa... More
Church Crawford 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 Church Crawford's pink sheet 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 Church Crawford upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.45 | |||
| Information Ratio | 0.0453 | |||
| Maximum Drawdown | 121.82 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 23.08 |
Church Crawford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Church Crawford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Church Crawford's standard deviation. In reality, there are many statistical measures that can use Church Crawford historical prices to predict the future Church Crawford's volatility.| Risk Adjusted Performance | 0.0502 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | (1.58) | |||
| Sortino Ratio | 0.0287 | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Church Crawford'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.
Church Crawford Backtested Returns
Church Crawford appears to be out of control, given 3 months investment horizon. Church Crawford secures Sharpe Ratio (or Efficiency) of 0.0543, which signifies that the company had a 0.0543% return per unit of risk over the last 3 months. By analyzing Church Crawford's technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please makes use of Church Crawford's Mean Deviation of 6.62, risk adjusted performance of 0.0502, and Downside Deviation of 25.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Church Crawford holds a performance score of 4. The firm shows a Beta (market volatility) of -2.01, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Church Crawford are expected to decrease by larger amounts. On the other hand, during market turmoil, Church Crawford is expected to outperform it. Please check Church Crawford's maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Church Crawford's price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Church Crawford has weak reverse predictability. Overlapping area represents the amount of predictability between Church Crawford time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Church Crawford price movement. The serial correlation of -0.25 indicates that over 25.0% of current Church Crawford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Church Crawford lagged returns against current returns
Autocorrelation, which is Church Crawford pink sheet'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 Church Crawford's pink sheet expected returns. We can calculate the autocorrelation of Church Crawford returns to help us make a trade decision. For example, suppose you find that Church Crawford has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Church Crawford 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 Church Crawford pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Church Crawford pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Church Crawford pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Church Crawford Lagged Returns
When evaluating Church Crawford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Church Crawford pink sheet have on its future price. Church Crawford 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, Church Crawford autocorrelation shows the relationship between Church Crawford pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Church Crawford.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Church Pink Sheet
Church Crawford financial ratios help investors to determine whether Church Pink Sheet 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 Church with respect to the benefits of owning Church Crawford security.