Caisse Regionale (France) Market Value
| CRBP2 Stock | EUR 17.50 0.14 0.79% |
| Symbol | Caisse |
Caisse Regionale '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 Caisse Regionale'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 Caisse Regionale.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Caisse Regionale on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Caisse Regionale de or generate 0.0% return on investment in Caisse Regionale over 30 days. Caisse Regionale is related to or competes with Amundi SA, Teleperformance, Eurofins Scientific, and Sartorius Stedim. Caisse Rgionale de Crdit Agricole Mutuel Brie Picardie Socit cooprative provides a range of banking products and service... More
Caisse Regionale 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 Caisse Regionale'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 Caisse Regionale de upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9992 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.59 |
Caisse Regionale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caisse Regionale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caisse Regionale's standard deviation. In reality, there are many statistical measures that can use Caisse Regionale historical prices to predict the future Caisse Regionale's volatility.| Risk Adjusted Performance | 0.0049 | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0355 |
Caisse Regionale Backtested Returns
Currently, Caisse Regionale de is very steady. Caisse Regionale secures Sharpe Ratio (or Efficiency) of 0.0045, which signifies that the company had a 0.0045% return per unit of risk over the last 3 months. We have found thirty technical indicators for Caisse Regionale de, which you can use to evaluate the volatility of the firm. Please confirm Caisse Regionale's Mean Deviation of 0.6445, downside deviation of 0.9992, and Risk Adjusted Performance of 0.0049 to double-check if the risk estimate we provide is consistent with the expected return of 0.004%. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Caisse Regionale are expected to decrease at a much lower rate. During the bear market, Caisse Regionale is likely to outperform the market. Caisse Regionale right now shows a risk of 0.9%. Please confirm Caisse Regionale standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Caisse Regionale will be following its price patterns.
Auto-correlation | 0.46 |
Average predictability
Caisse Regionale de has average predictability. Overlapping area represents the amount of predictability between Caisse Regionale time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Caisse Regionale price movement. The serial correlation of 0.46 indicates that about 46.0% of current Caisse Regionale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Caisse Regionale lagged returns against current returns
Autocorrelation, which is Caisse Regionale 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 Caisse Regionale's stock expected returns. We can calculate the autocorrelation of Caisse Regionale returns to help us make a trade decision. For example, suppose you find that Caisse Regionale 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 |
Caisse Regionale 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 Caisse Regionale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caisse Regionale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caisse Regionale stock over time.
Current vs Lagged Prices |
| Timeline |
Caisse Regionale Lagged Returns
When evaluating Caisse Regionale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caisse Regionale stock have on its future price. Caisse Regionale 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, Caisse Regionale autocorrelation shows the relationship between Caisse Regionale stock current value and its past values and can show if there is a momentum factor associated with investing in Caisse Regionale de.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Caisse Stock Analysis
When running Caisse Regionale's price analysis, check to measure Caisse Regionale'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 Caisse Regionale is operating at the current time. Most of Caisse Regionale's value examination focuses on studying past and present price action to predict the probability of Caisse Regionale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caisse Regionale's price. Additionally, you may evaluate how the addition of Caisse Regionale to your portfolios can decrease your overall portfolio volatility.