Crown Resources Corp Stock Market Value
| CRCE Stock | 1.40 0.10 6.67% |
| Symbol | Crown |
Crown Resources '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 Crown Resources' 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 Crown Resources.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Crown Resources on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Crown Resources Corp or generate 0.0% return on investment in Crown Resources over 720 days.
Crown Resources 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 Crown Resources' 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 Crown Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.15 | |||
| Information Ratio | 0.057 | |||
| Maximum Drawdown | 85.0 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 14.71 |
Crown Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crown Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crown Resources' standard deviation. In reality, there are many statistical measures that can use Crown Resources historical prices to predict the future Crown Resources' volatility.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.6253 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.038 | |||
| Treynor Ratio | (3.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crown Resources' 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.
Crown Resources Corp Backtested Returns
Crown Resources appears to be abnormally volatile, given 3 months investment horizon. Crown Resources Corp secures Sharpe Ratio (or Efficiency) of 0.0666, which signifies that the company had a 0.0666 % return per unit of risk over the last 3 months. By analyzing Crown Resources' technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please makes use of Crown Resources' Downside Deviation of 14.15, risk adjusted performance of 0.0556, and Mean Deviation of 4.04 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Crown Resources holds a performance score of 5. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Crown Resources are expected to decrease at a much lower rate. During the bear market, Crown Resources is likely to outperform the market. Please check Crown Resources' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Crown Resources' price patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Crown Resources Corp has near perfect reversele predictability. Overlapping area represents the amount of predictability between Crown Resources time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Crown Resources Corp price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Crown Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
Crown Resources Corp lagged returns against current returns
Autocorrelation, which is Crown Resources 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 Crown Resources' pink sheet expected returns. We can calculate the autocorrelation of Crown Resources returns to help us make a trade decision. For example, suppose you find that Crown Resources 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 |
Crown Resources 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 Crown Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crown Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crown Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Crown Resources Lagged Returns
When evaluating Crown Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crown Resources pink sheet have on its future price. Crown Resources 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, Crown Resources autocorrelation shows the relationship between Crown Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Crown Resources Corp.
Regressed Prices |
| Timeline |