Cresud Sacif Y Stock Market Value
| CRESY Stock | USD 11.37 0.13 1.16% |
| Symbol | Cresud |
Cresud SACIF y Price To Book Ratio
Is Multi-Family Residential REITs 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 Cresud SACIF. If investors know Cresud 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 Cresud SACIF 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 (0.38) | Dividend Share 125.821 | Earnings Share (1.67) | Revenue Per Share 12.3 K | Quarterly Revenue Growth 1.188 |
The market value of Cresud SACIF y is measured differently than its book value, which is the value of Cresud that is recorded on the company's balance sheet. Investors also form their own opinion of Cresud SACIF's value that differs from its market value or its book value, called intrinsic value, which is Cresud SACIF'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 Cresud SACIF's market value can be influenced by many factors that don't directly affect Cresud SACIF'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 Cresud SACIF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cresud SACIF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cresud SACIF'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.
Cresud SACIF '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 Cresud SACIF'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 Cresud SACIF.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Cresud SACIF on November 29, 2023 and sell it all today you would earn a total of 0.00 from holding Cresud SACIF y or generate 0.0% return on investment in Cresud SACIF over 360 days. Cresud SACIF is related to or competes with Griffon, Matthews International, Valmont Industries, Steel Partners, Brookfield Business, Steel Partners, and Compass Diversified. Cresud Sociedad Annima Comercial, Inmobiliaria, Financiera y Agropecuaria, an agricultural company, produces agricultura... More
Cresud SACIF 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 Cresud SACIF'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 Cresud SACIF y upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.2263 | |||
| Maximum Drawdown | 9.8 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 4.18 |
Cresud SACIF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cresud SACIF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cresud SACIF's standard deviation. In reality, there are many statistical measures that can use Cresud SACIF historical prices to predict the future Cresud SACIF's volatility.| Risk Adjusted Performance | 0.2241 | |||
| Jensen Alpha | 0.5918 | |||
| Total Risk Alpha | 0.2781 | |||
| Sortino Ratio | 0.2415 | |||
| Treynor Ratio | 1.67 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cresud SACIF'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.
Cresud SACIF y Backtested Returns
Cresud SACIF appears to be not too volatile, given 3 months investment horizon. Cresud SACIF y secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27% return per unit of standard deviation over the last 3 months. By analyzing Cresud SACIF's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Cresud SACIF's risk adjusted performance of 0.2241, and Mean Deviation of 1.84 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cresud SACIF holds a performance score of 21. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cresud SACIF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cresud SACIF is expected to be smaller as well. Please check Cresud SACIF's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Cresud SACIF's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Cresud SACIF y has average predictability. Overlapping area represents the amount of predictability between Cresud SACIF time series from 29th of November 2023 to 27th of May 2024 and 27th of May 2024 to 23rd 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 Cresud SACIF y price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Cresud SACIF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Cresud SACIF y lagged returns against current returns
Autocorrelation, which is Cresud SACIF 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 Cresud SACIF's stock expected returns. We can calculate the autocorrelation of Cresud SACIF returns to help us make a trade decision. For example, suppose you find that Cresud SACIF 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 |
Cresud SACIF 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 Cresud SACIF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cresud SACIF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cresud SACIF stock over time.
Current vs Lagged Prices |
| Timeline |
Cresud SACIF Lagged Returns
When evaluating Cresud SACIF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cresud SACIF stock have on its future price. Cresud SACIF 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, Cresud SACIF autocorrelation shows the relationship between Cresud SACIF stock current value and its past values and can show if there is a momentum factor associated with investing in Cresud SACIF y.
Regressed Prices |
| Timeline |
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When running Cresud SACIF's price analysis, check to measure Cresud SACIF'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 Cresud SACIF is operating at the current time. Most of Cresud SACIF's value examination focuses on studying past and present price action to predict the probability of Cresud SACIF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cresud SACIF's price. Additionally, you may evaluate how the addition of Cresud SACIF to your portfolios can decrease your overall portfolio volatility.