Bc Craft Supply Stock Market Value
| CRFTF Stock | USD 0.0001 0.00 0.00% |
| Symbol | CRFTF |
BC Craft '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 BC Craft'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 BC Craft.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in BC Craft on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding BC Craft Supply or generate 0.0% return on investment in BC Craft over 720 days. Ltd. engages in development and acquisition of nutritional product formulae and cannabinoid brands for adults recreation... More
BC Craft 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 BC Craft'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 BC Craft Supply upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 99.0 |
BC Craft Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BC Craft's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BC Craft's standard deviation. In reality, there are many statistical measures that can use BC Craft historical prices to predict the future BC Craft's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (2.21) | |||
| Total Risk Alpha | (2.59) | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BC Craft'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.
BC Craft Supply Backtested Returns
BC Craft Supply retains Efficiency (Sharpe Ratio) of -0.16, which signifies that the company had a -0.16 % return per unit of price deviation over the last 3 months. BC Craft exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BC Craft's Information Ratio of (0.16), variance of 167.14, and Market Risk Adjusted Performance of (0.39) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 5.02, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BC Craft will likely underperform. At this point, BC Craft Supply has a negative expected return of -2.01%. Please make sure to confirm BC Craft's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if BC Craft Supply performance from the past will be repeated sooner or later.
Auto-correlation | -0.01 |
Very weak reverse predictability
BC Craft Supply has very weak reverse predictability. Overlapping area represents the amount of predictability between BC Craft time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 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 BC Craft Supply price movement. The serial correlation of -0.01 indicates that just 1.0% of current BC Craft price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BC Craft Supply lagged returns against current returns
Autocorrelation, which is BC Craft 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 BC Craft's pink sheet expected returns. We can calculate the autocorrelation of BC Craft returns to help us make a trade decision. For example, suppose you find that BC Craft 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 |
BC Craft 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 BC Craft pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BC Craft pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BC Craft pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BC Craft Lagged Returns
When evaluating BC Craft's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BC Craft pink sheet have on its future price. BC Craft 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, BC Craft autocorrelation shows the relationship between BC Craft pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BC Craft Supply.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CRFTF Pink Sheet
BC Craft financial ratios help investors to determine whether CRFTF 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 CRFTF with respect to the benefits of owning BC Craft security.