Creditriskmonitorcom Stock Market Value
| CRMZ Stock | USD 2.88 0.03 1.05% |
| Symbol | CreditRiskMonitor |
CreditRiskMonitor '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 CreditRiskMonitor's otc 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 CreditRiskMonitor.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in CreditRiskMonitor on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding CreditRiskMonitorCom or generate 0.0% return on investment in CreditRiskMonitor over 720 days. CreditRiskMonitor is related to or competes with Cypherpunk Holdings, OFX Group, Blockmate Ventures, Bitcoin Well, ABS CBN, and Armada Mercantile. CreditRiskMonitor.com, Inc. provides interactive business-to-business software-as-a-service subscription products for co... More
CreditRiskMonitor 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 CreditRiskMonitor's otc 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 CreditRiskMonitorCom upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.54 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.53 |
CreditRiskMonitor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CreditRiskMonitor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CreditRiskMonitor's standard deviation. In reality, there are many statistical measures that can use CreditRiskMonitor historical prices to predict the future CreditRiskMonitor's volatility.| Risk Adjusted Performance | 0.0046 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.09) |
CreditRiskMonitorCom Backtested Returns
CreditRiskMonitorCom secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. CreditRiskMonitorCom exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CreditRiskMonitor's mean deviation of 1.78, and Risk Adjusted Performance of 0.0046 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CreditRiskMonitor's returns are expected to increase less than the market. However, during the bear market, the loss of holding CreditRiskMonitor is expected to be smaller as well. At this point, CreditRiskMonitorCom has a negative expected return of -0.0043%. Please make sure to confirm CreditRiskMonitor's treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if CreditRiskMonitorCom performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
CreditRiskMonitorCom has almost perfect reverse predictability. Overlapping area represents the amount of predictability between CreditRiskMonitor time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 CreditRiskMonitorCom price movement. The serial correlation of -0.79 indicates that around 79.0% of current CreditRiskMonitor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
CreditRiskMonitorCom lagged returns against current returns
Autocorrelation, which is CreditRiskMonitor otc 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 CreditRiskMonitor's otc stock expected returns. We can calculate the autocorrelation of CreditRiskMonitor returns to help us make a trade decision. For example, suppose you find that CreditRiskMonitor has exhibited high autocorrelation historically, and you observe that the otc 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 |
CreditRiskMonitor 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 CreditRiskMonitor otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CreditRiskMonitor otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CreditRiskMonitor otc stock over time.
Current vs Lagged Prices |
| Timeline |
CreditRiskMonitor Lagged Returns
When evaluating CreditRiskMonitor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CreditRiskMonitor otc stock have on its future price. CreditRiskMonitor 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, CreditRiskMonitor autocorrelation shows the relationship between CreditRiskMonitor otc stock current value and its past values and can show if there is a momentum factor associated with investing in CreditRiskMonitorCom.
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 CreditRiskMonitor OTC Stock Analysis
When running CreditRiskMonitor's price analysis, check to measure CreditRiskMonitor'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 CreditRiskMonitor is operating at the current time. Most of CreditRiskMonitor's value examination focuses on studying past and present price action to predict the probability of CreditRiskMonitor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CreditRiskMonitor's price. Additionally, you may evaluate how the addition of CreditRiskMonitor to your portfolios can decrease your overall portfolio volatility.