Crosswood (France) Market Value
| CROS Stock | EUR 8.80 0.05 0.57% |
| Symbol | Crosswood |
Crosswood '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 Crosswood'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 Crosswood.
| 02/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Crosswood on February 9, 2023 and sell it all today you would earn a total of 0.00 from holding Crosswood or generate 0.0% return on investment in Crosswood over 660 days. Crosswood is related to or competes with Marie Brizard, Hotel Majestic, Jacquet Metal, Bilendi, Les Hotels, and Axway Software. Crosswood SA develops and invests in real estate properties in France More
Crosswood 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 Crosswood'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 Crosswood upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.13 | |||
| Information Ratio | 0.0395 | |||
| Maximum Drawdown | 50.27 | |||
| Value At Risk | (11.49) | |||
| Potential Upside | 14.29 |
Crosswood Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crosswood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crosswood's standard deviation. In reality, there are many statistical measures that can use Crosswood historical prices to predict the future Crosswood's volatility.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.4824 | |||
| Total Risk Alpha | (0.68) | |||
| Sortino Ratio | 0.019 | |||
| Treynor Ratio | (0.46) |
Crosswood Backtested Returns
Crosswood appears to be relatively risky, given 3 months investment horizon. Crosswood secures Sharpe Ratio (or Efficiency) of 0.0617, which signifies that the company had a 0.0617% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Crosswood, which you can use to evaluate the volatility of the firm. Please makes use of Crosswood's Downside Deviation of 13.13, risk adjusted performance of 0.0556, and Mean Deviation of 2.7 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Crosswood holds a performance score of 4. The firm shows a Beta (market volatility) of -0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Crosswood are expected to decrease at a much lower rate. During the bear market, Crosswood is likely to outperform the market. Please check Crosswood's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Crosswood's price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Crosswood has virtually no predictability. Overlapping area represents the amount of predictability between Crosswood time series from 9th of February 2023 to 5th of January 2024 and 5th of January 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 Crosswood price movement. The serial correlation of 0.01 indicates that just 1.0% of current Crosswood price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Crosswood lagged returns against current returns
Autocorrelation, which is Crosswood 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 Crosswood's stock expected returns. We can calculate the autocorrelation of Crosswood returns to help us make a trade decision. For example, suppose you find that Crosswood 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 |
Crosswood 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 Crosswood stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crosswood stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crosswood stock over time.
Current vs Lagged Prices |
| Timeline |
Crosswood Lagged Returns
When evaluating Crosswood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crosswood stock have on its future price. Crosswood 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, Crosswood autocorrelation shows the relationship between Crosswood stock current value and its past values and can show if there is a momentum factor associated with investing in Crosswood.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Crosswood Stock
Crosswood financial ratios help investors to determine whether Crosswood Stock 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 Crosswood with respect to the benefits of owning Crosswood security.