Craven House (UK) Market Value
| CRV Stock | 0.25 0.00 0.00% |
| Symbol | Craven |
Craven House '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 Craven House'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 Craven House.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Craven House on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Craven House Capital or generate 0.0% return on investment in Craven House over 30 days. Craven House is related to or competes with Flutter Entertainment, Fonix Mobile, Catena Media, Batm Advanced, Verizon Communications, Zoom Video, and United Utilities. Craven House is entity of United Kingdom More
Craven House 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 Craven House'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 Craven House Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0141 | |||
| Maximum Drawdown | 19.09 |
Craven House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Craven House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Craven House's standard deviation. In reality, there are many statistical measures that can use Craven House historical prices to predict the future Craven House's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.1054 | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.3327 |
Craven House Capital Backtested Returns
At this point, Craven House is out of control. Craven House Capital secures Sharpe Ratio (or Efficiency) of 0.0562, which signifies that the company had a 0.0562% return per unit of standard deviation over the last 3 months. We have found nineteen technical indicators for Craven House Capital, which you can use to evaluate the volatility of the firm. Please confirm Craven House's mean deviation of 1.01, and Risk Adjusted Performance of 0.0499 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Craven House has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Craven House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Craven House is expected to be smaller as well. Craven House Capital right now shows a risk of 3.22%. Please confirm Craven House Capital coefficient of variation, skewness, price action indicator, as well as the relationship between the information ratio and rate of daily change , to decide if Craven House Capital will be following its price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Craven House Capital has perfect predictability. Overlapping area represents the amount of predictability between Craven House time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Craven House Capital price movement. The serial correlation of 1.0 indicates that 100.0% of current Craven House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Craven House Capital lagged returns against current returns
Autocorrelation, which is Craven House 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 Craven House's stock expected returns. We can calculate the autocorrelation of Craven House returns to help us make a trade decision. For example, suppose you find that Craven House 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 |
Craven House 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 Craven House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Craven House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Craven House stock over time.
Current vs Lagged Prices |
| Timeline |
Craven House Lagged Returns
When evaluating Craven House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Craven House stock have on its future price. Craven House 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, Craven House autocorrelation shows the relationship between Craven House stock current value and its past values and can show if there is a momentum factor associated with investing in Craven House Capital.
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 Craven Stock
Craven House financial ratios help investors to determine whether Craven 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 Craven with respect to the benefits of owning Craven House security.