Crescent Steel (Pakistan) Market Value
| CSAP-CFEB | 125.49 10.43 7.67% |
| Symbol | Crescent |
Crescent Steel '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 Crescent Steel'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 Crescent Steel.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Crescent Steel on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Crescent Steel or generate 0.0% return on investment in Crescent Steel over 90 days.
Crescent Steel 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 Crescent Steel'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 Crescent Steel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1516 | |||
| Maximum Drawdown | 12.62 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 4.49 |
Crescent Steel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crescent Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crescent Steel's standard deviation. In reality, there are many statistical measures that can use Crescent Steel historical prices to predict the future Crescent Steel's volatility.| Risk Adjusted Performance | 0.1569 | |||
| Jensen Alpha | 0.4837 | |||
| Total Risk Alpha | 0.2164 | |||
| Sortino Ratio | 0.1816 | |||
| Treynor Ratio | (3.50) |
Crescent Steel February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1569 | |||
| Market Risk Adjusted Performance | (3.49) | |||
| Mean Deviation | 1.71 | |||
| Semi Deviation | 1.68 | |||
| Downside Deviation | 2.17 | |||
| Coefficient Of Variation | 537.22 | |||
| Standard Deviation | 2.59 | |||
| Variance | 6.73 | |||
| Information Ratio | 0.1516 | |||
| Jensen Alpha | 0.4837 | |||
| Total Risk Alpha | 0.2164 | |||
| Sortino Ratio | 0.1816 | |||
| Treynor Ratio | (3.50) | |||
| Maximum Drawdown | 12.62 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 4.49 | |||
| Downside Variance | 4.69 | |||
| Semi Variance | 2.81 | |||
| Expected Short fall | (1.98) | |||
| Skewness | 0.7505 | |||
| Kurtosis | 4.91 |
Crescent Steel Backtested Returns
Crescent Steel appears to be very steady, given 3 months investment horizon. Crescent Steel secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Crescent Steel, which you can use to evaluate the volatility of the firm. Please makes use of Crescent Steel's risk adjusted performance of 0.1569, and Mean Deviation of 1.71 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Crescent Steel holds a performance score of 14. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Crescent Steel are expected to decrease at a much lower rate. During the bear market, Crescent Steel is likely to outperform the market. Please check Crescent Steel's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Crescent Steel's price patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
Crescent Steel has modest predictability. Overlapping area represents the amount of predictability between Crescent Steel time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Crescent Steel price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Crescent Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 102.05 |
Pair Trading with Crescent Steel
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Crescent Steel position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Crescent Steel will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Crescent Steel could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Crescent Steel when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Crescent Steel - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Crescent Steel to buy it.
The correlation of Crescent Steel is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Crescent Steel moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Crescent Steel moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Crescent Steel can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.