Crescent Steel (Pakistan) Market Value
| CSAP Stock | 134.90 3.63 2.62% |
| 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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Crescent Steel on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Crescent Steel Allied or generate 0.0% return on investment in Crescent Steel over 90 days. Crescent Steel is related to or competes with Packages, Matco Foods, Aisha Steel, and Unity Foods. More
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 Allied upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.1682 | |||
| Maximum Drawdown | 11.53 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.95 |
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 | 0.1501 | |||
| Jensen Alpha | 0.398 | |||
| Total Risk Alpha | 0.2535 | |||
| Sortino Ratio | 0.2797 | |||
| Treynor Ratio | 10.81 |
Crescent Steel January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1501 | |||
| Market Risk Adjusted Performance | 10.82 | |||
| Mean Deviation | 1.41 | |||
| Semi Deviation | 0.9297 | |||
| Downside Deviation | 1.25 | |||
| Coefficient Of Variation | 505.51 | |||
| Standard Deviation | 2.07 | |||
| Variance | 4.29 | |||
| Information Ratio | 0.1682 | |||
| Jensen Alpha | 0.398 | |||
| Total Risk Alpha | 0.2535 | |||
| Sortino Ratio | 0.2797 | |||
| Treynor Ratio | 10.81 | |||
| Maximum Drawdown | 11.53 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.95 | |||
| Downside Variance | 1.55 | |||
| Semi Variance | 0.8643 | |||
| Expected Short fall | (1.83) | |||
| Skewness | 1.98 | |||
| Kurtosis | 6.82 |
Crescent Steel Allied Backtested Returns
Crescent Steel appears to be very steady, given 3 months investment horizon. Crescent Steel Allied secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Crescent Steel Allied, which you can use to evaluate the volatility of the firm. Please makes use of Crescent Steel's mean deviation of 1.41, and Risk Adjusted Performance of 0.1501 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 18. The firm shows a Beta (market volatility) of 0.037, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crescent Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crescent Steel is expected to be smaller as well. Please check Crescent Steel's mean deviation, downside deviation, standard deviation, as well as 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 | 0.48 |
Average predictability
Crescent Steel Allied has average predictability. Overlapping area represents the amount of predictability between Crescent Steel time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Allied price movement. The serial correlation of 0.48 indicates that about 48.0% of current Crescent Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 157.72 |
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.Moving together with Crescent Stock
Moving against Crescent Stock
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 Allied 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 Allied 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.Other Information on Investing in Crescent Stock
Crescent Steel financial ratios help investors to determine whether Crescent 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 Crescent with respect to the benefits of owning Crescent Steel security.