Crawford Company Stock Market Value
| CRD-B Stock | USD 9.40 0.08 0.86% |
| Symbol | Crawford |
Crawford Price To Book Ratio
Crawford '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 Crawford'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 Crawford.
| 05/31/2022 |
| 05/20/2024 |
If you would invest 0.00 in Crawford on May 31, 2022 and sell it all today you would earn a total of 0.00 from holding Crawford Company or generate 0.0% return on investment in Crawford over 720 days. Crawford is related to or competes with Armada Mercantile. Crawford Company provides claims management and outsourcing solutions for carriers, brokers, and corporations in the Uni... More
Crawford 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 Crawford'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 Crawford Company upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 26.09 | |||
| Value At Risk | (6.84) | |||
| Potential Upside | 5.95 |
Crawford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crawford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crawford's standard deviation. In reality, there are many statistical measures that can use Crawford historical prices to predict the future Crawford's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (1.02) | |||
| Treynor Ratio | (2.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crawford's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Crawford Backtested Returns
Crawford secures Sharpe Ratio (or Efficiency) of -0.0688, which signifies that the company had a -0.0688% return per unit of standard deviation over the last 3 months. Crawford Company exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Crawford's mean deviation of 3.01, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crawford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crawford is expected to be smaller as well. Crawford has an expected return of -0.31%. Please make sure to confirm Crawford coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Crawford performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Crawford Company has weak reverse predictability. Overlapping area represents the amount of predictability between Crawford time series from 31st of May 2022 to 26th of May 2023 and 26th of May 2023 to 20th of May 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 Crawford price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Crawford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 2.05 |
Crawford lagged returns against current returns
Autocorrelation, which is Crawford 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 Crawford's stock expected returns. We can calculate the autocorrelation of Crawford returns to help us make a trade decision. For example, suppose you find that Crawford 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 |
Crawford 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 Crawford stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crawford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crawford stock over time.
Current vs Lagged Prices |
| Timeline |
Crawford Lagged Returns
When evaluating Crawford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crawford stock have on its future price. Crawford 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, Crawford autocorrelation shows the relationship between Crawford stock current value and its past values and can show if there is a momentum factor associated with investing in Crawford Company.
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.Check out Crawford Correlation, Crawford Volatility and Crawford Alpha and Beta module to complement your research on Crawford. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Crawford Stock analysis
When running Crawford's price analysis, check to measure Crawford'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 Crawford is operating at the current time. Most of Crawford's value examination focuses on studying past and present price action to predict the probability of Crawford's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crawford's price. Additionally, you may evaluate how the addition of Crawford to your portfolios can decrease your overall portfolio volatility.
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Crawford technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.