Crowdstrike Holdings Stock Market Value
| CRWD Stock | USD 320.76 2.82 0.89% |
| Symbol | Crowdstrike |
Crowdstrike Holdings Price To Book Ratio
Is Crowdstrike Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Crowdstrike Holdings. If investors know Crowdstrike will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Crowdstrike Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.38 | Revenue Per Share 12.804 | Quarterly Revenue Growth 0.326 | Return On Assets (0.0002) | Return On Equity 0.0474 |
The market value of Crowdstrike Holdings is measured differently than its book value, which is the value of Crowdstrike that is recorded on the company's balance sheet. Investors also form their own opinion of Crowdstrike Holdings' value that differs from its market value or its book value, called intrinsic value, which is Crowdstrike Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Crowdstrike Holdings' market value can be influenced by many factors that don't directly affect Crowdstrike Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Crowdstrike Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Crowdstrike Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Crowdstrike Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Crowdstrike Holdings '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 Crowdstrike Holdings' 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 Crowdstrike Holdings.
| 02/12/2024 |
| 05/12/2024 |
If you would invest 0.00 in Crowdstrike Holdings on February 12, 2024 and sell it all today you would earn a total of 0.00 from holding Crowdstrike Holdings or generate 0.0% return on investment in Crowdstrike Holdings over 90 days. Crowdstrike Holdings is related to or competes with Datasea, Priority Technology, Cemtrex, Hub Cyber, and VirnetX Holding. CrowdStrike Holdings, Inc. provides cloud-delivered protection across endpoints and cloud workloads, identity, and data More
Crowdstrike Holdings 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 Crowdstrike Holdings' 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 Crowdstrike Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.7 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.75 |
Crowdstrike Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crowdstrike Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crowdstrike Holdings' standard deviation. In reality, there are many statistical measures that can use Crowdstrike Holdings historical prices to predict the future Crowdstrike Holdings' volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0229 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crowdstrike Holdings' 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.
Crowdstrike Holdings Backtested Returns
We consider Crowdstrike Holdings very steady. Crowdstrike Holdings secures Sharpe Ratio (or Efficiency) of 0.0127, which signifies that the company had a 0.0127% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Crowdstrike Holdings, which you can use to evaluate the volatility of the firm. Please confirm Crowdstrike Holdings' Risk Adjusted Performance of 0.0193, mean deviation of 1.87, and Downside Deviation of 2.76 to double-check if the risk estimate we provide is consistent with the expected return of 0.0354%. The firm shows a Beta (market volatility) of 1.83, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Crowdstrike Holdings will likely underperform. Crowdstrike Holdings right now shows a risk of 2.78%. Please confirm Crowdstrike Holdings sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Crowdstrike Holdings will be following its price patterns.
Auto-correlation | 0.27 |
Poor predictability
Crowdstrike Holdings has poor predictability. Overlapping area represents the amount of predictability between Crowdstrike Holdings time series from 12th of February 2024 to 28th of March 2024 and 28th of March 2024 to 12th 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 Crowdstrike Holdings price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Crowdstrike Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 113.28 |
Crowdstrike Holdings lagged returns against current returns
Autocorrelation, which is Crowdstrike Holdings 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 Crowdstrike Holdings' stock expected returns. We can calculate the autocorrelation of Crowdstrike Holdings returns to help us make a trade decision. For example, suppose you find that Crowdstrike Holdings 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 |
Crowdstrike Holdings 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 Crowdstrike Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crowdstrike Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crowdstrike Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Crowdstrike Holdings Lagged Returns
When evaluating Crowdstrike Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crowdstrike Holdings stock have on its future price. Crowdstrike Holdings 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, Crowdstrike Holdings autocorrelation shows the relationship between Crowdstrike Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Crowdstrike Holdings.
Regressed Prices |
| Timeline |
Crowdstrike Holdings Investors Sentiment
The influence of Crowdstrike Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Crowdstrike. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Crowdstrike Holdings' public news can be used to forecast risks associated with an investment in Crowdstrike. The trend in average sentiment can be used to explain how an investor holding Crowdstrike can time the market purely based on public headlines and social activities around Crowdstrike Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Crowdstrike Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Crowdstrike Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Crowdstrike Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Crowdstrike Holdings.
Crowdstrike Holdings Implied Volatility | 42.71 |
Crowdstrike Holdings' implied volatility exposes the market's sentiment of Crowdstrike Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Crowdstrike Holdings' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Crowdstrike Holdings stock will not fluctuate a lot when Crowdstrike Holdings' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Crowdstrike Holdings in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Crowdstrike Holdings' short interest history, or implied volatility extrapolated from Crowdstrike Holdings options trading.
Pair Trading with Crowdstrike Holdings
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 Crowdstrike Holdings 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 Crowdstrike Holdings will appreciate offsetting losses from the drop in the long position's value.Moving against Crowdstrike Stock
| 0.58 | NN | Nextnav Acquisition Corp | PairCorr |
| 0.41 | EGIO | Edgio Inc Report 17th of July 2024 | PairCorr |
The ability to find closely correlated positions to Crowdstrike Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Crowdstrike Holdings 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 Crowdstrike Holdings - 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 Crowdstrike Holdings to buy it.
The correlation of Crowdstrike Holdings 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 Crowdstrike Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Crowdstrike Holdings 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 Crowdstrike Holdings 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.Check out Crowdstrike Holdings Correlation, Crowdstrike Holdings Volatility and Crowdstrike Holdings Alpha and Beta module to complement your research on Crowdstrike Holdings. For information on how to trade Crowdstrike Stock refer to our How to Trade Crowdstrike Stock guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Crowdstrike Stock analysis
When running Crowdstrike Holdings' price analysis, check to measure Crowdstrike Holdings' 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 Crowdstrike Holdings is operating at the current time. Most of Crowdstrike Holdings' value examination focuses on studying past and present price action to predict the probability of Crowdstrike Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crowdstrike Holdings' price. Additionally, you may evaluate how the addition of Crowdstrike Holdings to your portfolios can decrease your overall portfolio volatility.
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Crowdstrike Holdings 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.