Cvr Energy Stock Market Value
| CVI Stock | USD 29.93 0.15 0.50% |
| Symbol | CVR |
CVR Energy Price To Book Ratio
Is CVR Energy's 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 CVR Energy. If investors know CVR 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 CVR Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.58) | Dividend Share 2 | Earnings Share 6.52 | Revenue Per Share 87.801 | Quarterly Revenue Growth (0.18) |
The market value of CVR Energy is measured differently than its book value, which is the value of CVR that is recorded on the company's balance sheet. Investors also form their own opinion of CVR Energy's value that differs from its market value or its book value, called intrinsic value, which is CVR Energy's 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 CVR Energy's market value can be influenced by many factors that don't directly affect CVR Energy's 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 CVR Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if CVR Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CVR Energy's 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.
CVR Energy '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 CVR Energy'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 CVR Energy.
| 02/28/2024 |
| 05/28/2024 |
If you would invest 0.00 in CVR Energy on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding CVR Energy or generate 0.0% return on investment in CVR Energy over 90 days. CVR Energy is related to or competes with Delek Logistics, Crossamerica Partners, Sunoco LP, and Phillips. CVR Energy, Inc., together with its subsidiaries, engages in the petroleum refining and nitrogen fertilizer manufacturin... More
CVR Energy 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 CVR Energy'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 CVR Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.92 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 3.47 |
CVR Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CVR Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CVR Energy's standard deviation. In reality, there are many statistical measures that can use CVR Energy historical prices to predict the future CVR Energy's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CVR Energy'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.
CVR Energy Backtested Returns
CVR Energy secures Sharpe Ratio (or Efficiency) of -0.0167, which signifies that the company had a -0.0167% return per unit of risk over the last 3 months. CVR Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CVR Energy's mean deviation of 1.52, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.38, 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, CVR Energy will likely underperform. CVR Energy has an expected return of -0.0355%. Please make sure to confirm CVR Energy potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if CVR Energy performance from the past will be repeated at future time.
Auto-correlation | -0.85 |
Excellent reverse predictability
CVR Energy has excellent reverse predictability. Overlapping area represents the amount of predictability between CVR Energy time series from 28th of February 2024 to 13th of April 2024 and 13th of April 2024 to 28th 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 CVR Energy price movement. The serial correlation of -0.85 indicates that around 85.0% of current CVR Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 3.03 |
CVR Energy lagged returns against current returns
Autocorrelation, which is CVR Energy 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 CVR Energy's stock expected returns. We can calculate the autocorrelation of CVR Energy returns to help us make a trade decision. For example, suppose you find that CVR Energy 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 |
CVR Energy 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 CVR Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CVR Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CVR Energy stock over time.
Current vs Lagged Prices |
| Timeline |
CVR Energy Lagged Returns
When evaluating CVR Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CVR Energy stock have on its future price. CVR Energy 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, CVR Energy autocorrelation shows the relationship between CVR Energy stock current value and its past values and can show if there is a momentum factor associated with investing in CVR Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether CVR Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CVR Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cvr Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cvr Energy Stock:Check out CVR Energy Correlation, CVR Energy Volatility and CVR Energy Alpha and Beta module to complement your research on CVR Energy. For more detail on how to invest in CVR Stock please use our How to Invest in CVR Energy 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 CVR Stock analysis
When running CVR Energy's price analysis, check to measure CVR Energy'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 CVR Energy is operating at the current time. Most of CVR Energy's value examination focuses on studying past and present price action to predict the probability of CVR Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CVR Energy's price. Additionally, you may evaluate how the addition of CVR Energy to your portfolios can decrease your overall portfolio volatility.
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CVR Energy 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.