Crowdstrike Holdings Stock Market Value
| CRWD Stock | USD 372.26 14.71 4.11% |
| Symbol | Crowdstrike |
Crowdstrike Holdings Price To Book Ratio
Is Application Software space 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.
Quarterly Earnings Growth 5.333 | Earnings Share 0.71 | Revenue Per Share 14.55 | Quarterly Revenue Growth 0.317 | Return On Assets 0.0053 |
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.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Crowdstrike Holdings on October 25, 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 30 days. Crowdstrike Holdings is related to or competes with GigaCloud Technology, Arqit Quantum, Telos Corp, Cemtrex, AuthID, Datasea, and Priority Technology. 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 | 2.09 | |||
| Information Ratio | 0.1648 | |||
| Maximum Drawdown | 11.54 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.04 |
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 | 0.1747 | |||
| Jensen Alpha | 0.3182 | |||
| Total Risk Alpha | 0.1385 | |||
| Sortino Ratio | 0.1909 | |||
| Treynor Ratio | 0.3115 |
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
Crowdstrike Holdings appears to be very steady, given 3 months investment horizon. Crowdstrike Holdings secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. By analyzing Crowdstrike Holdings' technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of Crowdstrike Holdings' Risk Adjusted Performance of 0.1747, downside deviation of 2.09, and Mean Deviation of 1.99 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Crowdstrike Holdings holds a performance score of 17. The firm shows a Beta (market volatility) of 1.67, 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. Please check Crowdstrike Holdings' sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Crowdstrike Holdings' price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Crowdstrike Holdings has excellent predictability. Overlapping area represents the amount of predictability between Crowdstrike Holdings time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 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 0.92 indicates that approximately 92.0% of current Crowdstrike Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 127.6 |
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 |
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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 |
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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 |
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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.When determining whether Crowdstrike Holdings is a strong investment it is important to analyze Crowdstrike Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Crowdstrike Holdings' future performance. For an informed investment choice regarding Crowdstrike Stock, refer to the following important reports: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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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.