Crescendo Bhd's market value is the price at which a share of Crescendo Bhd trades on a public exchange. It measures the collective expectations of Crescendo Bhd investors about its performance. Crescendo Bhd is selling for 1.53 as of the 19th of December 2024. This is a 0.65 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.52. With this module, you can estimate the performance of a buy and hold strategy of Crescendo Bhd and determine expected loss or profit from investing in Crescendo Bhd over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Crescendo
Crescendo Bhd '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 Crescendo Bhd'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 Crescendo Bhd.
0.00
12/30/2022
No Change 0.00
0.0
In 1 year 11 months and 21 days
12/19/2024
0.00
If you would invest 0.00 in Crescendo Bhd on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Crescendo Bhd or generate 0.0% return on investment in Crescendo Bhd over 720 days.
Crescendo Bhd 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 Crescendo Bhd'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 Crescendo Bhd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crescendo Bhd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crescendo Bhd's standard deviation. In reality, there are many statistical measures that can use Crescendo Bhd historical prices to predict the future Crescendo Bhd's volatility.
As of now, Crescendo Stock is dangerous. Crescendo Bhd secures Sharpe Ratio (or Efficiency) of 0.0177, which signifies that the company had a 0.0177% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Crescendo Bhd, which you can use to evaluate the volatility of the firm. Please confirm Crescendo Bhd's mean deviation of 1.95, and Risk Adjusted Performance of 0.035 to double-check if the risk estimate we provide is consistent with the expected return of 0.0522%. Crescendo Bhd has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crescendo Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crescendo Bhd is expected to be smaller as well. Crescendo Bhd right now shows a risk of 2.95%. Please confirm Crescendo Bhd market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Crescendo Bhd will be following its price patterns.
Auto-correlation
0.77
Good predictability
Crescendo Bhd has good predictability. Overlapping area represents the amount of predictability between Crescendo Bhd time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 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 Crescendo Bhd price movement. The serial correlation of 0.77 indicates that around 77.0% of current Crescendo Bhd price fluctuation can be explain by its past prices.
Correlation Coefficient
0.77
Spearman Rank Test
0.88
Residual Average
0.0
Price Variance
0.06
Crescendo Bhd lagged returns against current returns
Autocorrelation, which is Crescendo Bhd 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 Crescendo Bhd's stock expected returns. We can calculate the autocorrelation of Crescendo Bhd returns to help us make a trade decision. For example, suppose you find that Crescendo Bhd 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
Crescendo Bhd 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 Crescendo Bhd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crescendo Bhd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crescendo Bhd stock over time.
Current vs Lagged Prices
Timeline
Crescendo Bhd Lagged Returns
When evaluating Crescendo Bhd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crescendo Bhd stock have on its future price. Crescendo Bhd 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, Crescendo Bhd autocorrelation shows the relationship between Crescendo Bhd stock current value and its past values and can show if there is a momentum factor associated with investing in Crescendo Bhd.
Regressed Prices
Timeline
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