Creditriskmonitorcom Stock Market Value
| CRMZ Stock | USD 3.45 0.06 1.71% |
| Symbol | CreditRiskMonitorCom |
CreditRiskMonitorCom '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 CreditRiskMonitorCom's otc 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 CreditRiskMonitorCom.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in CreditRiskMonitorCom on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding CreditRiskMonitorCom or generate 0.0% return on investment in CreditRiskMonitorCom over 720 days. CreditRiskMonitorCom is related to or competes with Cypherpunk Holdings, OFX Group, Bitcoin Well, ABS CBN, and Armada Mercantile. CreditRiskMonitor.com, Inc. provides interactive business-to-business software-as-a-service subscription products for co... More
CreditRiskMonitorCom 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 CreditRiskMonitorCom's otc 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 CreditRiskMonitorCom upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.43 | |||
| Information Ratio | 0.1651 | |||
| Maximum Drawdown | 18.15 | |||
| Value At Risk | (4.51) | |||
| Potential Upside | 5.45 |
CreditRiskMonitorCom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CreditRiskMonitorCom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CreditRiskMonitorCom's standard deviation. In reality, there are many statistical measures that can use CreditRiskMonitorCom historical prices to predict the future CreditRiskMonitorCom's volatility.| Risk Adjusted Performance | 0.1659 | |||
| Jensen Alpha | 0.596 | |||
| Total Risk Alpha | 0.1217 | |||
| Sortino Ratio | 0.1582 | |||
| Treynor Ratio | 1.14 |
CreditRiskMonitorCom Backtested Returns
CreditRiskMonitorCom appears to be risky, given 3 months investment horizon. CreditRiskMonitorCom secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of standard deviation over the last 3 months. By analyzing CreditRiskMonitorCom's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please makes use of CreditRiskMonitorCom's mean deviation of 2.14, and Risk Adjusted Performance of 0.1659 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CreditRiskMonitorCom holds a performance score of 16. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CreditRiskMonitorCom's returns are expected to increase less than the market. However, during the bear market, the loss of holding CreditRiskMonitorCom is expected to be smaller as well. Please check CreditRiskMonitorCom's potential upside, and the relationship between the jensen alpha and daily balance of power , to make a quick decision on whether CreditRiskMonitorCom's price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
CreditRiskMonitorCom has good reverse predictability. Overlapping area represents the amount of predictability between CreditRiskMonitorCom time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 CreditRiskMonitorCom price movement. The serial correlation of -0.54 indicates that about 54.0% of current CreditRiskMonitorCom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
CreditRiskMonitorCom lagged returns against current returns
Autocorrelation, which is CreditRiskMonitorCom otc 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 CreditRiskMonitorCom's otc stock expected returns. We can calculate the autocorrelation of CreditRiskMonitorCom returns to help us make a trade decision. For example, suppose you find that CreditRiskMonitorCom has exhibited high autocorrelation historically, and you observe that the otc 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 |
CreditRiskMonitorCom 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 CreditRiskMonitorCom otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CreditRiskMonitorCom otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CreditRiskMonitorCom otc stock over time.
Current vs Lagged Prices |
| Timeline |
CreditRiskMonitorCom Lagged Returns
When evaluating CreditRiskMonitorCom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CreditRiskMonitorCom otc stock have on its future price. CreditRiskMonitorCom 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, CreditRiskMonitorCom autocorrelation shows the relationship between CreditRiskMonitorCom otc stock current value and its past values and can show if there is a momentum factor associated with investing in CreditRiskMonitorCom.
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.Additional Tools for CreditRiskMonitorCom OTC Stock Analysis
When running CreditRiskMonitorCom's price analysis, check to measure CreditRiskMonitorCom'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 CreditRiskMonitorCom is operating at the current time. Most of CreditRiskMonitorCom's value examination focuses on studying past and present price action to predict the probability of CreditRiskMonitorCom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CreditRiskMonitorCom's price. Additionally, you may evaluate how the addition of CreditRiskMonitorCom to your portfolios can decrease your overall portfolio volatility.