Croda International's market value is the price at which a share of Croda International trades on a public exchange. It measures the collective expectations of Croda International Plc investors about its performance. Croda International is selling for under 87.50 as of the 4th of July 2025; that is 2.51 percent decrease since the beginning of the trading day. The stock's lowest day price was 87.5. With this module, you can estimate the performance of a buy and hold strategy of Croda International Plc and determine expected loss or profit from investing in Croda International over a given investment horizon. Check out Croda International Correlation, Croda International Volatility and Croda International Alpha and Beta module to complement your research on Croda International.
Please note, there is a significant difference between Croda International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Croda International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Croda International'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.
Croda International '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 Croda International'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 Croda International.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Croda International'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 Croda International Plc 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 Croda International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Croda International's standard deviation. In reality, there are many statistical measures that can use Croda International historical prices to predict the future Croda International's volatility.
Croda International is out of control given 3 months investment horizon. Croda International Plc secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty different technical indicators, which can help you to evaluate if expected returns of 16.75% are justified by taking the suggested risk. Use Croda International Mean Deviation of 32.77, risk adjusted performance of 0.2215, and Standard Deviation of 129.09 to evaluate company specific risk that cannot be diversified away. Croda International holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -4.06, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Croda International are expected to decrease by larger amounts. On the other hand, during market turmoil, Croda International is expected to outperform it. Use Croda International information ratio, total risk alpha, and the relationship between the variance and jensen alpha , to analyze future returns on Croda International.
Auto-correlation
0.00
No correlation between past and present
Croda International Plc has no correlation between past and present. Overlapping area represents the amount of predictability between Croda International time series from 5th of April 2025 to 20th of May 2025 and 20th of May 2025 to 4th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Croda International Plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Croda International price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
0.75
Residual Average
0.0
Price Variance
918.66
Croda International Plc lagged returns against current returns
Autocorrelation, which is Croda International 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 Croda International's stock expected returns. We can calculate the autocorrelation of Croda International returns to help us make a trade decision. For example, suppose you find that Croda International 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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Croda International 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 Croda International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Croda International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Croda International stock over time.
Current vs Lagged Prices
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Croda International Lagged Returns
When evaluating Croda International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Croda International stock have on its future price. Croda International 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, Croda International autocorrelation shows the relationship between Croda International stock current value and its past values and can show if there is a momentum factor associated with investing in Croda International Plc.
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.
When running Croda International's price analysis, check to measure Croda International'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 Croda International is operating at the current time. Most of Croda International's value examination focuses on studying past and present price action to predict the probability of Croda International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Croda International's price. Additionally, you may evaluate how the addition of Croda International to your portfolios can decrease your overall portfolio volatility.