Crown Castle (Germany) Market Value
| 8CW Stock | EUR 89.63 0.42 0.47% |
| Symbol | Crown |
Crown Castle '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 Crown Castle'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 Crown Castle.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Crown Castle on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Crown Castle International or generate 0.0% return on investment in Crown Castle over 90 days. Crown Castle is related to or competes with China Eastern, Ramsay Health, United Airlines, Planet Fitness, SINGAPORE AIRLINES, GUARDANT HEALTH, and US Physical. Crown Castle owns, operates and leases more than 40,000 cell towers and approximately 75,000 route miles of fiber suppor... More
Crown Castle 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 Crown Castle'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 Crown Castle International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.83 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.36 |
Crown Castle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crown Castle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crown Castle's standard deviation. In reality, there are many statistical measures that can use Crown Castle historical prices to predict the future Crown Castle's volatility.| Risk Adjusted Performance | 0.0388 | |||
| Jensen Alpha | 0.0874 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.14) |
Crown Castle Interna Backtested Returns
At this point, Crown Castle is very steady. Crown Castle Interna secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Crown Castle International, which you can use to evaluate the volatility of the firm. Please confirm Crown Castle's Mean Deviation of 1.11, downside deviation of 1.59, and Risk Adjusted Performance of 0.0388 to double-check if the risk estimate we provide is consistent with the expected return of 0.0144%. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Crown Castle are expected to decrease at a much lower rate. During the bear market, Crown Castle is likely to outperform the market. Crown Castle Interna right now shows a risk of 1.49%. Please confirm Crown Castle Interna treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Crown Castle Interna will be following its price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Crown Castle International has weak reverse predictability. Overlapping area represents the amount of predictability between Crown Castle time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Crown Castle Interna price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Crown Castle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
Crown Castle Interna lagged returns against current returns
Autocorrelation, which is Crown Castle 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 Crown Castle's stock expected returns. We can calculate the autocorrelation of Crown Castle returns to help us make a trade decision. For example, suppose you find that Crown Castle 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 |
Crown Castle 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 Crown Castle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crown Castle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crown Castle stock over time.
Current vs Lagged Prices |
| Timeline |
Crown Castle Lagged Returns
When evaluating Crown Castle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crown Castle stock have on its future price. Crown Castle 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, Crown Castle autocorrelation shows the relationship between Crown Castle stock current value and its past values and can show if there is a momentum factor associated with investing in Crown Castle International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Crown Stock
Crown Castle financial ratios help investors to determine whether Crown Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Crown with respect to the benefits of owning Crown Castle security.