Core Natural Resources, Stock Market Value
| CNR Stock | USD 75.34 2.83 3.90% |
| Symbol | Core |
Core Natural Resources, Price To Book Ratio
Is Building Products 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 Core Natural. If investors know Core 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 Core Natural 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 (0.79) | Dividend Share 0.6 | Earnings Share 4.84 | Revenue Per Share | Quarterly Revenue Growth 0.861 |
The market value of Core Natural Resources, is measured differently than its book value, which is the value of Core that is recorded on the company's balance sheet. Investors also form their own opinion of Core Natural's value that differs from its market value or its book value, called intrinsic value, which is Core Natural's 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 Core Natural's market value can be influenced by many factors that don't directly affect Core Natural's 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 Core Natural's value and its price as these two are different measures arrived at by different means. Investors typically determine if Core Natural is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Core Natural'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.
Core Natural '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 Core Natural'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 Core Natural.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Core Natural on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Core Natural Resources, or generate 0.0% return on investment in Core Natural over 90 days. Core Natural is related to or competes with Kinetik Holdings, Nextera Energy, Enlight Renewable, Antero Midstream, and American Electric. Cornerstone Building Brands, Inc., together with its subsidiaries, designs, engineers, manufactures, markets, and instal... More
Core Natural 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 Core Natural'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 Core Natural Resources, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.02 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.38 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 4.79 |
Core Natural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Core Natural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Core Natural's standard deviation. In reality, there are many statistical measures that can use Core Natural historical prices to predict the future Core Natural's volatility.| Risk Adjusted Performance | 0.0329 | |||
| Jensen Alpha | 0.1162 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.36) |
Core Natural Resources, Backtested Returns
Currently, Core Natural Resources, is very steady. Core Natural Resources, secures Sharpe Ratio (or Efficiency) of 0.0322, which signifies that the company had a 0.0322 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Core Natural Resources,, which you can use to evaluate the volatility of the firm. Please confirm Core Natural's Downside Deviation of 3.02, risk adjusted performance of 0.0329, and Mean Deviation of 2.52 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Core Natural has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Core Natural are expected to decrease at a much lower rate. During the bear market, Core Natural is likely to outperform the market. Core Natural Resources, right now shows a risk of 3.5%. Please confirm Core Natural Resources, expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Core Natural Resources, will be following its price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Core Natural Resources, has insignificant reverse predictability. Overlapping area represents the amount of predictability between Core Natural time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Core Natural Resources, price movement. The serial correlation of -0.18 indicates that over 18.0% of current Core Natural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 9.26 |
Core Natural Resources, lagged returns against current returns
Autocorrelation, which is Core Natural 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 Core Natural's stock expected returns. We can calculate the autocorrelation of Core Natural returns to help us make a trade decision. For example, suppose you find that Core Natural 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 |
Core Natural 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 Core Natural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Core Natural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Core Natural stock over time.
Current vs Lagged Prices |
| Timeline |
Core Natural Lagged Returns
When evaluating Core Natural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Core Natural stock have on its future price. Core Natural 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, Core Natural autocorrelation shows the relationship between Core Natural stock current value and its past values and can show if there is a momentum factor associated with investing in Core Natural Resources,.
Regressed Prices |
| Timeline |
Pair Trading with Core Natural
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Core Natural position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Core Natural will appreciate offsetting losses from the drop in the long position's value.Moving against Core Stock
| 0.53 | BV | BrightView Holdings | PairCorr |
| 0.52 | BR | Broadridge Financial | PairCorr |
| 0.49 | AP | Ampco Pittsburgh | PairCorr |
| 0.47 | BW | Babcock Wilcox Enter | PairCorr |
| 0.44 | MVST | Microvast Holdings Buyout Trend | PairCorr |
The ability to find closely correlated positions to Core Natural could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Core Natural when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Core Natural - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Core Natural Resources, to buy it.
The correlation of Core Natural is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Core Natural moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Core Natural Resources, moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Core Natural can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Core Stock Analysis
When running Core Natural's price analysis, check to measure Core Natural'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 Core Natural is operating at the current time. Most of Core Natural's value examination focuses on studying past and present price action to predict the probability of Core Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Core Natural's price. Additionally, you may evaluate how the addition of Core Natural to your portfolios can decrease your overall portfolio volatility.