Crdit Agricole Sa Stock Market Value
| CRARF Stock | USD 18.62 0.12 0.65% |
| Symbol | Crdit |
Crdit Agricole '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 Crdit Agricole's pink sheet 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 Crdit Agricole.
| 06/22/2025 |
| 07/22/2025 |
If you would invest 0.00 in Crdit Agricole on June 22, 2025 and sell it all today you would earn a total of 0.00 from holding Crdit Agricole SA or generate 0.0% return on investment in Crdit Agricole over 30 days. Crdit Agricole is related to or competes with BNP Paribas, Lloyds Banking, Bank of Hawaii, Deutsche Bank, PNC Financial, Credit Agricole, and Intesa Sanpaolo. Crdit Agricole S.A. provides retail, corporate, insurance, and investment banking products and services worldwide More
Crdit Agricole 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 Crdit Agricole's pink sheet 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 Crdit Agricole SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.96 | |||
| Information Ratio | 0.0124 | |||
| Maximum Drawdown | 15.03 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 6.59 |
Crdit Agricole Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crdit Agricole's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crdit Agricole's standard deviation. In reality, there are many statistical measures that can use Crdit Agricole historical prices to predict the future Crdit Agricole's volatility.| Risk Adjusted Performance | 0.063 | |||
| Jensen Alpha | 0.1697 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 5.61 |
Crdit Agricole SA Backtested Returns
At this point, Crdit Agricole is not too volatile. Crdit Agricole SA secures Sharpe Ratio (or Efficiency) of 0.0367, which signifies that the company had a 0.0367 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Crdit Agricole SA, which you can use to evaluate the volatility of the firm. Please confirm Crdit Agricole's risk adjusted performance of 0.063, and Mean Deviation of 1.87 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Crdit Agricole has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.031, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crdit Agricole's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crdit Agricole is expected to be smaller as well. Crdit Agricole SA right now shows a risk of 2.86%. Please confirm Crdit Agricole SA coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to decide if Crdit Agricole SA will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Crdit Agricole SA has weak reverse predictability. Overlapping area represents the amount of predictability between Crdit Agricole time series from 22nd of June 2025 to 7th of July 2025 and 7th of July 2025 to 22nd 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 Crdit Agricole SA price movement. The serial correlation of -0.22 indicates that over 22.0% of current Crdit Agricole price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Crdit Agricole SA lagged returns against current returns
Autocorrelation, which is Crdit Agricole pink sheet'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 Crdit Agricole's pink sheet expected returns. We can calculate the autocorrelation of Crdit Agricole returns to help us make a trade decision. For example, suppose you find that Crdit Agricole has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Crdit Agricole 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 Crdit Agricole pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crdit Agricole pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crdit Agricole pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Crdit Agricole Lagged Returns
When evaluating Crdit Agricole's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crdit Agricole pink sheet have on its future price. Crdit Agricole 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, Crdit Agricole autocorrelation shows the relationship between Crdit Agricole pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Crdit Agricole SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Crdit Pink Sheet
Crdit Agricole financial ratios help investors to determine whether Crdit Pink Sheet 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 Crdit with respect to the benefits of owning Crdit Agricole security.