Credit Acceptance (Brazil) Market Value
| CRDA34 Stock | BRL 280.10 0.00 0.00% |
| Symbol | Credit |
Credit Acceptance '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 Credit Acceptance'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 Credit Acceptance.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Credit Acceptance on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Credit Acceptance or generate 0.0% return on investment in Credit Acceptance over 90 days. Credit Acceptance is related to or competes with Alaska Air, Broadcom, MAHLE Metal, Marfrig Global, and METISA Metalrgica. Credit Acceptance Corporation provides financing programs, and related products and services to independent and franchis... More
Credit Acceptance 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 Credit Acceptance'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 Credit Acceptance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 13.85 | |||
| Value At Risk | (1.00) |
Credit Acceptance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Credit Acceptance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Credit Acceptance's standard deviation. In reality, there are many statistical measures that can use Credit Acceptance historical prices to predict the future Credit Acceptance's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.52) |
Credit Acceptance Backtested Returns
At this point, Credit Acceptance is very steady. Credit Acceptance secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Credit Acceptance, which you can use to evaluate the volatility of the firm. Please confirm Credit Acceptance's risk adjusted performance of (0.09), and Mean Deviation of 0.6508 to double-check if the risk estimate we provide is consistent with the expected return of 0.007%. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Credit Acceptance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Credit Acceptance is expected to be smaller as well. Credit Acceptance right now shows a risk of 1.15%. Please confirm Credit Acceptance standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Credit Acceptance will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Credit Acceptance has modest reverse predictability. Overlapping area represents the amount of predictability between Credit Acceptance 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 Credit Acceptance price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Credit Acceptance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 24.4 |
Credit Acceptance lagged returns against current returns
Autocorrelation, which is Credit Acceptance 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 Credit Acceptance's stock expected returns. We can calculate the autocorrelation of Credit Acceptance returns to help us make a trade decision. For example, suppose you find that Credit Acceptance 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 |
Credit Acceptance 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 Credit Acceptance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Credit Acceptance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Credit Acceptance stock over time.
Current vs Lagged Prices |
| Timeline |
Credit Acceptance Lagged Returns
When evaluating Credit Acceptance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Credit Acceptance stock have on its future price. Credit Acceptance 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, Credit Acceptance autocorrelation shows the relationship between Credit Acceptance stock current value and its past values and can show if there is a momentum factor associated with investing in Credit Acceptance.
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 Information and Resources on Investing in Credit Stock
When determining whether Credit Acceptance offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Credit Acceptance's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Credit Acceptance Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Credit Acceptance Stock:Check out Credit Acceptance Correlation, Credit Acceptance Volatility and Credit Acceptance Alpha and Beta module to complement your research on Credit Acceptance. For information on how to trade Credit Stock refer to our How to Trade Credit Stock guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Credit Acceptance technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.