Caisse Reg (France) Market Value
| CRTO Stock | EUR 100.62 0.36 0.36% |
| Symbol | Caisse |
Caisse Reg '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 Caisse Reg'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 Caisse Reg.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Caisse Reg on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Caisse Reg Cred or generate 0.0% return on investment in Caisse Reg over 90 days. Caisse Reg is related to or competes with Caisse Regionale, Caisse Regionale, Caisse Regionale, Caisse Rgionale, and Caisse Rgionale. Caisse Rgionale de Crdit Agricole Mutuel de La Touraine et du Poitou Socit Cooprative provides various banking products ... More
Caisse Reg 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 Caisse Reg'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 Caisse Reg Cred upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9838 | |||
| Information Ratio | 0.3613 | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.68 |
Caisse Reg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caisse Reg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caisse Reg's standard deviation. In reality, there are many statistical measures that can use Caisse Reg historical prices to predict the future Caisse Reg's volatility.| Risk Adjusted Performance | 0.4974 | |||
| Jensen Alpha | 0.4047 | |||
| Total Risk Alpha | 0.3109 | |||
| Sortino Ratio | 0.299 | |||
| Treynor Ratio | 2.75 |
Caisse Reg Cred Backtested Returns
Caisse Reg appears to be very steady, given 3 months investment horizon. Caisse Reg Cred secures Sharpe Ratio (or Efficiency) of 0.49, which signifies that the company had a 0.49 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Caisse Reg Cred, which you can use to evaluate the volatility of the firm. Please makes use of Caisse Reg's Mean Deviation of 0.6209, coefficient of variation of 187.22, and Risk Adjusted Performance of 0.4974 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Caisse Reg holds a performance score of 38. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caisse Reg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caisse Reg is expected to be smaller as well. Please check Caisse Reg's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Caisse Reg's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Caisse Reg Cred has good predictability. Overlapping area represents the amount of predictability between Caisse Reg time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Caisse Reg Cred price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Caisse Reg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 3.38 |
Caisse Reg Cred lagged returns against current returns
Autocorrelation, which is Caisse Reg 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 Caisse Reg's stock expected returns. We can calculate the autocorrelation of Caisse Reg returns to help us make a trade decision. For example, suppose you find that Caisse Reg 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 |
Caisse Reg 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 Caisse Reg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caisse Reg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caisse Reg stock over time.
Current vs Lagged Prices |
| Timeline |
Caisse Reg Lagged Returns
When evaluating Caisse Reg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caisse Reg stock have on its future price. Caisse Reg 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, Caisse Reg autocorrelation shows the relationship between Caisse Reg stock current value and its past values and can show if there is a momentum factor associated with investing in Caisse Reg Cred.
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.Other Information on Investing in Caisse Stock
Caisse Reg financial ratios help investors to determine whether Caisse 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 Caisse with respect to the benefits of owning Caisse Reg security.