CRYOLIFE's market value is the price at which a share of CRYOLIFE trades on a public exchange. It measures the collective expectations of CRYOLIFE investors about its performance. CRYOLIFE is trading at 25.85 as of the 24th of July 2025, a 0.77 percent decrease since the beginning of the trading day. The stock's lowest day price was 25.85. With this module, you can estimate the performance of a buy and hold strategy of CRYOLIFE and determine expected loss or profit from investing in CRYOLIFE over a given investment horizon. Check out CRYOLIFE Correlation, CRYOLIFE Volatility and CRYOLIFE Alpha and Beta module to complement your research on CRYOLIFE.
Please note, there is a significant difference between CRYOLIFE's value and its price as these two are different measures arrived at by different means. Investors typically determine if CRYOLIFE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CRYOLIFE'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.
CRYOLIFE '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 CRYOLIFE'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 CRYOLIFE.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CRYOLIFE'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 CRYOLIFE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CRYOLIFE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CRYOLIFE's standard deviation. In reality, there are many statistical measures that can use CRYOLIFE historical prices to predict the future CRYOLIFE's volatility.
CRYOLIFE appears to be very steady, given 3 months investment horizon. CRYOLIFE secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for CRYOLIFE, which you can use to evaluate the volatility of the firm. Please makes use of CRYOLIFE's mean deviation of 1.69, and Risk Adjusted Performance of 0.168 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CRYOLIFE holds a performance score of 11. The firm shows a Beta (market volatility) of 0.0943, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CRYOLIFE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CRYOLIFE is expected to be smaller as well. Please check CRYOLIFE's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether CRYOLIFE's price patterns will revert.
Auto-correlation
0.81
Very good predictability
CRYOLIFE has very good predictability. Overlapping area represents the amount of predictability between CRYOLIFE time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 CRYOLIFE price movement. The serial correlation of 0.81 indicates that around 81.0% of current CRYOLIFE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.81
Spearman Rank Test
0.63
Residual Average
0.0
Price Variance
0.59
CRYOLIFE lagged returns against current returns
Autocorrelation, which is CRYOLIFE 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 CRYOLIFE's stock expected returns. We can calculate the autocorrelation of CRYOLIFE returns to help us make a trade decision. For example, suppose you find that CRYOLIFE 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
CRYOLIFE 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 CRYOLIFE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CRYOLIFE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CRYOLIFE stock over time.
Current vs Lagged Prices
Timeline
CRYOLIFE Lagged Returns
When evaluating CRYOLIFE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CRYOLIFE stock have on its future price. CRYOLIFE 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, CRYOLIFE autocorrelation shows the relationship between CRYOLIFE stock current value and its past values and can show if there is a momentum factor associated with investing in CRYOLIFE.
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.
CRYOLIFE financial ratios help investors to determine whether CRYOLIFE 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 CRYOLIFE with respect to the benefits of owning CRYOLIFE security.