CREDIT AGRICOLE (Germany) Market Value
| XCA Stock | EUR 16.09 0.09 0.56% |
| Symbol | CREDIT |
CREDIT 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 CREDIT AGRICOLE'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 AGRICOLE.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in CREDIT AGRICOLE on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding CREDIT AGRICOLE or generate 0.0% return on investment in CREDIT AGRICOLE over 90 days. CREDIT AGRICOLE is related to or competes with Singapore Telecommunicatio, Ribbon Communications, SHELF DRILLING, Zoom Video, United Microelectronics, Shenandoah Telecommunicatio, and Meiko Electronics. More
CREDIT 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 CREDIT AGRICOLE'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 AGRICOLE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.95 |
CREDIT AGRICOLE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CREDIT AGRICOLE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREDIT AGRICOLE's standard deviation. In reality, there are many statistical measures that can use CREDIT AGRICOLE historical prices to predict the future CREDIT AGRICOLE's volatility.| Risk Adjusted Performance | 0.0799 | |||
| Jensen Alpha | 0.0853 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.59 |
CREDIT AGRICOLE Backtested Returns
Currently, CREDIT AGRICOLE is very steady. CREDIT AGRICOLE secures Sharpe Ratio (or Efficiency) of 0.0645, which signifies that the company had a 0.0645 % return per unit of risk over the last 3 months. We have found thirty technical indicators for CREDIT AGRICOLE, which you can use to evaluate the volatility of the firm. Please confirm CREDIT AGRICOLE's Risk Adjusted Performance of 0.0799, downside deviation of 1.54, and Mean Deviation of 0.8807 to double-check if the risk estimate we provide is consistent with the expected return of 0.0817%. CREDIT AGRICOLE has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0585, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CREDIT AGRICOLE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CREDIT AGRICOLE is expected to be smaller as well. CREDIT AGRICOLE now shows a risk of 1.27%. Please confirm CREDIT AGRICOLE standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if CREDIT AGRICOLE will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
CREDIT AGRICOLE has virtually no predictability. Overlapping area represents the amount of predictability between CREDIT AGRICOLE 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 CREDIT AGRICOLE price movement. The serial correlation of 0.07 indicates that barely 7.0% of current CREDIT AGRICOLE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
CREDIT AGRICOLE lagged returns against current returns
Autocorrelation, which is CREDIT AGRICOLE 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 AGRICOLE's stock expected returns. We can calculate the autocorrelation of CREDIT AGRICOLE returns to help us make a trade decision. For example, suppose you find that CREDIT AGRICOLE 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 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 CREDIT AGRICOLE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREDIT AGRICOLE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREDIT AGRICOLE stock over time.
Current vs Lagged Prices |
| Timeline |
CREDIT AGRICOLE Lagged Returns
When evaluating CREDIT AGRICOLE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREDIT AGRICOLE stock have on its future price. CREDIT 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, CREDIT AGRICOLE autocorrelation shows the relationship between CREDIT AGRICOLE stock current value and its past values and can show if there is a momentum factor associated with investing in CREDIT AGRICOLE.
Regressed Prices |
| Timeline |
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Additional Tools for CREDIT Stock Analysis
When running CREDIT AGRICOLE's price analysis, check to measure CREDIT AGRICOLE'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 CREDIT AGRICOLE is operating at the current time. Most of CREDIT AGRICOLE's value examination focuses on studying past and present price action to predict the probability of CREDIT AGRICOLE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CREDIT AGRICOLE's price. Additionally, you may evaluate how the addition of CREDIT AGRICOLE to your portfolios can decrease your overall portfolio volatility.