CREDIT OTC Stock Market Value

CSGKF -  USA Stock  

USD 5.98  0.44  7.94%

CREDIT SUISSE's market value is the price at which a share of CREDIT SUISSE stock trades on a public exchange. It measures the collective expectations of CREDIT SUISSE GROUP investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CREDIT SUISSE GROUP and determine expected loss or profit from investing in CREDIT SUISSE over a given investment horizon. Continue to CREDIT SUISSE Hype Analysis, CREDIT SUISSE Correlation, CREDIT SUISSE Valuation, CREDIT SUISSE Volatility, as well as analyze CREDIT SUISSE Alpha and Beta and CREDIT SUISSE Performance.
Symbol
Backtest


Is CREDIT SUISSE's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CREDIT SUISSE. If investors know CREDIT will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CREDIT SUISSE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.25
Market Capitalization
15.5 B
Quarterly Revenue Growth YOY
0.35
Return On Assets
-0.0021
Return On Equity
-0.0373
The market value of CREDIT SUISSE GROUP is measured differently than its book value, which is the value of CREDIT that is recorded on the company's balance sheet. Investors also form their own opinion of CREDIT SUISSE's value that differs from its market value or its book value, called intrinsic value, which is CREDIT SUISSE's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CREDIT SUISSE's market value can be influenced by many factors that don't directly affect CREDIT SUISSE's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between CREDIT SUISSE's value and its price as these two are different measures arrived at by different means. Investors typically determine CREDIT SUISSE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CREDIT SUISSE'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.

CREDIT SUISSE '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 SUISSE's otc 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 SUISSE.
0.00
05/27/2022
No Change 0.00  0.0 
In 31 days
06/26/2022
0.00
If you would invest  0.00  in CREDIT SUISSE on May 27, 2022 and sell it all today you would earn a total of 0.00 from holding CREDIT SUISSE GROUP or generate 0.0% return on investment in CREDIT SUISSE over 30 days. CREDIT SUISSE is related to or competes with JP Morgan, B of A, Industrial Commer, and Wells Fargo. Credit Suisse Group AG, together with its subsidiaries, provides various financial services in Switzerland, Europe, the ...More

CREDIT SUISSE 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 SUISSE's otc 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 SUISSE GROUP upside and downside potential and time the market with a certain degree of confidence.

CREDIT SUISSE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CREDIT SUISSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREDIT SUISSE's standard deviation. In reality, there are many statistical measures that can use CREDIT SUISSE historical prices to predict the future CREDIT SUISSE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CREDIT SUISSE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of CREDIT SUISSE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
3.046.099.14
Details
Intrinsic
Valuation
LowReal ValueHigh
2.635.688.73
Details
Naive
Forecast
LowNext ValueHigh
2.785.838.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.546.487.41
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CREDIT SUISSE. Your research has to be compared to or analyzed against CREDIT SUISSE's peers to derive any actionable benefits. When done correctly, CREDIT SUISSE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CREDIT SUISSE GROUP.

CREDIT SUISSE GROUP Backtested Returns

CREDIT SUISSE GROUP secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had -0.12% of return per unit of risk over the last 3 months. Macroaxis approach towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CREDIT SUISSE GROUP exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CREDIT SUISSE GROUP mean deviation of 2.39, and Risk Adjusted Performance of (0.19) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.2601, which signifies a somewhat significant risk relative to the market. Let's try to break down what CREDIT's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CREDIT SUISSE will likely underperform. Even though it is essential to pay attention to CREDIT SUISSE GROUP historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CREDIT SUISSE GROUP exposes twenty-one different technical indicators, which can help you to evaluate its performance. CREDIT SUISSE GROUP has an expected return of -0.36%. Please be advised to confirm CREDIT SUISSE GROUP jensen alpha, and the relationship between the coefficient of variation and potential upside to decide if CREDIT SUISSE GROUP performance from the past will be repeated in the future.

Auto-correlation

    
  -0.23  

Weak reverse predictability

CREDIT SUISSE GROUP has weak reverse predictability. Overlapping area represents the amount of predictability between CREDIT SUISSE time series from 27th of May 2022 to 11th of June 2022 and 11th of June 2022 to 26th of June 2022. 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 SUISSE GROUP price movement. The serial correlation of -0.23 indicates that over 23.0% of current CREDIT SUISSE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.23
Spearman Rank Test0.12
Residual Average0.0
Price Variance0.02

CREDIT SUISSE GROUP lagged returns against current returns

Autocorrelation, which is CREDIT SUISSE otc 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 SUISSE's otc stock expected returns. We can calculate the autocorrelation of CREDIT SUISSE returns to help us make a trade decision. For example, suppose you find that CREDIT SUISSE otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

CREDIT SUISSE 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 SUISSE otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREDIT SUISSE otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREDIT SUISSE otc stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

CREDIT SUISSE Lagged Returns

When evaluating CREDIT SUISSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREDIT SUISSE otc stock have on its future price. CREDIT SUISSE 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 SUISSE autocorrelation shows the relationship between CREDIT SUISSE otc stock current value and its past values and can show if there is a momentum factor associated with investing in CREDIT SUISSE GROUP.
 Regressed Prices 
Share
      Timeline 

CREDIT SUISSE Investors Sentiment

The influence of CREDIT SUISSE's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in CREDIT. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CREDIT SUISSE in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CREDIT SUISSE's short interest history, or implied volatility extrapolated from CREDIT SUISSE options trading.

Current Sentiment - CSGKF

CREDIT SUISSE GROUP Investor Sentiment

Most of Macroaxis users are currently bullish on CREDIT SUISSE GROUP. What is your opinion about investing in CREDIT SUISSE GROUP? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Pair Trading with CREDIT SUISSE

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CREDIT SUISSE position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CREDIT SUISSE will appreciate offsetting losses from the drop in the long position's value.

CREDIT SUISSE Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to CREDIT SUISSE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CREDIT SUISSE when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CREDIT SUISSE - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CREDIT SUISSE GROUP to buy it.
The correlation of CREDIT SUISSE is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CREDIT SUISSE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CREDIT SUISSE GROUP moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CREDIT SUISSE can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to CREDIT SUISSE Hype Analysis, CREDIT SUISSE Correlation, CREDIT SUISSE Valuation, CREDIT SUISSE Volatility, as well as analyze CREDIT SUISSE Alpha and Beta and CREDIT SUISSE Performance. Note that the CREDIT SUISSE GROUP information on this page should be used as a complementary analysis to other CREDIT SUISSE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for CREDIT OTC Stock analysis

When running CREDIT SUISSE GROUP price analysis, check to measure CREDIT SUISSE'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 SUISSE is operating at the current time. Most of CREDIT SUISSE's value examination focuses on studying past and present price action to predict the probability of CREDIT SUISSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CREDIT SUISSE's price. Additionally, you may evaluate how the addition of CREDIT SUISSE to your portfolios can decrease your overall portfolio volatility.
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CREDIT SUISSE technical otc 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.
A focus of CREDIT SUISSE technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CREDIT SUISSE trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...