Churchill Resources Stock Market Value
| CRI Stock | 0.08 0.01 5.88% |
| Symbol | Churchill |
Churchill Resources '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 Churchill Resources' 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 Churchill Resources.
| 05/22/2025 |
| 08/20/2025 |
If you would invest 0.00 in Churchill Resources on May 22, 2025 and sell it all today you would earn a total of 0.00 from holding Churchill Resources or generate 0.0% return on investment in Churchill Resources over 90 days. Churchill Resources is related to or competes with Super Micro, Theralase Technologies, Medical Facilities, Cogeco Communications, Wishpond Technologies, and Evertz Technologies. Castle Resources Inc., a junior resource company, explores and develops mineral resource properties in Canada. More
Churchill Resources 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 Churchill Resources' 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 Churchill Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.64 | |||
| Information Ratio | 0.2217 | |||
| Maximum Drawdown | 163.33 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 50.0 |
Churchill Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Churchill Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Churchill Resources' standard deviation. In reality, there are many statistical measures that can use Churchill Resources historical prices to predict the future Churchill Resources' volatility.| Risk Adjusted Performance | 0.1696 | |||
| Jensen Alpha | 5.84 | |||
| Total Risk Alpha | 2.61 | |||
| Sortino Ratio | 0.391 | |||
| Treynor Ratio | (1.05) |
Churchill Resources Backtested Returns
Churchill Resources is out of control given 3 months investment horizon. Churchill Resources secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 5.43% are justified by taking the suggested risk. Use Churchill Resources Mean Deviation of 13.84, downside deviation of 13.64, and Risk Adjusted Performance of 0.1696 to evaluate company specific risk that cannot be diversified away. Churchill Resources holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -5.17, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Churchill Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Churchill Resources is expected to outperform it. Use Churchill Resources maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on Churchill Resources.
Auto-correlation | 0.32 |
Below average predictability
Churchill Resources has below average predictability. Overlapping area represents the amount of predictability between Churchill Resources time series from 22nd of May 2025 to 6th of July 2025 and 6th of July 2025 to 20th of August 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 Churchill Resources price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Churchill Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Churchill Resources lagged returns against current returns
Autocorrelation, which is Churchill Resources 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 Churchill Resources' stock expected returns. We can calculate the autocorrelation of Churchill Resources returns to help us make a trade decision. For example, suppose you find that Churchill Resources 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 |
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Churchill Resources 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 Churchill Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Churchill Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Churchill Resources stock over time.
Current vs Lagged Prices |
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Churchill Resources Lagged Returns
When evaluating Churchill Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Churchill Resources stock have on its future price. Churchill Resources 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, Churchill Resources autocorrelation shows the relationship between Churchill Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Churchill Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Churchill Stock Analysis
When running Churchill Resources' price analysis, check to measure Churchill Resources' 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 Churchill Resources is operating at the current time. Most of Churchill Resources' value examination focuses on studying past and present price action to predict the probability of Churchill Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Churchill Resources' price. Additionally, you may evaluate how the addition of Churchill Resources to your portfolios can decrease your overall portfolio volatility.