Cref Equity Index Stock Market Value
| QCEQPX Stock | USD 564.20 1.84 0.33% |
| Symbol | CREF |
Is Stock space 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 CREF Equity. If investors know CREF 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 CREF Equity listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of CREF Equity Index is measured differently than its book value, which is the value of CREF that is recorded on the company's balance sheet. Investors also form their own opinion of CREF Equity's value that differs from its market value or its book value, called intrinsic value, which is CREF Equity'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 CREF Equity's market value can be influenced by many factors that don't directly affect CREF Equity'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 CREF Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if CREF Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CREF Equity'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.
CREF Equity '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 CREF Equity'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 CREF Equity.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in CREF Equity on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding CREF Equity Index or generate 0.0% return on investment in CREF Equity over 90 days. CREF Equity is related to or competes with Mayfair Gold, Alaska Air, Golden Energy, LAir Liquide, Jutal Offshore, Marzetti, and Delta Air. CREF Equity is entity of United States. It is traded as Stock on NMFQS exchange. More
CREF Equity 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 CREF Equity'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 CREF Equity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6383 | |||
| Information Ratio | 0.1513 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.14 |
CREF Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CREF Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CREF Equity's standard deviation. In reality, there are many statistical measures that can use CREF Equity historical prices to predict the future CREF Equity's volatility.| Risk Adjusted Performance | 0.1945 | |||
| Jensen Alpha | 0.1846 | |||
| Total Risk Alpha | 0.1102 | |||
| Sortino Ratio | 0.1786 | |||
| Treynor Ratio | 1.76 |
CREF Equity Index Backtested Returns
At this stage we consider CREF Stock to be very steady. CREF Equity Index secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for CREF Equity Index, which you can use to evaluate the volatility of the firm. Please confirm CREF Equity's Downside Deviation of 0.6383, mean deviation of 0.5435, and Risk Adjusted Performance of 0.1945 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. CREF Equity has a performance score of 15 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CREF Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding CREF Equity is expected to be smaller as well. CREF Equity Index now shows a risk of 0.66%. Please confirm CREF Equity Index potential upside, and the relationship between the total risk alpha and kurtosis , to decide if CREF Equity Index will be following its price patterns.
Auto-correlation | 0.69 |
Good predictability
CREF Equity Index has good predictability. Overlapping area represents the amount of predictability between CREF Equity time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 CREF Equity Index price movement. The serial correlation of 0.69 indicates that around 69.0% of current CREF Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 26.49 |
CREF Equity Index lagged returns against current returns
Autocorrelation, which is CREF Equity 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 CREF Equity's stock expected returns. We can calculate the autocorrelation of CREF Equity returns to help us make a trade decision. For example, suppose you find that CREF Equity 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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CREF Equity 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 CREF Equity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CREF Equity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CREF Equity stock over time.
Current vs Lagged Prices |
| Timeline |
CREF Equity Lagged Returns
When evaluating CREF Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CREF Equity stock have on its future price. CREF Equity 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, CREF Equity autocorrelation shows the relationship between CREF Equity stock current value and its past values and can show if there is a momentum factor associated with investing in CREF Equity Index.
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.Additional Tools for CREF Stock Analysis
When running CREF Equity's price analysis, check to measure CREF Equity'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 CREF Equity is operating at the current time. Most of CREF Equity's value examination focuses on studying past and present price action to predict the probability of CREF Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CREF Equity's price. Additionally, you may evaluate how the addition of CREF Equity to your portfolios can decrease your overall portfolio volatility.