CAPITAL ONE (Germany) Performance
| CFXE Stock | 17.03 0.77 0.58% |
CAPITAL ONE has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CAPITAL ONE are expected to decrease at a much lower rate. During the bear market, CAPITAL ONE is likely to outperform the market. CAPITAL ONE FIN at this time shows a risk of 2.13%. Please confirm CAPITAL ONE FIN total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if CAPITAL ONE FIN will be following its price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CAPITAL ONE FIN are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, CAPITAL ONE is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
CAPITAL |
CAPITAL ONE Relative Risk vs. Return Landscape
If you would invest 1,712 in CAPITAL ONE FIN on November 28, 2024 and sell it today you would earn a total of 28.00 from holding CAPITAL ONE FIN or generate 1.64% return on investment over 90 days. CAPITAL ONE FIN is generating 0.0489% of daily returns assuming 2.125% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than CAPITAL ONE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CAPITAL ONE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAPITAL ONE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CAPITAL ONE FIN, and traders can use it to determine the average amount a CAPITAL ONE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.023
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CFXE |
Estimated Market Risk
| 2.13 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average CAPITAL ONE is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CAPITAL ONE by adding it to a well-diversified portfolio.
CAPITAL ONE Fundamentals Growth
CAPITAL Stock prices reflect investors' perceptions of the future prospects and financial health of CAPITAL ONE, and CAPITAL ONE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on CAPITAL Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0166 | |||
| Profit Margin | 0.26 % | |||
| Operating Margin | 0.33 % | |||
| Revenue | 28.4 B | |||
| Book Value Per Share | 125.19 X | |||
| Earnings Per Share | 24.30 X | |||
About CAPITAL ONE Performance
By analyzing CAPITAL ONE's fundamental ratios, stakeholders can gain valuable insights into CAPITAL ONE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CAPITAL ONE has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if CAPITAL ONE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about CAPITAL ONE FIN performance evaluation
Checking the ongoing alerts about CAPITAL ONE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CAPITAL ONE FIN help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating CAPITAL ONE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate CAPITAL ONE's stock performance include:- Analyzing CAPITAL ONE's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether CAPITAL ONE's stock is overvalued or undervalued compared to its peers.
- Examining CAPITAL ONE's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating CAPITAL ONE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CAPITAL ONE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CAPITAL ONE's stock. These opinions can provide insight into CAPITAL ONE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CAPITAL Stock analysis
When running CAPITAL ONE's price analysis, check to measure CAPITAL ONE'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 CAPITAL ONE is operating at the current time. Most of CAPITAL ONE's value examination focuses on studying past and present price action to predict the probability of CAPITAL ONE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CAPITAL ONE's price. Additionally, you may evaluate how the addition of CAPITAL ONE to your portfolios can decrease your overall portfolio volatility.
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