Capital Counties (Germany) Market Value
| C20 Stock | EUR 1.61 0.02 1.26% |
| Symbol | Capital |
Capital Counties '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 Capital Counties' 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 Capital Counties.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Capital Counties on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Capital Counties Properties or generate 0.0% return on investment in Capital Counties over 720 days. Capital Counties is related to or competes with Dalata Hotel, MELIA HOTELS, Sunstone Hotel, DXC Technology, Park Hotels, InterContinental, and Check Point. Capital Counties Properties PLC, a property company, engages in investment, development, and management of properties More
Capital Counties 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 Capital Counties' 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 Capital Counties Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 2.33 |
Capital Counties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Counties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Counties' standard deviation. In reality, there are many statistical measures that can use Capital Counties historical prices to predict the future Capital Counties' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (1.74) |
Capital Counties Pro Backtested Returns
Capital Counties Pro secures Sharpe Ratio (or Efficiency) of -0.0351, which signifies that the company had a -0.0351% return per unit of risk over the last 3 months. Capital Counties Properties exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capital Counties' Mean Deviation of 1.19, standard deviation of 1.54, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0674, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capital Counties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Counties is expected to be smaller as well. At this point, Capital Counties Pro has a negative expected return of -0.0545%. Please make sure to confirm Capital Counties' treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Capital Counties Pro performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Capital Counties Properties has poor predictability. Overlapping area represents the amount of predictability between Capital Counties time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Capital Counties Pro price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Capital Counties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Capital Counties Pro lagged returns against current returns
Autocorrelation, which is Capital Counties 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 Capital Counties' stock expected returns. We can calculate the autocorrelation of Capital Counties returns to help us make a trade decision. For example, suppose you find that Capital Counties 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 |
Capital Counties 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 Capital Counties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Counties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Counties stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Counties Lagged Returns
When evaluating Capital Counties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Counties stock have on its future price. Capital Counties 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, Capital Counties autocorrelation shows the relationship between Capital Counties stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Counties Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Capital Stock
Capital Counties financial ratios help investors to determine whether Capital Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Capital with respect to the benefits of owning Capital Counties security.