Capgemini (France) Market Value
| CAP Stock | EUR 185.25 0.35 0.19% |
| Symbol | Capgemini |
Capgemini '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 Capgemini'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 Capgemini.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Capgemini on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Capgemini SE or generate 0.0% return on investment in Capgemini over 30 days. Capgemini is related to or competes with Compagnie, Pernod Ricard, Bouygues, and Accor S. Capgemini SE provides consulting, technology, and digital transformation services More
Capgemini 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 Capgemini'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 Capgemini SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.1275 | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 2.07 |
Capgemini Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capgemini's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capgemini's standard deviation. In reality, there are many statistical measures that can use Capgemini historical prices to predict the future Capgemini's volatility.| Risk Adjusted Performance | 0.1009 | |||
| Jensen Alpha | 0.1809 | |||
| Total Risk Alpha | 0.1792 | |||
| Sortino Ratio | 0.1164 | |||
| Treynor Ratio | 0.422 |
Capgemini SE Backtested Returns
Capgemini appears to be very steady, given 3 months investment horizon. Capgemini SE secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Capgemini SE, which you can use to evaluate the volatility of the firm. Please makes use of Capgemini's Mean Deviation of 1.09, downside deviation of 1.55, and Risk Adjusted Performance of 0.1009 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capgemini holds a performance score of 18. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capgemini's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capgemini is expected to be smaller as well. Please check Capgemini's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Capgemini's price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Capgemini SE has excellent predictability. Overlapping area represents the amount of predictability between Capgemini time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Capgemini SE price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Capgemini price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 15.1 |
Capgemini SE lagged returns against current returns
Autocorrelation, which is Capgemini 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 Capgemini's stock expected returns. We can calculate the autocorrelation of Capgemini returns to help us make a trade decision. For example, suppose you find that Capgemini 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 |
Capgemini 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 Capgemini stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capgemini stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capgemini stock over time.
Current vs Lagged Prices |
| Timeline |
Capgemini Lagged Returns
When evaluating Capgemini's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capgemini stock have on its future price. Capgemini 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, Capgemini autocorrelation shows the relationship between Capgemini stock current value and its past values and can show if there is a momentum factor associated with investing in Capgemini SE.
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.Other Information on Investing in Capgemini Stock
Capgemini financial ratios help investors to determine whether Capgemini 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 Capgemini with respect to the benefits of owning Capgemini security.