Capital Financial (Indonesia) Market Value
| CASA Stock | IDR 510.00 10.00 1.92% |
| Symbol | Capital |
Capital Financial '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 Financial'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 Capital Financial.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Capital Financial on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Capital Financial Indonesia or generate 0.0% return on investment in Capital Financial over 30 days. Capital Financial is related to or competes with Pacific Strategic, Bk Harda, Indoritel Makmur, Bank Sinarmas, and Bank Ina. PT Capital Financial Indonesia Tbk, together with its subsidiaries, engages in financial services and investment busines... More
Capital Financial 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 Financial'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 Capital Financial Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 21.12 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.6 |
Capital Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Financial's standard deviation. In reality, there are many statistical measures that can use Capital Financial historical prices to predict the future Capital Financial's volatility.| Risk Adjusted Performance | 0.0299 | |||
| Jensen Alpha | 0.0872 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.42) |
Capital Financial Backtested Returns
As of now, Capital Stock is very steady. Capital Financial secures Sharpe Ratio (or Efficiency) of 0.0295, which signifies that the company had a 0.0295% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Capital Financial Indonesia, which you can use to evaluate the volatility of the firm. Please confirm Capital Financial's Risk Adjusted Performance of 0.0299, downside deviation of 2.85, and Mean Deviation of 1.43 to double-check if the risk estimate we provide is consistent with the expected return of 0.0791%. Capital Financial has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital Financial are expected to decrease at a much lower rate. During the bear market, Capital Financial is likely to outperform the market. Capital Financial right now shows a risk of 2.68%. Please confirm Capital Financial total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Capital Financial will be following its price patterns.
Auto-correlation | 0.27 |
Poor predictability
Capital Financial Indonesia has poor predictability. Overlapping area represents the amount of predictability between Capital Financial time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Financial price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Capital Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 38.02 |
Capital Financial lagged returns against current returns
Autocorrelation, which is Capital Financial 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 Financial's stock expected returns. We can calculate the autocorrelation of Capital Financial returns to help us make a trade decision. For example, suppose you find that Capital Financial 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 Financial 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 Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Financial Lagged Returns
When evaluating Capital Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Financial stock have on its future price. Capital Financial 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 Financial autocorrelation shows the relationship between Capital Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Financial Indonesia.
Regressed Prices |
| Timeline |
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Capital Financial 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 Financial security.