Capcom Co Ltd Stock Market Value
| CCOEY Stock | USD 10.84 0.16 1.45% |
| Symbol | Capcom |
Capcom Co '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 Capcom Co's pink sheet 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 Capcom Co.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Capcom Co on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Capcom Co Ltd or generate 0.0% return on investment in Capcom Co over 720 days. Capcom Co is related to or competes with Square Enix, Sega Sammy, Capcom Co, Square Enix, Playtika Holding, CD Projekt, and UbiSoft Entertainment. Capcom Co., Ltd. plans, develops, manufactures, sells, and distributes home video games, online games, mobile games, and... More
Capcom Co 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 Capcom Co's pink sheet 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 Capcom Co Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.7 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 3.55 |
Capcom Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capcom Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capcom Co's standard deviation. In reality, there are many statistical measures that can use Capcom Co historical prices to predict the future Capcom Co's volatility.| Risk Adjusted Performance | 0.027 | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (1.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capcom Co's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Capcom Co Backtested Returns
At this stage we consider Capcom Pink Sheet to be not too volatile. Capcom Co secures Sharpe Ratio (or Efficiency) of 0.0307, which signifies that the company had a 0.0307% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capcom Co Ltd, which you can use to evaluate the volatility of the firm. Please confirm Capcom Co's Risk Adjusted Performance of 0.027, downside deviation of 1.96, and Mean Deviation of 1.62 to double-check if the risk estimate we provide is consistent with the expected return of 0.0651%. Capcom Co has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0331, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capcom Co are expected to decrease at a much lower rate. During the bear market, Capcom Co is likely to outperform the market. Capcom Co right now shows a risk of 2.12%. Please confirm Capcom Co maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Capcom Co will be following its price patterns.
Auto-correlation | 0.20 |
Weak predictability
Capcom Co Ltd has weak predictability. Overlapping area represents the amount of predictability between Capcom Co time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Capcom Co price movement. The serial correlation of 0.2 indicates that over 20.0% of current Capcom Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.08 |
Capcom Co lagged returns against current returns
Autocorrelation, which is Capcom Co pink sheet'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 Capcom Co's pink sheet expected returns. We can calculate the autocorrelation of Capcom Co returns to help us make a trade decision. For example, suppose you find that Capcom Co has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Capcom Co 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 Capcom Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capcom Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capcom Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Capcom Co Lagged Returns
When evaluating Capcom Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capcom Co pink sheet have on its future price. Capcom Co 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, Capcom Co autocorrelation shows the relationship between Capcom Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capcom Co Ltd.
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 Capcom Pink Sheet Analysis
When running Capcom Co's price analysis, check to measure Capcom Co'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 Capcom Co is operating at the current time. Most of Capcom Co's value examination focuses on studying past and present price action to predict the probability of Capcom Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capcom Co's price. Additionally, you may evaluate how the addition of Capcom Co to your portfolios can decrease your overall portfolio volatility.