Capital Counties Properties Stock Market Value
| CCPPF Stock | USD 1.91 0.00 0.00% |
| 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' 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 Capital Counties.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Capital Counties on November 12, 2024 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 30 days. Capital Counties is related to or competes with CapitaLand Integrated, Realty Income, Mapletree Commercial, Retail Opportunity, Kimco Realty, Simon Property, and Federal Realty. 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' 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 Capital Counties Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 2.14 |
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 | 0.0718 | |||
| Jensen Alpha | 0.0232 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (2.84) |
Capital Counties Pro Backtested Returns
At this point, Capital Counties is not too volatile. Capital Counties Pro secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Capital Counties Properties, which you can use to evaluate the volatility of the firm. Please confirm Capital Counties' Mean Deviation of 0.0638, standard deviation of 0.2633, and Risk Adjusted Performance of 0.0718 to double-check if the risk estimate we provide is consistent with the expected return of 0.0334%. Capital Counties has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0079, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital Counties are expected to decrease at a much lower rate. During the bear market, Capital Counties is likely to outperform the market. Capital Counties Pro right now shows a risk of 0.27%. Please confirm Capital Counties Pro variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Capital Counties Pro will be following its price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Capital Counties Properties has perfect predictability. Overlapping area represents the amount of predictability between Capital Counties time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 1.0 indicates that 100.0% of current Capital Counties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capital Counties Pro lagged returns against current returns
Autocorrelation, which is Capital Counties 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 Capital Counties' pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Counties pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Counties pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet
Capital Counties financial ratios help investors to determine whether Capital Pink Sheet 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.