Capitol Federal (Germany) Market Value
| CFW Stock | EUR 6.10 0.10 1.61% |
| Symbol | Capitol |
Capitol Federal '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 Capitol Federal'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 Capitol Federal.
| 11/09/2024 |
| 12/09/2024 |
If you would invest 0.00 in Capitol Federal on November 9, 2024 and sell it all today you would earn a total of 0.00 from holding Capitol Federal Financial or generate 0.0% return on investment in Capitol Federal over 30 days. Capitol Federal is related to or competes with DIVERSIFIED ROYALTY, New Residential, JSC Halyk, JAPAN TOBACCO, Ameriprise Financial, CHIBA BANK, and British American. Capitol Federal Financial, Inc. operates as the holding company for Capitol Federal Savings Bank that provides various r... More
Capitol Federal 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 Capitol Federal'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 Capitol Federal Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.0682 | |||
| Maximum Drawdown | 19.1 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.76 |
Capitol Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitol Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capitol Federal's standard deviation. In reality, there are many statistical measures that can use Capitol Federal historical prices to predict the future Capitol Federal's volatility.| Risk Adjusted Performance | 0.0914 | |||
| Jensen Alpha | 0.0942 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.079 | |||
| Treynor Ratio | 0.1798 |
Capitol Federal Financial Backtested Returns
Capitol Federal appears to be slightly risky, given 3 months investment horizon. Capitol Federal Financial secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Capitol Federal Financial, which you can use to evaluate the volatility of the firm. Please makes use of Capitol Federal's Downside Deviation of 2.72, mean deviation of 2.1, and Risk Adjusted Performance of 0.0914 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capitol Federal holds a performance score of 9. The firm shows a Beta (market volatility) of 1.92, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Capitol Federal will likely underperform. Please check Capitol Federal's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Capitol Federal's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Capitol Federal Financial has below average predictability. Overlapping area represents the amount of predictability between Capitol Federal time series from 9th of November 2024 to 24th of November 2024 and 24th of November 2024 to 9th 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 Capitol Federal Financial price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Capitol Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Capitol Federal Financial lagged returns against current returns
Autocorrelation, which is Capitol Federal 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 Capitol Federal's stock expected returns. We can calculate the autocorrelation of Capitol Federal returns to help us make a trade decision. For example, suppose you find that Capitol Federal 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 |
Capitol Federal 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 Capitol Federal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capitol Federal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capitol Federal stock over time.
Current vs Lagged Prices |
| Timeline |
Capitol Federal Lagged Returns
When evaluating Capitol Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capitol Federal stock have on its future price. Capitol Federal 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, Capitol Federal autocorrelation shows the relationship between Capitol Federal stock current value and its past values and can show if there is a momentum factor associated with investing in Capitol Federal Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Capitol Stock
When determining whether Capitol Federal Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Capitol Federal's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Capitol Federal Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Capitol Federal Financial Stock:Check out Capitol Federal Correlation, Capitol Federal Volatility and Capitol Federal Alpha and Beta module to complement your research on Capitol Federal. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Capitol Federal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.