CAPITAL ONE (Germany) Market Value
| CFX1 Stock | 16.60 0.10 0.61% |
| Symbol | CAPITAL |
CAPITAL ONE '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 ONE'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 ONE.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in CAPITAL ONE on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding CAPITAL ONE FIN or generate 0.0% return on investment in CAPITAL ONE over 30 days. CAPITAL ONE is related to or competes with LPKF Laser, Perdoceo Education, Methode Electronics, American Public, Laureate Education, Richardson Electronics, and Arrow Electronics. More
CAPITAL ONE 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 ONE'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 ONE FIN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.27 |
CAPITAL ONE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAPITAL ONE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAPITAL ONE's standard deviation. In reality, there are many statistical measures that can use CAPITAL ONE historical prices to predict the future CAPITAL ONE's volatility.| Risk Adjusted Performance | 0.0458 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0867 |
CAPITAL ONE FIN Backtested Returns
At this point, CAPITAL ONE is very steady. CAPITAL ONE FIN secures Sharpe Ratio (or Efficiency) of 0.0709, which signifies that the company had a 0.0709% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CAPITAL ONE FIN, which you can use to evaluate the volatility of the entity. Please confirm CAPITAL ONE's Mean Deviation of 0.9481, semi deviation of 0.9651, and Coefficient Of Variation of 1826.21 to double-check if the risk estimate we provide is consistent with the expected return of 0.0897%. CAPITAL ONE has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CAPITAL ONE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAPITAL ONE is expected to be smaller as well. CAPITAL ONE FIN at this time shows a risk of 1.27%. Please confirm CAPITAL ONE FIN total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if CAPITAL ONE FIN will be following its price patterns.
Auto-correlation | 0.10 |
Insignificant predictability
CAPITAL ONE FIN has insignificant predictability. Overlapping area represents the amount of predictability between CAPITAL ONE time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 ONE FIN price movement. The serial correlation of 0.1 indicates that less than 10.0% of current CAPITAL ONE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CAPITAL ONE FIN lagged returns against current returns
Autocorrelation, which is CAPITAL ONE 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 ONE's stock expected returns. We can calculate the autocorrelation of CAPITAL ONE returns to help us make a trade decision. For example, suppose you find that CAPITAL ONE 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 ONE 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 ONE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAPITAL ONE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAPITAL ONE stock over time.
Current vs Lagged Prices |
| Timeline |
CAPITAL ONE Lagged Returns
When evaluating CAPITAL ONE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAPITAL ONE stock have on its future price. CAPITAL ONE 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 ONE autocorrelation shows the relationship between CAPITAL ONE stock current value and its past values and can show if there is a momentum factor associated with investing in CAPITAL ONE FIN.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CAPITAL Stock
CAPITAL ONE 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 ONE security.