Capgemini Se Adr Stock Market Value
| CGEMY Stock | USD 34.31 0.45 1.33% |
| Symbol | Capgemini |
Capgemini '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 Capgemini'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 Capgemini.
| 07/28/2024 |
| 01/24/2025 |
If you would invest 0.00 in Capgemini on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding Capgemini SE ADR or generate 0.0% return on investment in Capgemini over 180 days. Capgemini is related to or competes with Soluna Holdings, ASGN, Soluna Holdings, Direct Communication, Appen, Appen, and Quisitive Technology. Capgemini SE provides consulting, digital transformation, technology, and engineering services primarily in the Americas... More
Capgemini 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 Capgemini'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 Capgemini SE ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 2.75 |
Capgemini Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capgemini's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capgemini's standard deviation. In reality, there are many statistical measures that can use Capgemini historical prices to predict the future Capgemini's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (1.28) |
Capgemini SE ADR Backtested Returns
Capgemini SE ADR secures Sharpe Ratio (or Efficiency) of -0.0932, which signifies that the company had a -0.0932 % return per unit of risk over the last 3 months. Capgemini SE ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capgemini's Mean Deviation of 1.28, risk adjusted performance of (0.09), and Standard Deviation of 1.76 to double-check the risk estimate we provide. 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, Capgemini's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capgemini is expected to be smaller as well. At this point, Capgemini SE ADR has a negative expected return of -0.16%. Please make sure to confirm Capgemini's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Capgemini SE ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Capgemini SE ADR has good reverse predictability. Overlapping area represents the amount of predictability between Capgemini time series from 28th of July 2024 to 26th of October 2024 and 26th of October 2024 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Capgemini SE ADR price movement. The serial correlation of -0.54 indicates that about 54.0% of current Capgemini price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Capgemini SE ADR lagged returns against current returns
Autocorrelation, which is Capgemini 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 Capgemini's pink sheet expected returns. We can calculate the autocorrelation of Capgemini returns to help us make a trade decision. For example, suppose you find that Capgemini 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 |
Capgemini 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 Capgemini pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capgemini pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capgemini pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Capgemini Lagged Returns
When evaluating Capgemini's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capgemini pink sheet have on its future price. Capgemini 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, Capgemini autocorrelation shows the relationship between Capgemini pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capgemini SE ADR.
Regressed Prices |
| Timeline |
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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 Capgemini Pink Sheet Analysis
When running Capgemini's price analysis, check to measure Capgemini'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 Capgemini is operating at the current time. Most of Capgemini's value examination focuses on studying past and present price action to predict the probability of Capgemini's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capgemini's price. Additionally, you may evaluate how the addition of Capgemini to your portfolios can decrease your overall portfolio volatility.