Capital One Financial Stock Market Value
| COF Stock | USD 187.06 4.42 2.42% |
| Symbol | Capital |
Capital One Financial Price To Book Ratio
Is Consumer Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Capital One. If investors know Capital will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Capital One listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.01) | Dividend Share 2.4 | Earnings Share 10.59 | Revenue Per Share 69.278 | Quarterly Revenue Growth 0.064 |
The market value of Capital One Financial is measured differently than its book value, which is the value of Capital that is recorded on the company's balance sheet. Investors also form their own opinion of Capital One's value that differs from its market value or its book value, called intrinsic value, which is Capital One's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Capital One's market value can be influenced by many factors that don't directly affect Capital One's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Capital One's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capital One is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capital One's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Capital One on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Capital One Financial or generate 0.0% return on investment in Capital One over 660 days. Capital One is related to or competes with Mastercard, Visa, PayPal Holdings, Ally Financial, American Express, Synchrony Financial, and Discover Financial. Capital One Financial Corporation operates as the financial services holding company for the Capital One Bank , National... 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 Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.1345 | |||
| Maximum Drawdown | 18.23 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 5.23 |
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 | 0.1485 | |||
| Jensen Alpha | 0.1705 | |||
| Total Risk Alpha | 0.0606 | |||
| Sortino Ratio | 0.2406 | |||
| Treynor Ratio | 0.1889 |
Capital One Financial Backtested Returns
Capital One appears to be very steady, given 3 months investment horizon. Capital One Financial secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found thirty technical indicators for Capital One Financial, which you can use to evaluate the volatility of the firm. Please makes use of Capital One's Downside Deviation of 1.46, mean deviation of 1.71, and Risk Adjusted Performance of 0.1485 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital One holds a performance score of 13. The firm shows a Beta (market volatility) of 2.5, 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, Capital One will likely underperform. Please check Capital One's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Capital One's price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Capital One Financial has modest predictability. Overlapping area represents the amount of predictability between Capital One time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Financial price movement. The serial correlation of 0.52 indicates that about 52.0% of current Capital One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 179.59 |
Capital One Financial 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 Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Capital One Financial is a strong investment it is important to analyze Capital One's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Capital One's future performance. For an informed investment choice regarding Capital Stock, refer to the following important reports:Check out Capital One Correlation, Capital One Volatility and Capital One Alpha and Beta module to complement your research on Capital One. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Capital One 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.