Capital Power's market value is the price at which a share of Capital Power trades on a public exchange. It measures the collective expectations of Capital Power Corp investors about its performance. Capital Power is trading at 19.58 as of the 25th of December 2025. This is a 2.25% increase since the beginning of the trading day. The stock's lowest day price was 19.58. With this module, you can estimate the performance of a buy and hold strategy of Capital Power Corp and determine expected loss or profit from investing in Capital Power over a given investment horizon. Check out Capital Power Correlation, Capital Power Volatility and Capital Power Alpha and Beta module to complement your research on Capital Power.
Please note, there is a significant difference between Capital Power's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capital Power is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capital Power'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 Power '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 Power'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 Capital Power.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Capital Power'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 Capital Power Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Power's standard deviation. In reality, there are many statistical measures that can use Capital Power historical prices to predict the future Capital Power's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Capital Power. Your research has to be compared to or analyzed against Capital Power's peers to derive any actionable benefits. When done correctly, Capital Power's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Capital Power Corp.
Capital Power Corp Backtested Returns
At this point, Capital Power is very steady. Capital Power Corp secures Sharpe Ratio (or Efficiency) of 0.0929, which signifies that the company had a 0.0929 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Capital Power Corp, which you can use to evaluate the volatility of the firm. Please confirm Capital Power's Standard Deviation of 0.2949, mean deviation of 0.0728, and Risk Adjusted Performance of 0.0515 to double-check if the risk estimate we provide is consistent with the expected return of 0.0274%. Capital Power has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital Power are expected to decrease at a much lower rate. During the bear market, Capital Power is likely to outperform the market. Capital Power Corp right now shows a risk of 0.29%. Please confirm Capital Power Corp variance, skewness, as well as the relationship between the Skewness and day median price , to decide if Capital Power Corp will be following its price patterns.
Auto-correlation
0.22
Weak predictability
Capital Power Corp has weak predictability. Overlapping area represents the amount of predictability between Capital Power time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Capital Power Corp price movement. The serial correlation of 0.22 indicates that over 22.0% of current Capital Power price fluctuation can be explain by its past prices.
Correlation Coefficient
0.22
Spearman Rank Test
0.94
Residual Average
0.0
Price Variance
0.01
Capital Power Corp lagged returns against current returns
Autocorrelation, which is Capital Power 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 Power's pink sheet expected returns. We can calculate the autocorrelation of Capital Power returns to help us make a trade decision. For example, suppose you find that Capital Power 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 Power 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 Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Power 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 Power pink sheet over time.
Current vs Lagged Prices
Timeline
Capital Power Lagged Returns
When evaluating Capital Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Power pink sheet have on its future price. Capital Power 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 Power autocorrelation shows the relationship between Capital Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capital Power Corp.
Other Information on Investing in Capital Pink Sheet
Capital Power 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 Power security.