Capital Properties Stock Market Value
| CPTP Stock | USD 12.10 0.10 0.83% |
| Symbol | Capital |
Capital Properties '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 Properties' otc 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 Properties.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Capital Properties on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Capital Properties or generate 0.0% return on investment in Capital Properties over 60 days. Capital Properties is related to or competes with Parkit Enterprise, Beaver Coal, Bridgemarq Real, Ojai Oil, Canadian Net, Kaanapali Land, and First Hartford. Capital Properties, Inc., together with its subsidiaries, engages in leasing land in downtown Providence, Rhode Island u... More
Capital Properties 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 Properties' otc 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 Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.35 | |||
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 26.07 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 4.02 |
Capital Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Properties' standard deviation. In reality, there are many statistical measures that can use Capital Properties historical prices to predict the future Capital Properties' volatility.| Risk Adjusted Performance | 0.049 | |||
| Jensen Alpha | 0.1768 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0205 | |||
| Treynor Ratio | 0.5956 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capital Properties' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Capital Properties Backtested Returns
Capital Properties appears to be somewhat reliable, given 3 months investment horizon. Capital Properties secures Sharpe Ratio (or Efficiency) of 0.0569, which signifies that the company had a 0.0569 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Capital Properties, which you can use to evaluate the volatility of the firm. Please makes use of Capital Properties' Mean Deviation of 1.28, downside deviation of 6.35, and Risk Adjusted Performance of 0.049 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital Properties holds a performance score of 4. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capital Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Properties is expected to be smaller as well. Please check Capital Properties' treynor ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Capital Properties' price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Capital Properties has insignificant reverse predictability. Overlapping area represents the amount of predictability between Capital Properties time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 Properties price movement. The serial correlation of -0.16 indicates that over 16.0% of current Capital Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capital Properties lagged returns against current returns
Autocorrelation, which is Capital Properties otc 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 Properties' otc stock expected returns. We can calculate the autocorrelation of Capital Properties returns to help us make a trade decision. For example, suppose you find that Capital Properties has exhibited high autocorrelation historically, and you observe that the otc 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 Properties 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 Properties otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Properties otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Properties otc stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Properties Lagged Returns
When evaluating Capital Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Properties otc stock have on its future price. Capital Properties 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 Properties autocorrelation shows the relationship between Capital Properties otc stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Properties.
Regressed Prices |
| Timeline |
Pair Trading with Capital Properties
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Capital Properties position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Capital Properties will appreciate offsetting losses from the drop in the long position's value.Moving against Capital OTC Stock
The ability to find closely correlated positions to Capital Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capital Properties when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capital Properties - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capital Properties to buy it.
The correlation of Capital Properties is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capital Properties moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capital Properties moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Capital Properties can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Capital OTC Stock Analysis
When running Capital Properties' price analysis, check to measure Capital Properties' 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 Capital Properties is operating at the current time. Most of Capital Properties' value examination focuses on studying past and present price action to predict the probability of Capital Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Properties' price. Additionally, you may evaluate how the addition of Capital Properties to your portfolios can decrease your overall portfolio volatility.