Capstone Copper (Australia) Market Value
| CSC Stock | 15.16 0.01 0.07% |
| Symbol | Capstone |
Capstone Copper '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 Capstone Copper'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 Capstone Copper.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Capstone Copper on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Capstone Copper Corp or generate 0.0% return on investment in Capstone Copper over 90 days. Capstone Copper is related to or competes with Arn Media, Commonwealth Bank, BNK Banking, MA Financial, BSP Financial, Cleanaway Waste, and Sequoia Financial. Capstone Copper is entity of Australia. It is traded as Stock on AU exchange. More
Capstone Copper 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 Capstone Copper'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 Capstone Copper Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 14.32 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 4.27 |
Capstone Copper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capstone Copper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capstone Copper's standard deviation. In reality, there are many statistical measures that can use Capstone Copper historical prices to predict the future Capstone Copper's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 0.3592 | |||
| Total Risk Alpha | 0.0938 | |||
| Sortino Ratio | 0.0924 | |||
| Treynor Ratio | (5.36) |
Capstone Copper Corp Backtested Returns
Capstone Copper appears to be somewhat reliable, given 3 months investment horizon. Capstone Copper Corp secures Sharpe Ratio (or Efficiency) of 0.0784, which signifies that the company had a 0.0784 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capstone Copper Corp, which you can use to evaluate the volatility of the firm. Please makes use of Capstone Copper's Risk Adjusted Performance of 0.092, mean deviation of 2.45, and Downside Deviation of 3.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capstone Copper holds a performance score of 6. The firm shows a Beta (market volatility) of -0.0663, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capstone Copper are expected to decrease at a much lower rate. During the bear market, Capstone Copper is likely to outperform the market. Please check Capstone Copper's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Capstone Copper's price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Capstone Copper Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Capstone Copper time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Capstone Copper Corp price movement. The serial correlation of -0.47 indicates that about 47.0% of current Capstone Copper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.93 |
Capstone Copper Corp lagged returns against current returns
Autocorrelation, which is Capstone Copper 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 Capstone Copper's stock expected returns. We can calculate the autocorrelation of Capstone Copper returns to help us make a trade decision. For example, suppose you find that Capstone Copper 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 |
Capstone Copper 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 Capstone Copper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capstone Copper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capstone Copper stock over time.
Current vs Lagged Prices |
| Timeline |
Capstone Copper Lagged Returns
When evaluating Capstone Copper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capstone Copper stock have on its future price. Capstone Copper 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, Capstone Copper autocorrelation shows the relationship between Capstone Copper stock current value and its past values and can show if there is a momentum factor associated with investing in Capstone Copper Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Capstone Stock Analysis
When running Capstone Copper's price analysis, check to measure Capstone Copper'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 Capstone Copper is operating at the current time. Most of Capstone Copper's value examination focuses on studying past and present price action to predict the probability of Capstone Copper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capstone Copper's price. Additionally, you may evaluate how the addition of Capstone Copper to your portfolios can decrease your overall portfolio volatility.