Capital Southwest Stock Market Value
| CSWCZ Stock | 25.67 0.13 0.50% |
| Symbol | Capital |
Capital Southwest Price To Book Ratio
Is Asset Management & Custody Banks 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 Southwest. 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 Southwest listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 2.03 |
The market value of Capital Southwest 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 Southwest's value that differs from its market value or its book value, called intrinsic value, which is Capital Southwest'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 Southwest's market value can be influenced by many factors that don't directly affect Capital Southwest'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 Southwest's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capital Southwest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capital Southwest'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 Southwest '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 Southwest'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 Southwest.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Capital Southwest on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Capital Southwest or generate 0.0% return on investment in Capital Southwest over 30 days. Capital Southwest is related to or competes with Precision Drilling, Canlan Ice, Stepan, Lindblad Expeditions, Verra Mobility, Apogee Enterprises, and Rackspace Technology. Capital Southwest is entity of United States More
Capital Southwest 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 Southwest'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 Southwest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3444 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.8 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.5952 |
Capital Southwest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Southwest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Southwest's standard deviation. In reality, there are many statistical measures that can use Capital Southwest historical prices to predict the future Capital Southwest's volatility.| Risk Adjusted Performance | 0.0115 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capital Southwest's 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 Southwest Backtested Returns
At this stage we consider Capital Stock to be very steady. Capital Southwest secures Sharpe Ratio (or Efficiency) of 0.047, which signifies that the company had a 0.047% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capital Southwest, which you can use to evaluate the volatility of the firm. Please confirm Capital Southwest's Risk Adjusted Performance of 0.0115, downside deviation of 0.3444, and Mean Deviation of 0.285 to double-check if the risk estimate we provide is consistent with the expected return of 0.0172%. Capital Southwest has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital Southwest are expected to decrease at a much lower rate. During the bear market, Capital Southwest is likely to outperform the market. Capital Southwest right now shows a risk of 0.37%. Please confirm Capital Southwest maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Capital Southwest will be following its price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Capital Southwest has insignificant reverse predictability. Overlapping area represents the amount of predictability between Capital Southwest time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Southwest price movement. The serial correlation of -0.16 indicates that over 16.0% of current Capital Southwest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capital Southwest lagged returns against current returns
Autocorrelation, which is Capital Southwest 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 Southwest's stock expected returns. We can calculate the autocorrelation of Capital Southwest returns to help us make a trade decision. For example, suppose you find that Capital Southwest 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 Southwest 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 Southwest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Southwest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Southwest stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Southwest Lagged Returns
When evaluating Capital Southwest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Southwest stock have on its future price. Capital Southwest 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 Southwest autocorrelation shows the relationship between Capital Southwest stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Southwest.
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 Capital Stock Analysis
When running Capital Southwest's price analysis, check to measure Capital Southwest'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 Capital Southwest is operating at the current time. Most of Capital Southwest's value examination focuses on studying past and present price action to predict the probability of Capital Southwest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Southwest's price. Additionally, you may evaluate how the addition of Capital Southwest to your portfolios can decrease your overall portfolio volatility.