Capita Plc Stock Market Value
| CTAGF Stock | USD 3.85 0.00 0.00% |
| Symbol | Capita |
Capita PLC '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 Capita PLC'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 Capita PLC.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Capita PLC on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Capita PLC or generate 0.0% return on investment in Capita PLC over 30 days. Capita PLC is related to or competes with Metall Zug, Verra Mobility, Bpost SA/NV, China Aircraft, and SmartgroupLtd. Capita plc provides consulting, digital, and software products and services to clients in the private and public sectors... More
Capita PLC 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 Capita PLC'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 Capita PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0947 | |||
| Maximum Drawdown | 107.17 |
Capita PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capita PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capita PLC's standard deviation. In reality, there are many statistical measures that can use Capita PLC historical prices to predict the future Capita PLC's volatility.| Risk Adjusted Performance | 0.0806 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.2373 | |||
| Treynor Ratio | 0.5516 |
Capita PLC Backtested Returns
Capita PLC secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Capita PLC exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capita PLC's Standard Deviation of 11.47, risk adjusted performance of 0.0806, and Mean Deviation of 2.74 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.07, 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, Capita PLC will likely underperform. At this point, Capita PLC has a negative expected return of -0.25%. Please make sure to confirm Capita PLC's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Capita PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Capita PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Capita PLC time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd 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 Capita PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Capita PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capita PLC lagged returns against current returns
Autocorrelation, which is Capita PLC 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 Capita PLC's pink sheet expected returns. We can calculate the autocorrelation of Capita PLC returns to help us make a trade decision. For example, suppose you find that Capita PLC 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 |
Capita PLC 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 Capita PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capita PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capita PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Capita PLC Lagged Returns
When evaluating Capita PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capita PLC pink sheet have on its future price. Capita PLC 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, Capita PLC autocorrelation shows the relationship between Capita PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capita PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Capita Pink Sheet
Capita PLC financial ratios help investors to determine whether Capita 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 Capita with respect to the benefits of owning Capita PLC security.