Capitol Series Trust Fund Market Value
| FTHMX Fund | 28.12 0.25 0.88% |
| Symbol | Capitol |
Capitol Series '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 Capitol Series' mutual fund 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 Capitol Series.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Capitol Series on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Capitol Series Trust or generate 0.0% return on investment in Capitol Series over 30 days. Capitol Series is related to or competes with T Rowe, Calvert Bond, National Tax, Bbh Intermediate, Siit High, Barings High, and Rbc Ultra. Under normal circumstances, the fund seeks to achieve its objective by investing at least 80 percent of its net assets i... More
Capitol Series 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 Capitol Series' mutual fund 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 Capitol Series Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7721 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.32 |
Capitol Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitol Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capitol Series' standard deviation. In reality, there are many statistical measures that can use Capitol Series historical prices to predict the future Capitol Series' volatility.| Risk Adjusted Performance | 0.0278 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0218 |
Capitol Series Trust Backtested Returns
At this stage we consider Capitol Mutual Fund to be very steady. Capitol Series Trust secures Sharpe Ratio (or Efficiency) of 0.0241, which signifies that the fund had a 0.0241 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Capitol Series Trust, which you can use to evaluate the volatility of the entity. Please confirm Capitol Series' Downside Deviation of 0.7721, mean deviation of 0.5935, and Risk Adjusted Performance of 0.0278 to double-check if the risk estimate we provide is consistent with the expected return of 0.0193%. The fund shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Capitol Series returns are very sensitive to returns on the market. As the market goes up or down, Capitol Series is expected to follow.
Auto-correlation | -0.24 |
Weak reverse predictability
Capitol Series Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Capitol Series time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Capitol Series Trust price movement. The serial correlation of -0.24 indicates that over 24.0% of current Capitol Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Capitol Series Trust lagged returns against current returns
Autocorrelation, which is Capitol Series mutual fund'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 Capitol Series' mutual fund expected returns. We can calculate the autocorrelation of Capitol Series returns to help us make a trade decision. For example, suppose you find that Capitol Series has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Capitol Series 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 Capitol Series mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capitol Series mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capitol Series mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Capitol Series Lagged Returns
When evaluating Capitol Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capitol Series mutual fund have on its future price. Capitol Series 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, Capitol Series autocorrelation shows the relationship between Capitol Series mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Capitol Series Trust.
Regressed Prices |
| Timeline |
Also Currently Popular
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Capitol Mutual Fund
Capitol Series financial ratios help investors to determine whether Capitol Mutual Fund 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 Capitol with respect to the benefits of owning Capitol Series security.
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