Capital Securities Fund Market Value
| PCSFX Fund | USD 9.72 0.02 0.21% |
| Symbol | Capital |
Capital Securities '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 Securities' 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 Capital Securities.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Capital Securities on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Capital Securities Fund or generate 0.0% return on investment in Capital Securities over 30 days. Capital Securities is related to or competes with T Rowe, T Rowe, T Rowe, Multimanager Lifestyle, T Rowe, T Rowe, and Pgim Conservative. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in capital securiti... More
Capital Securities 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 Securities' 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 Capital Securities Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1229 | |||
| Information Ratio | (0.55) | |||
| Maximum Drawdown | 0.3141 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1046 |
Capital Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Securities' standard deviation. In reality, there are many statistical measures that can use Capital Securities historical prices to predict the future Capital Securities' volatility.| Risk Adjusted Performance | 0.1521 | |||
| Jensen Alpha | 0.0133 | |||
| Total Risk Alpha | 0.0092 | |||
| Sortino Ratio | (0.39) | |||
| Treynor Ratio | 0.3083 |
Capital Securities Backtested Returns
At this stage we consider Capital Mutual Fund to be very steady. Capital Securities secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Capital Securities Fund, which you can use to evaluate the volatility of the entity. Please confirm Capital Securities' Risk Adjusted Performance of 0.1521, coefficient of variation of 321.87, and Mean Deviation of 0.0703 to double-check if the risk estimate we provide is consistent with the expected return of 0.026%. The fund shows a Beta (market volatility) of 0.0544, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capital Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Securities is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Capital Securities Fund has good predictability. Overlapping area represents the amount of predictability between Capital Securities time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Capital Securities price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Capital Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capital Securities lagged returns against current returns
Autocorrelation, which is Capital Securities 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 Capital Securities' mutual fund expected returns. We can calculate the autocorrelation of Capital Securities returns to help us make a trade decision. For example, suppose you find that Capital Securities 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 |
Capital Securities 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 Securities mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Securities mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Securities mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Capital Securities Lagged Returns
When evaluating Capital Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Securities mutual fund have on its future price. Capital Securities 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 Securities autocorrelation shows the relationship between Capital Securities mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Capital Securities Fund.
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.Other Information on Investing in Capital Mutual Fund
Capital Securities financial ratios help investors to determine whether Capital 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 Capital with respect to the benefits of owning Capital Securities security.
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