CAPITAL ONE FINANCIAL Market Value
| 14040HCE3 | 92.80 4.47 4.60% |
| Symbol | CAPITAL |
CAPITAL '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's bond 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.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in CAPITAL on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding CAPITAL ONE FINANCIAL or generate 0.0% return on investment in CAPITAL over 30 days. CAPITAL is related to or competes with US Global, Ryman Hospitality, RadNet, Teleflex Incorporated, Waste Management, PennantPark Floating, and Biglari Holdings. More
CAPITAL 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's bond 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 ONE FINANCIAL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.37 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 0.5706 |
CAPITAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAPITAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAPITAL's standard deviation. In reality, there are many statistical measures that can use CAPITAL historical prices to predict the future CAPITAL's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (1.04) |
CAPITAL ONE FINANCIAL Backtested Returns
CAPITAL ONE FINANCIAL secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of risk over the last 3 months. CAPITAL ONE FINANCIAL exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CAPITAL's Variance of 1.52, coefficient of variation of (1,727), and Mean Deviation of 0.4795 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.0783, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CAPITAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAPITAL is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
CAPITAL ONE FINANCIAL has average predictability. Overlapping area represents the amount of predictability between CAPITAL 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 ONE FINANCIAL price movement. The serial correlation of 0.48 indicates that about 48.0% of current CAPITAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
CAPITAL ONE FINANCIAL lagged returns against current returns
Autocorrelation, which is CAPITAL bond'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's bond expected returns. We can calculate the autocorrelation of CAPITAL returns to help us make a trade decision. For example, suppose you find that CAPITAL has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAPITAL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAPITAL bond over time.
Current vs Lagged Prices |
| Timeline |
CAPITAL Lagged Returns
When evaluating CAPITAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAPITAL bond have on its future price. CAPITAL 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 autocorrelation shows the relationship between CAPITAL bond current value and its past values and can show if there is a momentum factor associated with investing in CAPITAL ONE FINANCIAL.
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 Bond
CAPITAL financial ratios help investors to determine whether CAPITAL Bond 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 security.