Capital One (Germany) Market Value
| CFX Stock | EUR 181.00 1.00 0.55% |
| Symbol | Capital |
Capital One '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 One'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 One.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Capital One on June 8, 2023 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 One over 540 days. Capital One is related to or competes with USWE SPORTS, Fukuyama Transporting, and National Bank. Capital One Financial Corporation operates as the financial services holding company for the Capital One Bank , National... More
Capital One 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 One'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 One Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.147 | |||
| Maximum Drawdown | 21.21 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 3.53 |
Capital One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital One's standard deviation. In reality, there are many statistical measures that can use Capital One historical prices to predict the future Capital One's volatility.| Risk Adjusted Performance | 0.1526 | |||
| Jensen Alpha | 0.3831 | |||
| Total Risk Alpha | 0.1049 | |||
| Sortino Ratio | 0.2544 | |||
| Treynor Ratio | 0.3808 |
Capital One Financial Backtested Returns
Capital One appears to be very steady, given 3 months investment horizon. Capital One Financial secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. By analyzing Capital One's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Capital One's Mean Deviation of 1.77, risk adjusted performance of 0.1526, and Downside Deviation of 1.71 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital One holds a performance score of 14. The firm shows a Beta (market volatility) of 1.44, 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, Capital One will likely underperform. Please check Capital One's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Capital One's price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Capital One Financial has good predictability. Overlapping area represents the amount of predictability between Capital One time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 0.71 indicates that around 71.0% of current Capital One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 199.15 |
Capital One Financial lagged returns against current returns
Autocorrelation, which is Capital One 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 One's stock expected returns. We can calculate the autocorrelation of Capital One returns to help us make a trade decision. For example, suppose you find that Capital One 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 One 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 One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital One stock over time.
Current vs Lagged Prices |
| Timeline |
Capital One Lagged Returns
When evaluating Capital One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital One stock have on its future price. Capital One 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 One autocorrelation shows the relationship between Capital One stock 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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Capital Stock
When determining whether Capital One Financial is a strong investment it is important to analyze Capital One's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Capital One's future performance. For an informed investment choice regarding Capital Stock, refer to the following important reports:Check out Capital One Correlation, Capital One Volatility and Capital One Alpha and Beta module to complement your research on Capital One. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Capital One technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.