CAP LEASE (UK) Market Value
| CLA Stock | 0.50 0.02 4.17% |
| Symbol | CAP |
CAP LEASE '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 CAP LEASE'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 CAP LEASE.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in CAP LEASE on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding CAP LEASE AVIATION or generate 0.0% return on investment in CAP LEASE over 720 days. CAP LEASE is related to or competes with PPHE Hotel, Silvercorp Metals, Southern Copper, McEwen Mining, Liontrust Asset, Litigation Capital, and METALL ZUG. CAP LEASE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
CAP LEASE 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 CAP LEASE'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 CAP LEASE AVIATION upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.31 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.77 |
CAP LEASE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAP LEASE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAP LEASE's standard deviation. In reality, there are many statistical measures that can use CAP LEASE historical prices to predict the future CAP LEASE's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.53) |
CAP LEASE AVIATION Backtested Returns
CAP LEASE AVIATION secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. CAP LEASE AVIATION exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CAP LEASE's Coefficient Of Variation of (649.70), variance of 5.7, and Mean Deviation of 1.27 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CAP LEASE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAP LEASE is expected to be smaller as well. At this point, CAP LEASE AVIATION has a negative expected return of -0.38%. Please make sure to confirm CAP LEASE's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if CAP LEASE AVIATION performance from the past will be repeated in the future.
Auto-correlation | 0.04 |
Virtually no predictability
CAP LEASE AVIATION has virtually no predictability. Overlapping area represents the amount of predictability between CAP LEASE time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 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 CAP LEASE AVIATION price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current CAP LEASE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CAP LEASE AVIATION lagged returns against current returns
Autocorrelation, which is CAP LEASE 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 CAP LEASE's stock expected returns. We can calculate the autocorrelation of CAP LEASE returns to help us make a trade decision. For example, suppose you find that CAP LEASE 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 |
CAP LEASE 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 CAP LEASE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAP LEASE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAP LEASE stock over time.
Current vs Lagged Prices |
| Timeline |
CAP LEASE Lagged Returns
When evaluating CAP LEASE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAP LEASE stock have on its future price. CAP LEASE 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, CAP LEASE autocorrelation shows the relationship between CAP LEASE stock current value and its past values and can show if there is a momentum factor associated with investing in CAP LEASE AVIATION.
Regressed Prices |
| Timeline |
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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 CAP Stock
CAP LEASE financial ratios help investors to determine whether CAP Stock 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 CAP with respect to the benefits of owning CAP LEASE security.