Captiva Verde Land Stock Market Value
| CPIVF Stock | USD 0.01 0.01 75.00% |
| Symbol | Captiva |
Captiva Verde '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 Captiva Verde's pink sheet 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 Captiva Verde.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Captiva Verde on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Captiva Verde Land or generate 0.0% return on investment in Captiva Verde over 30 days. Captiva Verde is related to or competes with CbdMD, Evolus, Akanda Corp, Biofrontera, Collegium Pharmaceutical, ANI Pharmaceuticals, and INC Research. Captiva Verde Wellness Corp. operates as a health and wellness company More
Captiva Verde 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 Captiva Verde's pink sheet 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 Captiva Verde Land upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 43.27 | |||
| Information Ratio | 0.1596 | |||
| Maximum Drawdown | 295.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 92.08 |
Captiva Verde Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Captiva Verde's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Captiva Verde's standard deviation. In reality, there are many statistical measures that can use Captiva Verde historical prices to predict the future Captiva Verde's volatility.| Risk Adjusted Performance | 0.1341 | |||
| Jensen Alpha | 8.73 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.1717 | |||
| Treynor Ratio | (0.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Captiva Verde's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Captiva Verde Land Backtested Returns
Captiva Verde is out of control given 3 months investment horizon. Captiva Verde Land 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. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 7.57% are justified by taking the suggested risk. Use Captiva Verde Risk Adjusted Performance of 0.1341, mean deviation of 28.36, and Downside Deviation of 43.27 to evaluate company specific risk that cannot be diversified away. Captiva Verde holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -9.18, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Captiva Verde are expected to decrease by larger amounts. On the other hand, during market turmoil, Captiva Verde is expected to outperform it. Use Captiva Verde sortino ratio and the relationship between the potential upside and day median price , to analyze future returns on Captiva Verde.
Auto-correlation | 0.50 |
Modest predictability
Captiva Verde Land has modest predictability. Overlapping area represents the amount of predictability between Captiva Verde time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Captiva Verde Land price movement. The serial correlation of 0.5 indicates that about 50.0% of current Captiva Verde price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Captiva Verde Land lagged returns against current returns
Autocorrelation, which is Captiva Verde pink sheet'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 Captiva Verde's pink sheet expected returns. We can calculate the autocorrelation of Captiva Verde returns to help us make a trade decision. For example, suppose you find that Captiva Verde has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Captiva Verde 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 Captiva Verde pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Captiva Verde pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Captiva Verde pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Captiva Verde Lagged Returns
When evaluating Captiva Verde's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Captiva Verde pink sheet have on its future price. Captiva Verde 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, Captiva Verde autocorrelation shows the relationship between Captiva Verde pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Captiva Verde Land.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Captiva Pink Sheet
Captiva Verde financial ratios help investors to determine whether Captiva Pink Sheet 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 Captiva with respect to the benefits of owning Captiva Verde security.