Capital Point (Israel) Market Value
| CPTP Stock | ILA 61.00 1.10 1.84% |
| Symbol | Capital |
Capital Point '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 Point'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 Point.
| 11/24/2024 |
| 12/24/2024 |
If you would invest 0.00 in Capital Point on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding Capital Point or generate 0.0% return on investment in Capital Point over 30 days. Capital Point is related to or competes with Harel Insurance, Clal Insurance, Bank Hapoalim, Bank Leumi, and Menora Miv. Capital Point Ltd. is a venture capital firm specializing in incubation financing and investments in early stage compani... More
Capital Point 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 Point'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 Point upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.1557 | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 3.65 |
Capital Point Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Point's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Point's standard deviation. In reality, there are many statistical measures that can use Capital Point historical prices to predict the future Capital Point's volatility.| Risk Adjusted Performance | 0.1433 | |||
| Jensen Alpha | 0.3281 | |||
| Total Risk Alpha | 0.2572 | |||
| Sortino Ratio | 0.1402 | |||
| Treynor Ratio | (0.43) |
Capital Point Backtested Returns
Capital Point appears to be very steady, given 3 months investment horizon. Capital Point secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Capital Point, which you can use to evaluate the volatility of the firm. Please makes use of Capital Point's Mean Deviation of 1.06, downside deviation of 2.06, and Risk Adjusted Performance of 0.1433 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital Point holds a performance score of 19. The firm shows a Beta (market volatility) of -0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Capital Point are expected to decrease at a much lower rate. During the bear market, Capital Point is likely to outperform the market. Please check Capital Point's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Capital Point's price patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
Capital Point has very good predictability. Overlapping area represents the amount of predictability between Capital Point time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 Capital Point price movement. The serial correlation of 0.85 indicates that around 85.0% of current Capital Point price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 13.65 |
Capital Point lagged returns against current returns
Autocorrelation, which is Capital Point 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 Point's stock expected returns. We can calculate the autocorrelation of Capital Point returns to help us make a trade decision. For example, suppose you find that Capital Point 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 Point 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 Point stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Point stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Point stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Point Lagged Returns
When evaluating Capital Point's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Point stock have on its future price. Capital Point 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 Point autocorrelation shows the relationship between Capital Point stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Point.
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 Stock
Capital Point financial ratios help investors to determine whether Capital 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 Capital with respect to the benefits of owning Capital Point security.