A Capital's market value is the price at which a share of A Capital trades on a public exchange. It measures the collective expectations of A Capital Holding investors about its performance. A Capital is trading at 2.56 as of the 2nd of March 2025. This is a 1.59 percent increase since the beginning of the trading day. The stock's lowest day price was 2.53. With this module, you can estimate the performance of a buy and hold strategy of A Capital Holding and determine expected loss or profit from investing in A Capital over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
ACAP
A 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 A Capital'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 A Capital.
0.00
01/31/2025
No Change 0.00
0.0
In 31 days
03/02/2025
0.00
If you would invest 0.00 in A Capital on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding A Capital Holding or generate 0.0% return on investment in A Capital over 30 days.
A 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 A Capital'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 A Capital Holding upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for A Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A Capital's standard deviation. In reality, there are many statistical measures that can use A Capital historical prices to predict the future A Capital's volatility.
A Capital Holding retains Efficiency (Sharpe Ratio) of -0.0284, which signifies that the company had a -0.0284 % return per unit of risk over the last 3 months. A Capital exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm A Capital's coefficient of variation of 19480.95, and Market Risk Adjusted Performance of 0.0084 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, A Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding A Capital is expected to be smaller as well. At this point, A Capital Holding has a negative expected return of -0.047%. Please make sure to confirm A Capital's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if A Capital Holding performance from the past will be repeated sooner or later.
Auto-correlation
-0.83
Excellent reverse predictability
A Capital Holding has excellent reverse predictability. Overlapping area represents the amount of predictability between A Capital time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of A Capital Holding price movement. The serial correlation of -0.83 indicates that around 83.0% of current A Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.83
Spearman Rank Test
-0.97
Residual Average
0.0
Price Variance
0.0
A Capital Holding lagged returns against current returns
Autocorrelation, which is A Capital 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 A Capital's stock expected returns. We can calculate the autocorrelation of A Capital returns to help us make a trade decision. For example, suppose you find that A Capital 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
A 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 A Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A Capital stock over time.
Current vs Lagged Prices
Timeline
A Capital Lagged Returns
When evaluating A Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A Capital stock have on its future price. A 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, A Capital autocorrelation shows the relationship between A Capital stock current value and its past values and can show if there is a momentum factor associated with investing in A Capital Holding.
Regressed Prices
Timeline
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