Capgemini (France) Market Value
| CAP Stock | EUR 151.90 0.25 0.16% |
| Symbol | Capgemini |
Capgemini '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 Capgemini'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 Capgemini.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Capgemini on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Capgemini SE or generate 0.0% return on investment in Capgemini over 360 days. Capgemini is related to or competes with Atos SE, Compagnie, Pernod Ricard, Bouygues, and Accor S. Capgemini SE provides consulting, technology, and digital transformation services More
Capgemini 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 Capgemini'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 Capgemini SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 11.68 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 2.25 |
Capgemini Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capgemini's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capgemini's standard deviation. In reality, there are many statistical measures that can use Capgemini historical prices to predict the future Capgemini's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.83) |
Capgemini SE Backtested Returns
Capgemini SE 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. Capgemini SE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capgemini's Standard Deviation of 1.85, risk adjusted performance of (0.12), and Mean Deviation of 1.33 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capgemini's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capgemini is expected to be smaller as well. At this point, Capgemini SE has a negative expected return of -0.3%. Please make sure to confirm Capgemini's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Capgemini SE performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Capgemini SE has very weak reverse predictability. Overlapping area represents the amount of predictability between Capgemini time series from 7th of December 2023 to 4th of June 2024 and 4th of June 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 Capgemini SE price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Capgemini price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 115.7 |
Capgemini SE lagged returns against current returns
Autocorrelation, which is Capgemini 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 Capgemini's stock expected returns. We can calculate the autocorrelation of Capgemini returns to help us make a trade decision. For example, suppose you find that Capgemini 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 |
Capgemini 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 Capgemini stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capgemini stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capgemini stock over time.
Current vs Lagged Prices |
| Timeline |
Capgemini Lagged Returns
When evaluating Capgemini's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capgemini stock have on its future price. Capgemini 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, Capgemini autocorrelation shows the relationship between Capgemini stock current value and its past values and can show if there is a momentum factor associated with investing in Capgemini SE.
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 Capgemini Stock
Capgemini financial ratios help investors to determine whether Capgemini 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 Capgemini with respect to the benefits of owning Capgemini security.