CapMan Oyj (Finland) Market Value
| CAPMAN Stock | EUR 1.83 0.01 0.55% |
| Symbol | CapMan |
CapMan Oyj '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 CapMan Oyj'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 CapMan Oyj.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in CapMan Oyj on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding CapMan Oyj B or generate 0.0% return on investment in CapMan Oyj over 30 days. CapMan Oyj is related to or competes with Nordea Bank, Telia Company, Fortum Oyj, SSAB AB, and SSAB AB. CapMan Oyj is a private equity firm specializing in growth capital investments, industry consolidation, middle market bu... More
CapMan Oyj 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 CapMan Oyj'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 CapMan Oyj B upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.29 |
CapMan Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CapMan Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CapMan Oyj's standard deviation. In reality, there are many statistical measures that can use CapMan Oyj historical prices to predict the future CapMan Oyj's volatility.| Risk Adjusted Performance | 0.0363 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.39) |
CapMan Oyj B Backtested Returns
At this point, CapMan Oyj is relatively risky. CapMan Oyj B secures Sharpe Ratio (or Efficiency) of 0.0362, which signifies that the company had a 0.0362% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CapMan Oyj B, which you can use to evaluate the volatility of the firm. Please confirm CapMan Oyj's Mean Deviation of 1.01, downside deviation of 1.23, and Risk Adjusted Performance of 0.0363 to double-check if the risk estimate we provide is consistent with the expected return of 0.054%. CapMan Oyj has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CapMan Oyj are expected to decrease at a much lower rate. During the bear market, CapMan Oyj is likely to outperform the market. CapMan Oyj B right now shows a risk of 1.49%. Please confirm CapMan Oyj B downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if CapMan Oyj B will be following its price patterns.
Auto-correlation | -0.93 |
Near perfect reversele predictability
CapMan Oyj B has near perfect reversele predictability. Overlapping area represents the amount of predictability between CapMan Oyj time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 CapMan Oyj B price movement. The serial correlation of -0.93 indicates that approximately 93.0% of current CapMan Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.93 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CapMan Oyj B lagged returns against current returns
Autocorrelation, which is CapMan Oyj 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 CapMan Oyj's stock expected returns. We can calculate the autocorrelation of CapMan Oyj returns to help us make a trade decision. For example, suppose you find that CapMan Oyj 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 |
CapMan Oyj 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 CapMan Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CapMan Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CapMan Oyj stock over time.
Current vs Lagged Prices |
| Timeline |
CapMan Oyj Lagged Returns
When evaluating CapMan Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CapMan Oyj stock have on its future price. CapMan Oyj 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, CapMan Oyj autocorrelation shows the relationship between CapMan Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in CapMan Oyj B.
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 CapMan Stock
CapMan Oyj financial ratios help investors to determine whether CapMan 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 CapMan with respect to the benefits of owning CapMan Oyj security.