Captivision Ordinary Shares Stock Market Value
| CAPT Stock | 0.57 0.04 7.55% |
| Symbol | Captivision |
Is Building Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Captivision Ordinary. If investors know Captivision will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Captivision Ordinary listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Captivision Ordinary is measured differently than its book value, which is the value of Captivision that is recorded on the company's balance sheet. Investors also form their own opinion of Captivision Ordinary's value that differs from its market value or its book value, called intrinsic value, which is Captivision Ordinary's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Captivision Ordinary's market value can be influenced by many factors that don't directly affect Captivision Ordinary's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Captivision Ordinary's value and its price as these two are different measures arrived at by different means. Investors typically determine if Captivision Ordinary is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Captivision Ordinary's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Captivision Ordinary '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 Captivision Ordinary'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 Captivision Ordinary.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Captivision Ordinary on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Captivision Ordinary Shares or generate 0.0% return on investment in Captivision Ordinary over 90 days. Captivision Ordinary is related to or competes with Turning Point, PepsiCo, Keurig Dr, Dow, Sensient Technologies, Japan Tobacco, and Ecovyst. More
Captivision Ordinary 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 Captivision Ordinary'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 Captivision Ordinary Shares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.85 | |||
| Information Ratio | 0.0524 | |||
| Maximum Drawdown | 173.87 | |||
| Value At Risk | (15.09) | |||
| Potential Upside | 12.0 |
Captivision Ordinary Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Captivision Ordinary's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Captivision Ordinary's standard deviation. In reality, there are many statistical measures that can use Captivision Ordinary historical prices to predict the future Captivision Ordinary's volatility.| Risk Adjusted Performance | 0.0509 | |||
| Jensen Alpha | 0.7942 | |||
| Total Risk Alpha | 3.42 | |||
| Sortino Ratio | 0.0959 | |||
| Treynor Ratio | (0.74) |
Captivision Ordinary Backtested Returns
Captivision Ordinary appears to be out of control, given 3 months investment horizon. Captivision Ordinary secures Sharpe Ratio (or Efficiency) of 0.0474, which signifies that the company had a 0.0474 % return per unit of risk over the last 3 months. By analyzing Captivision Ordinary's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please makes use of Captivision Ordinary's Mean Deviation of 8.58, risk adjusted performance of 0.0509, and Downside Deviation of 10.85 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Captivision Ordinary holds a performance score of 3. The firm shows a Beta (market volatility) of -1.26, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Captivision Ordinary are expected to decrease by larger amounts. On the other hand, during market turmoil, Captivision Ordinary is expected to outperform it. Please check Captivision Ordinary's treynor ratio and the relationship between the semi variance and price action indicator , to make a quick decision on whether Captivision Ordinary's price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Captivision Ordinary Shares has very weak reverse predictability. Overlapping area represents the amount of predictability between Captivision Ordinary time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Captivision Ordinary price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Captivision Ordinary price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Captivision Ordinary lagged returns against current returns
Autocorrelation, which is Captivision Ordinary 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 Captivision Ordinary's stock expected returns. We can calculate the autocorrelation of Captivision Ordinary returns to help us make a trade decision. For example, suppose you find that Captivision Ordinary 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 |
Captivision Ordinary 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 Captivision Ordinary stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Captivision Ordinary stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Captivision Ordinary stock over time.
Current vs Lagged Prices |
| Timeline |
Captivision Ordinary Lagged Returns
When evaluating Captivision Ordinary's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Captivision Ordinary stock have on its future price. Captivision Ordinary 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, Captivision Ordinary autocorrelation shows the relationship between Captivision Ordinary stock current value and its past values and can show if there is a momentum factor associated with investing in Captivision Ordinary Shares.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Captivision Stock Analysis
When running Captivision Ordinary's price analysis, check to measure Captivision Ordinary's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Captivision Ordinary is operating at the current time. Most of Captivision Ordinary's value examination focuses on studying past and present price action to predict the probability of Captivision Ordinary's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Captivision Ordinary's price. Additionally, you may evaluate how the addition of Captivision Ordinary to your portfolios can decrease your overall portfolio volatility.