Capitan Mining Stock Market Value
| CAPT Stock | CAD 0.42 0.01 2.44% |
| Symbol | Capitan |
Capitan Mining Price To Book Ratio
Capitan Mining '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 Capitan Mining'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 Capitan Mining.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Capitan Mining on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Capitan Mining or generate 0.0% return on investment in Capitan Mining over 90 days. Capitan Mining is related to or competes with Ressources Minieres, and Northern Superior. Capitan Mining Inc. operates as a mineral exploration company More
Capitan Mining 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 Capitan Mining'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 Capitan Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.16 | |||
| Information Ratio | 0.1021 | |||
| Maximum Drawdown | 45.08 | |||
| Value At Risk | (9.76) | |||
| Potential Upside | 12.77 |
Capitan Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitan Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capitan Mining's standard deviation. In reality, there are many statistical measures that can use Capitan Mining historical prices to predict the future Capitan Mining's volatility.| Risk Adjusted Performance | 0.0802 | |||
| Jensen Alpha | 0.6808 | |||
| Total Risk Alpha | 1.89 | |||
| Sortino Ratio | 0.1246 | |||
| Treynor Ratio | 1.6 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capitan Mining's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Capitan Mining Backtested Returns
Capitan Mining appears to be out of control, given 3 months investment horizon. Capitan Mining secures Sharpe Ratio (or Efficiency) of 0.0941, which signifies that the company had a 0.0941 % return per unit of risk over the last 3 months. By analyzing Capitan Mining's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please makes use of Capitan Mining's Risk Adjusted Performance of 0.0802, mean deviation of 5.2, and Downside Deviation of 6.16 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capitan Mining holds a performance score of 7. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capitan Mining's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capitan Mining is expected to be smaller as well. Please check Capitan Mining's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Capitan Mining's price patterns will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Capitan Mining has modest reverse predictability. Overlapping area represents the amount of predictability between Capitan Mining time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Capitan Mining price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Capitan Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capitan Mining lagged returns against current returns
Autocorrelation, which is Capitan Mining 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 Capitan Mining's stock expected returns. We can calculate the autocorrelation of Capitan Mining returns to help us make a trade decision. For example, suppose you find that Capitan Mining 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 |
Capitan Mining 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 Capitan Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capitan Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capitan Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Capitan Mining Lagged Returns
When evaluating Capitan Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capitan Mining stock have on its future price. Capitan Mining 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, Capitan Mining autocorrelation shows the relationship between Capitan Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Capitan Mining.
Regressed Prices |
| Timeline |
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Additional Tools for Capitan Stock Analysis
When running Capitan Mining's price analysis, check to measure Capitan Mining'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 Capitan Mining is operating at the current time. Most of Capitan Mining's value examination focuses on studying past and present price action to predict the probability of Capitan Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capitan Mining's price. Additionally, you may evaluate how the addition of Capitan Mining to your portfolios can decrease your overall portfolio volatility.