Capcom Co Stock Market Value
| CCOEF Stock | USD 22.86 0.00 0.00% |
| Symbol | Capcom |
Capcom Co '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 Capcom Co's pink sheet 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 Capcom Co.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Capcom Co on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Capcom Co or generate 0.0% return on investment in Capcom Co over 360 days. Capcom Co is related to or competes with Square Enix, CD Projekt, Sega Sammy, Square Enix, Capcom Co, Nexon Co, and Doubledown Interactive. Capcom Co., Ltd. plans, develops, manufactures, sells, and distributes home video games, online games, mobile games, and... More
Capcom Co 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 Capcom Co's pink sheet 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 Capcom Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.04 | |||
| Information Ratio | 0.0315 | |||
| Maximum Drawdown | 15.6 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 5.34 |
Capcom Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capcom Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capcom Co's standard deviation. In reality, there are many statistical measures that can use Capcom Co historical prices to predict the future Capcom Co's volatility.| Risk Adjusted Performance | 0.0696 | |||
| Jensen Alpha | 0.1778 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0154 | |||
| Treynor Ratio | 1.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capcom Co'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.
Capcom Co Backtested Returns
Capcom Co appears to be not too volatile, given 3 months investment horizon. Capcom Co secures Sharpe Ratio (or Efficiency) of 0.0839, which signifies that the company had a 0.0839% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Capcom Co, which you can use to evaluate the volatility of the firm. Please makes use of Capcom Co's Downside Deviation of 5.04, mean deviation of 1.07, and Risk Adjusted Performance of 0.0696 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capcom Co holds a performance score of 6. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capcom Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capcom Co is expected to be smaller as well. Please check Capcom Co's total risk alpha, downside variance, day median price, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Capcom Co's price patterns will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Capcom Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Capcom Co time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Capcom Co price movement. The serial correlation of -0.18 indicates that over 18.0% of current Capcom Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Capcom Co lagged returns against current returns
Autocorrelation, which is Capcom Co pink sheet'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 Capcom Co's pink sheet expected returns. We can calculate the autocorrelation of Capcom Co returns to help us make a trade decision. For example, suppose you find that Capcom Co has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Capcom Co 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 Capcom Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capcom Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capcom Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Capcom Co Lagged Returns
When evaluating Capcom Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capcom Co pink sheet have on its future price. Capcom Co 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, Capcom Co autocorrelation shows the relationship between Capcom Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capcom Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Capcom Pink Sheet
Capcom Co financial ratios help investors to determine whether Capcom Pink Sheet 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 Capcom with respect to the benefits of owning Capcom Co security.