Capital Metals (UK) Market Value
| CMET Stock | 1.55 0.05 3.13% |
| Symbol | Capital |
Capital Metals '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 Capital Metals' 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 Capital Metals.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Capital Metals on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Capital Metals PLC or generate 0.0% return on investment in Capital Metals over 720 days. Capital Metals is related to or competes with Gear4music (Holdings), Bet At, Take Two, Gaztransport, Spotify Technology, Infineon Technologies, and Zoom Video. Capital Metals is entity of United Kingdom More
Capital Metals 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 Capital Metals' 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 Capital Metals PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.86 | |||
| Information Ratio | 0.0105 | |||
| Maximum Drawdown | 29.52 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 3.45 |
Capital Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Metals' standard deviation. In reality, there are many statistical measures that can use Capital Metals historical prices to predict the future Capital Metals' volatility.| Risk Adjusted Performance | 0.0136 | |||
| Jensen Alpha | 0.0235 | |||
| Total Risk Alpha | 0.1475 | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 0.1254 |
Capital Metals PLC Backtested Returns
Capital Metals PLC secures Sharpe Ratio (or Efficiency) of -0.0594, which signifies that the company had a -0.0594 % return per unit of risk over the last 3 months. Capital Metals PLC exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capital Metals' Downside Deviation of 5.86, risk adjusted performance of 0.0136, and Mean Deviation of 1.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capital Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Metals is expected to be smaller as well. At this point, Capital Metals PLC has a negative expected return of -0.22%. Please make sure to confirm Capital Metals' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Capital Metals PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Capital Metals PLC has weak predictability. Overlapping area represents the amount of predictability between Capital Metals time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Capital Metals PLC price movement. The serial correlation of 0.23 indicates that over 23.0% of current Capital Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.54 |
Capital Metals PLC lagged returns against current returns
Autocorrelation, which is Capital Metals 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 Capital Metals' stock expected returns. We can calculate the autocorrelation of Capital Metals returns to help us make a trade decision. For example, suppose you find that Capital Metals 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 |
Capital Metals 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 Capital Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Metals Lagged Returns
When evaluating Capital Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Metals stock have on its future price. Capital Metals 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, Capital Metals autocorrelation shows the relationship between Capital Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Metals PLC.
Regressed Prices |
| Timeline |
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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.Additional Tools for Capital Stock Analysis
When running Capital Metals' price analysis, check to measure Capital Metals' 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 Capital Metals is operating at the current time. Most of Capital Metals' value examination focuses on studying past and present price action to predict the probability of Capital Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Metals' price. Additionally, you may evaluate how the addition of Capital Metals to your portfolios can decrease your overall portfolio volatility.