Capital Southwest Stock Market Value
| CSWC Stock | USD 22.82 0.10 0.44% |
| Symbol | Capital |
Capital Southwest Price To Book Ratio
Is Asset Management & Custody Banks 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 Capital Southwest. If investors know Capital 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 Capital Southwest listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.16) | Dividend Share 2.29 | Earnings Share 1.64 | Revenue Per Share 4.371 | Quarterly Revenue Growth 0.139 |
The market value of Capital Southwest is measured differently than its book value, which is the value of Capital that is recorded on the company's balance sheet. Investors also form their own opinion of Capital Southwest's value that differs from its market value or its book value, called intrinsic value, which is Capital Southwest'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 Capital Southwest's market value can be influenced by many factors that don't directly affect Capital Southwest'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 Capital Southwest's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capital Southwest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capital Southwest'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.
Capital Southwest '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 Southwest'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 Capital Southwest.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Capital Southwest on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Capital Southwest or generate 0.0% return on investment in Capital Southwest over 30 days. Capital Southwest is related to or competes with Northern Trust, Franklin Resources, Invesco Plc, T Rowe, Bank of New York, SEI Investments, and Principal Financial. Capital Southwest Corporation is a business development company specializing in credit and private equity and venture ca... More
Capital Southwest 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 Southwest'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 Capital Southwest upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.58 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.39 |
Capital Southwest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Southwest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Southwest's standard deviation. In reality, there are many statistical measures that can use Capital Southwest historical prices to predict the future Capital Southwest's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capital Southwest'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.
Capital Southwest Backtested Returns
Capital Southwest secures Sharpe Ratio (or Efficiency) of -0.0899, which signifies that the company had a -0.0899% return per unit of risk over the last 3 months. Capital Southwest exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capital Southwest's Standard Deviation of 1.32, risk adjusted performance of (0.05), and Mean Deviation of 0.807 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Capital Southwest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Southwest is expected to be smaller as well. At this point, Capital Southwest has a negative expected return of -0.12%. Please make sure to confirm Capital Southwest's maximum drawdown, as well as the relationship between the accumulation distribution and day typical price , to decide if Capital Southwest performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Capital Southwest has poor reverse predictability. Overlapping area represents the amount of predictability between Capital Southwest time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Capital Southwest price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Capital Southwest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Capital Southwest lagged returns against current returns
Autocorrelation, which is Capital Southwest 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 Southwest's stock expected returns. We can calculate the autocorrelation of Capital Southwest returns to help us make a trade decision. For example, suppose you find that Capital Southwest 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 Southwest 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 Southwest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Southwest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Southwest stock over time.
Current vs Lagged Prices |
| Timeline |
Capital Southwest Lagged Returns
When evaluating Capital Southwest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Southwest stock have on its future price. Capital Southwest 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 Southwest autocorrelation shows the relationship between Capital Southwest stock current value and its past values and can show if there is a momentum factor associated with investing in Capital Southwest.
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.When determining whether Capital Southwest offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Capital Southwest's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Capital Southwest Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Capital Southwest Stock:Check out Capital Southwest Correlation, Capital Southwest Volatility and Capital Southwest Alpha and Beta module to complement your research on Capital Southwest. For information on how to trade Capital Stock refer to our How to Trade Capital Stock guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Capital Southwest technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.