CAPITAL's market value is the price at which a share of CAPITAL trades on an exchange. It measures the collective expectations of CAPITAL ONE FINANCIAL investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of CAPITAL ONE FINANCIAL and determine expected loss or profit from investing in CAPITAL over a given investment horizon. Check out CAPITAL Correlation, CAPITAL Volatility and CAPITAL Alpha and Beta module to complement your research on CAPITAL.
Please note, there is a significant difference between CAPITAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if CAPITAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CAPITAL'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 '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's bond 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.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CAPITAL's bond 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 ONE FINANCIAL upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAPITAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAPITAL's standard deviation. In reality, there are many statistical measures that can use CAPITAL historical prices to predict the future CAPITAL's volatility.
CAPITAL ONE FINANCIAL secures Sharpe Ratio (or Efficiency) of -0.0196, which signifies that the bond had a -0.0196% return per unit of risk over the last 3 months. CAPITAL ONE FINANCIAL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CAPITAL's Coefficient Of Variation of (1,638), mean deviation of 0.558, and Variance of 1.53 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CAPITAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAPITAL is expected to be smaller as well.
Auto-correlation
0.85
Very good predictability
CAPITAL ONE FINANCIAL has very good predictability. Overlapping area represents the amount of predictability between CAPITAL time series from 11th of October 2023 to 23rd of May 2024 and 23rd of May 2024 to 3rd of January 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 ONE FINANCIAL price movement. The serial correlation of 0.85 indicates that around 85.0% of current CAPITAL price fluctuation can be explain by its past prices.
Correlation Coefficient
0.85
Spearman Rank Test
0.57
Residual Average
0.0
Price Variance
0.89
CAPITAL ONE FINANCIAL lagged returns against current returns
Autocorrelation, which is CAPITAL bond'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's bond expected returns. We can calculate the autocorrelation of CAPITAL returns to help us make a trade decision. For example, suppose you find that CAPITAL has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAPITAL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAPITAL bond over time.
Current vs Lagged Prices
Timeline
CAPITAL Lagged Returns
When evaluating CAPITAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAPITAL bond have on its future price. CAPITAL 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 autocorrelation shows the relationship between CAPITAL bond current value and its past values and can show if there is a momentum factor associated with investing in CAPITAL ONE FINANCIAL.
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.
CAPITAL financial ratios help investors to determine whether CAPITAL Bond 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 CAPITAL with respect to the benefits of owning CAPITAL security.