Capstone Companies Stock Market Value
| CAPC Stock | USD 0.04 0.02 80.95% |
| Symbol | Capstone |
Capstone Companies '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 Capstone Companies' otc 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 Capstone Companies.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Capstone Companies on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Capstone Companies or generate 0.0% return on investment in Capstone Companies over 90 days. Capstone Companies is related to or competes with Microvast Holdings, FuelCell Energy, and Plug Power. Capstone Companies, Inc., through its subsidiaries, develops, markets, and sells consumer home light-emitting diode ligh... More
Capstone Companies 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 Capstone Companies' otc 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 Capstone Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.19 | |||
| Information Ratio | 0.1502 | |||
| Maximum Drawdown | 120.0 | |||
| Value At Risk | (25.81) | |||
| Potential Upside | 32.0 |
Capstone Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capstone Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capstone Companies' standard deviation. In reality, there are many statistical measures that can use Capstone Companies historical prices to predict the future Capstone Companies' volatility.| Risk Adjusted Performance | 0.1567 | |||
| Jensen Alpha | 3.18 | |||
| Total Risk Alpha | 0.3238 | |||
| Sortino Ratio | 0.1283 | |||
| Treynor Ratio | (1.92) |
Capstone Companies Backtested Returns
Capstone Companies is out of control given 3 months investment horizon. Capstone Companies secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.07% are justified by taking the suggested risk. Use Capstone Companies Mean Deviation of 11.28, risk adjusted performance of 0.1567, and Downside Deviation of 22.19 to evaluate company specific risk that cannot be diversified away. Capstone Companies holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.55, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Capstone Companies are expected to decrease by larger amounts. On the other hand, during market turmoil, Capstone Companies is expected to outperform it. Use Capstone Companies total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to analyze future returns on Capstone Companies.
Auto-correlation | 0.11 |
Insignificant predictability
Capstone Companies has insignificant predictability. Overlapping area represents the amount of predictability between Capstone Companies time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Capstone Companies price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Capstone Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Capstone Companies lagged returns against current returns
Autocorrelation, which is Capstone Companies otc 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 Capstone Companies' otc stock expected returns. We can calculate the autocorrelation of Capstone Companies returns to help us make a trade decision. For example, suppose you find that Capstone Companies has exhibited high autocorrelation historically, and you observe that the otc 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 |
Capstone Companies 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 Capstone Companies otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capstone Companies otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capstone Companies otc stock over time.
Current vs Lagged Prices |
| Timeline |
Capstone Companies Lagged Returns
When evaluating Capstone Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capstone Companies otc stock have on its future price. Capstone Companies 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, Capstone Companies autocorrelation shows the relationship between Capstone Companies otc stock current value and its past values and can show if there is a momentum factor associated with investing in Capstone Companies.
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.Other Information on Investing in Capstone OTC Stock
Capstone Companies financial ratios help investors to determine whether Capstone OTC Stock 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 Capstone with respect to the benefits of owning Capstone Companies security.