Capri Holdings (Brazil) Market Value
| CAPH34 Stock | BRL 106.04 5.93 5.92% |
| Symbol | Capri |
Capri Holdings '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 Capri Holdings' 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 Capri Holdings.
| 06/25/2024 |
| 07/20/2025 |
If you would invest 0.00 in Capri Holdings on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Capri Holdings Limited or generate 0.0% return on investment in Capri Holdings over 390 days. Capri Holdings is related to or competes with VF, Under Armour, Guararapes Confeces, and Pettenati. Capri Holdings Limited designs, markets, distributes, and retails branded womens and mens apparel, footwear, and accesso... More
Capri Holdings 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 Capri Holdings' 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 Capri Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 14.46 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 5.26 |
Capri Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capri Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capri Holdings' standard deviation. In reality, there are many statistical measures that can use Capri Holdings historical prices to predict the future Capri Holdings' volatility.| Risk Adjusted Performance | 0.1684 | |||
| Jensen Alpha | 0.3134 | |||
| Total Risk Alpha | 0.0584 | |||
| Treynor Ratio | 2.05 |
Capri Holdings Backtested Returns
Capri Holdings appears to be very steady, given 3 months investment horizon. Capri Holdings secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Capri Holdings Limited, which you can use to evaluate the volatility of the firm. Please makes use of Capri Holdings' Mean Deviation of 0.9751, risk adjusted performance of 0.1684, and Standard Deviation of 1.97 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capri Holdings holds a performance score of 14. 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, Capri Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Capri Holdings is expected to be smaller as well. Please check Capri Holdings' treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to make a quick decision on whether Capri Holdings' price patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
Capri Holdings Limited has virtually no predictability. Overlapping area represents the amount of predictability between Capri Holdings time series from 25th of June 2024 to 6th of January 2025 and 6th of January 2025 to 20th 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 Capri Holdings price movement. The serial correlation of 0.03 indicates that only 3.0% of current Capri Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 383.36 |
Capri Holdings lagged returns against current returns
Autocorrelation, which is Capri Holdings 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 Capri Holdings' stock expected returns. We can calculate the autocorrelation of Capri Holdings returns to help us make a trade decision. For example, suppose you find that Capri Holdings 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 |
Capri Holdings 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 Capri Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capri Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capri Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Capri Holdings Lagged Returns
When evaluating Capri Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capri Holdings stock have on its future price. Capri Holdings 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, Capri Holdings autocorrelation shows the relationship between Capri Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Capri Holdings Limited.
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 Capri Stock
Capri Holdings financial ratios help investors to determine whether Capri 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 Capri with respect to the benefits of owning Capri Holdings security.