Capital Metals (UK) Market Value
| CMET Stock | 3.05 0.21 6.44% |
| 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.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Capital Metals on April 21, 2025 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 90 days. Capital Metals is related to or competes with Givaudan, Antofagasta PLC, EVRAZ Plc, Atalaya Mining, Metals Exploration, Amaroq Minerals, and Ferrexpo PLC. 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 | 4.72 | |||
| Information Ratio | 0.0295 | |||
| Maximum Drawdown | 24.99 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 5.26 |
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 | 0.0693 | |||
| Jensen Alpha | 0.2231 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.024 | |||
| Treynor Ratio | 1.51 |
Capital Metals PLC Backtested Returns
Capital Metals appears to be very risky, given 3 months investment horizon. Capital Metals PLC secures Sharpe Ratio (or Efficiency) of 0.0676, which signifies that the company had a 0.0676 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Capital Metals PLC, which you can use to evaluate the volatility of the firm. Please makes use of Capital Metals' Risk Adjusted Performance of 0.0693, downside deviation of 4.72, and Mean Deviation of 1.95 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital Metals holds a performance score of 5. 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. Please check Capital Metals' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Capital Metals' price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Capital Metals PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Capital Metals time series from 21st of April 2025 to 5th of June 2025 and 5th of June 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 Capital Metals PLC price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Capital Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.