Capital One Financial Preferred Stock Alpha and Beta Analysis
| COF-PI Preferred Stock | USD 19.38 0.12 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capital One Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capital One over a specified time horizon. Remember, high Capital One's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Capital One's market risk premium analysis include:
Beta (0.04) | Alpha 0.004647 | Risk 1.04 | Sharpe Ratio 0.0122 | Expected Return 0.0127 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Capital |
Capital One Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capital One market risk premium is the additional return an investor will receive from holding Capital One long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Capital One. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Capital One's performance over market.| α | 0 | β | -0.04 |
Capital One expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Capital One's Buy-and-hold return. Our buy-and-hold chart shows how Capital One performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capital One Market Price Analysis
Market price analysis indicators help investors to evaluate how Capital One preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capital One shares will generate the highest return on investment. By understating and applying Capital One preferred stock market price indicators, traders can identify Capital One position entry and exit signals to maximize returns.
Capital One Return and Market Media
The median price of Capital One for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 20.26 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 20.17, and mean deviation of 0.36. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Capital One Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Capital or other preferred stocks. Alpha measures the amount that position in Capital One Financial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Capital One in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Capital One's short interest history, or implied volatility extrapolated from Capital One options trading.
Build Portfolio with Capital One
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Capital One Backtesting, Capital One Valuation, Capital One Correlation, Capital One Hype Analysis, Capital One Volatility, Capital One History and analyze Capital One Performance. Note that the Capital One Financial information on this page should be used as a complementary analysis to other Capital One's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Capital Preferred Stock analysis
When running Capital One's price analysis, check to measure Capital One's 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 One is operating at the current time. Most of Capital One's value examination focuses on studying past and present price action to predict the probability of Capital One's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital One's price. Additionally, you may evaluate how the addition of Capital One to your portfolios can decrease your overall portfolio volatility.
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Capital One technical preferred 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, preferred stock market cycles, or different charting patterns.