Capital One Financial Stock Market Value
| COF Stock | USD 148.87 0.97 0.66% |
| Symbol | Capital |
Capital One Financial Price To Book Ratio
Is Capital One's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Capital One. If investors know Capital will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Capital One listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.45) | Dividend Share 2.4 | Earnings Share 11.95 | Revenue Per Share 68.936 | Quarterly Revenue Growth 0.004 |
The market value of Capital One Financial is measured differently than its book value, which is the value of Capital that is recorded on the company's balance sheet. Investors also form their own opinion of Capital One's value that differs from its market value or its book value, called intrinsic value, which is Capital One's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Capital One's market value can be influenced by many factors that don't directly affect Capital One's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Capital One's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capital One is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capital One'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 One '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 One's 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 One.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Capital One on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Capital One Financial or generate 0.0% return on investment in Capital One over 30 days. Capital One is related to or competes with Mastercard, Visa, PayPal Holdings, Ally Financial, American Express, Synchrony Financial, and Discover Financial. Capital One Financial Corporation operates as the financial services holding company for the Capital One Bank , National... More
Capital One 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 One's 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 One Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.0948 | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 3.04 |
Capital One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital One's standard deviation. In reality, there are many statistical measures that can use Capital One historical prices to predict the future Capital One's volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 0.1243 | |||
| Total Risk Alpha | 0.0224 | |||
| Sortino Ratio | 0.1037 | |||
| Treynor Ratio | 0.1884 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capital One's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Capital One Financial Backtested Returns
Capital One appears to be very steady, given 3 months investment horizon. Capital One Financial secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capital One Financial, which you can use to evaluate the volatility of the firm. Please makes use of Capital One's Downside Deviation of 1.37, risk adjusted performance of 0.1046, and Mean Deviation of 1.11 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital One holds a performance score of 10. The firm shows a Beta (market volatility) of 1.21, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Capital One will likely underperform. Please check Capital One's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Capital One's price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Capital One Financial has weak reverse predictability. Overlapping area represents the amount of predictability between Capital One time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. 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 -0.21 indicates that over 21.0% of current Capital One price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 12.82 |
Capital One Financial lagged returns against current returns
Autocorrelation, which is Capital One 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 One's stock expected returns. We can calculate the autocorrelation of Capital One returns to help us make a trade decision. For example, suppose you find that Capital One 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 One 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 One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital One stock over time.
Current vs Lagged Prices |
| Timeline |
Capital One Lagged Returns
When evaluating Capital One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital One stock have on its future price. Capital One 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 One autocorrelation shows the relationship between Capital One stock 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 |
Capital One Investors Sentiment
The influence of Capital One's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Capital. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Capital One's public news can be used to forecast risks associated with an investment in Capital. The trend in average sentiment can be used to explain how an investor holding Capital can time the market purely based on public headlines and social activities around Capital One Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Capital One's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Capital One's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Capital One's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Capital One.
Capital One Implied Volatility | 74.42 |
Capital One's implied volatility exposes the market's sentiment of Capital One Financial stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Capital One's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Capital One stock will not fluctuate a lot when Capital One's options are near their expiration.
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.
Pair Trading with Capital One
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Capital One position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Capital One will appreciate offsetting losses from the drop in the long position's value.Moving together with Capital Stock
| 0.69 | CG | Carlyle Group Earnings Call This Week | PairCorr |
Moving against Capital Stock
| 0.65 | AJX | Great Ajax Corp Earnings Call Next Week | PairCorr |
The ability to find closely correlated positions to Capital One could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capital One when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capital One - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capital One Financial to buy it.
The correlation of Capital One is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capital One moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capital One Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Capital One can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Capital One Correlation, Capital One Volatility and Capital One Alpha and Beta module to complement your research on Capital One. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Capital 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 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, stock market cycles, or different charting patterns.