CAPITAL ONE FINANCIAL Alpha and Beta Analysis

14040HCG8   76.07  0.22  0.29%   
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 over a specified time horizon. Remember, high CAPITAL'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's market risk premium analysis include:
Beta
0.29
Alpha
0.0306
Risk
1
Sharpe Ratio
0.0363
Expected Return
0.0363
Please note that although CAPITAL alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, CAPITAL did 0.03  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of CAPITAL ONE FINANCIAL bond's relative risk over its benchmark. CAPITAL ONE FINANCIAL has a beta of 0.29  . As returns on the market increase, CAPITAL returns are expected to increase less than the market. However, during the bear market, the loss on holding CAPITAL will be expected to be smaller as well. .
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.
  
Check out CAPITAL Backtesting, Portfolio Optimization, CAPITAL Correlation, CAPITAL Hype Analysis, CAPITAL Volatility, CAPITAL History and analyze CAPITAL Performance.

CAPITAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CAPITAL market risk premium is the additional return an investor will receive from holding CAPITAL 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. 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's performance over market.
α0.03   β0.29

CAPITAL Market Price Analysis

Market price analysis indicators help investors to evaluate how CAPITAL bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CAPITAL shares will generate the highest return on investment. By understating and applying CAPITAL bond market price indicators, traders can identify CAPITAL position entry and exit signals to maximize returns.

CAPITAL Return and Market Media

The median price of CAPITAL for the period between Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 75.3 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 75.24, and mean deviation of 0.68. The Bond did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About CAPITAL 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 bonds. 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 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's short interest history, or implied volatility extrapolated from CAPITAL options trading.

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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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out CAPITAL Backtesting, Portfolio Optimization, CAPITAL Correlation, CAPITAL Hype Analysis, CAPITAL Volatility, CAPITAL History and analyze CAPITAL Performance.
You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for CAPITAL Bond analysis

When running CAPITAL's price analysis, check to measure CAPITAL'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 is operating at the current time. Most of CAPITAL's value examination focuses on studying past and present price action to predict the probability of CAPITAL'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's price. Additionally, you may evaluate how the addition of CAPITAL to your portfolios can decrease your overall portfolio volatility.
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CAPITAL technical bond 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, bond market cycles, or different charting patterns.
A focus of CAPITAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CAPITAL trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...