Capex SA's market value is the price at which a share of Capex SA trades on a public exchange. It measures the collective expectations of Capex SA investors about its performance. Capex SA is trading at 4730.00 as of the 19th of August 2025, a 0.64% up since the beginning of the trading day. The stock's open price was 4700.0. With this module, you can estimate the performance of a buy and hold strategy of Capex SA and determine expected loss or profit from investing in Capex SA over a given investment horizon. Check out Capex SA Correlation, Capex SA Volatility and Capex SA Alpha and Beta module to complement your research on Capex SA.
Please note, there is a significant difference between Capex SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capex SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capex SA'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.
Capex SA '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 Capex SA'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 Capex SA.
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05/21/2025
No Change 0.00
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In 3 months and 1 day
08/19/2025
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If you would invest 0.00 in Capex SA on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Capex SA or generate 0.0% return on investment in Capex SA over 90 days. Capex SA is related to or competes with Verizon Communications, Agrometal SAI, Harmony Gold, Transportadora, and Compania. Capex S.A., an integrated energy company, engaging in generation and sale of thermal electric and renewable power in Arg... More
Capex SA 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 Capex SA'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 Capex SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capex SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capex SA's standard deviation. In reality, there are many statistical measures that can use Capex SA historical prices to predict the future Capex SA's volatility.
Capex SA secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21 % return per unit of risk over the last 3 months. Capex SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capex SA's Mean Deviation of 1.47, standard deviation of 2.01, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Capex SA are expected to decrease at a much lower rate. During the bear market, Capex SA is likely to outperform the market. At this point, Capex SA has a negative expected return of -0.42%. Please make sure to confirm Capex SA's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Capex SA performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.44
Modest reverse predictability
Capex SA has modest reverse predictability. Overlapping area represents the amount of predictability between Capex SA time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 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 Capex SA price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Capex SA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.44
Spearman Rank Test
-0.35
Residual Average
0.0
Price Variance
38.2 K
Capex SA lagged returns against current returns
Autocorrelation, which is Capex SA 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 Capex SA's stock expected returns. We can calculate the autocorrelation of Capex SA returns to help us make a trade decision. For example, suppose you find that Capex SA 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
Capex SA 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 Capex SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capex SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capex SA stock over time.
Current vs Lagged Prices
Timeline
Capex SA Lagged Returns
When evaluating Capex SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capex SA stock have on its future price. Capex SA 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, Capex SA autocorrelation shows the relationship between Capex SA stock current value and its past values and can show if there is a momentum factor associated with investing in Capex SA.
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.
Capex SA financial ratios help investors to determine whether Capex 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 Capex with respect to the benefits of owning Capex SA security.