Copa Holdings Sa Stock Market Value
| CPA Stock | USD 87.00 4.51 4.93% |
| Symbol | Copa |
Copa Holdings SA Price To Book Ratio
Is Passenger Airlines space 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 Copa Holdings. If investors know Copa 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 Copa Holdings 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 (0.10) | Dividend Share 6.44 | Earnings Share 14.56 | Revenue Per Share | Quarterly Revenue Growth (0.04) |
The market value of Copa Holdings SA is measured differently than its book value, which is the value of Copa that is recorded on the company's balance sheet. Investors also form their own opinion of Copa Holdings' value that differs from its market value or its book value, called intrinsic value, which is Copa Holdings' 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 Copa Holdings' market value can be influenced by many factors that don't directly affect Copa Holdings' 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 Copa Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Copa Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Copa Holdings' 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.
Copa Holdings '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 Copa Holdings' 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 Copa Holdings.
| 01/05/2025 |
| 04/05/2025 |
If you would invest 0.00 in Copa Holdings on January 5, 2025 and sell it all today you would earn a total of 0.00 from holding Copa Holdings SA or generate 0.0% return on investment in Copa Holdings over 90 days. Copa Holdings is related to or competes with SkyWest, Sun Country, Air Transport, Frontier Group, Southwest Airlines, JetBlue Airways, and United Airlines. Copa Holdings, S.A., through its subsidiaries, provides airline passenger and cargo services More
Copa Holdings 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 Copa Holdings' 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 Copa Holdings SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.1493 | |||
| Maximum Drawdown | 7.43 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.84 |
Copa Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Copa Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Copa Holdings' standard deviation. In reality, there are many statistical measures that can use Copa Holdings historical prices to predict the future Copa Holdings' volatility.| Risk Adjusted Performance | 0.0761 | |||
| Jensen Alpha | 0.0956 | |||
| Total Risk Alpha | 0.3348 | |||
| Sortino Ratio | 0.1637 | |||
| Treynor Ratio | (13.45) |
Copa Holdings SA Backtested Returns
At this point, Copa Holdings is very steady. Copa Holdings SA secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Copa Holdings SA, which you can use to evaluate the volatility of the firm. Please confirm Copa Holdings' Mean Deviation of 1.39, downside deviation of 1.58, and Risk Adjusted Performance of 0.0761 to double-check if the risk estimate we provide is consistent with the expected return of 0.0178%. The firm shows a Beta (market volatility) of -0.0072, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Copa Holdings are expected to decrease at a much lower rate. During the bear market, Copa Holdings is likely to outperform the market. Copa Holdings SA right now shows a risk of 1.84%. Please confirm Copa Holdings SA total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Copa Holdings SA will be following its price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Copa Holdings SA has weak reverse predictability. Overlapping area represents the amount of predictability between Copa Holdings time series from 5th of January 2025 to 19th of February 2025 and 19th of February 2025 to 5th of April 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 Copa Holdings SA price movement. The serial correlation of -0.21 indicates that over 21.0% of current Copa Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 2.83 |
Copa Holdings SA lagged returns against current returns
Autocorrelation, which is Copa Holdings 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 Copa Holdings' stock expected returns. We can calculate the autocorrelation of Copa Holdings returns to help us make a trade decision. For example, suppose you find that Copa Holdings 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 |
Copa Holdings 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 Copa Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Copa Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Copa Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Copa Holdings Lagged Returns
When evaluating Copa Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Copa Holdings stock have on its future price. Copa Holdings 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, Copa Holdings autocorrelation shows the relationship between Copa Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Copa Holdings SA.
Regressed Prices |
| Timeline |
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Check out Copa Holdings Correlation, Copa Holdings Volatility and Copa Holdings Alpha and Beta module to complement your research on Copa Holdings. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Copa Holdings 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.