Capital Power Stock Market Value
| CPXWF Stock | USD 43.06 1.69 4.09% |
| Symbol | Capital |
Capital Power '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 Power's pink sheet 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 Power.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Capital Power on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Capital Power or generate 0.0% return on investment in Capital Power over 90 days. Capital Power is related to or competes with Atco, Canadian Utilities, Capital Power, NRG Energy, Pampa Energia, and TransAlta Corp. Capital Power Corporation develops, acquires, owns, and operates renewable and thermal power generation facilities in Ca... More
Capital Power 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 Power's pink sheet 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 Power upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 12.97 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.68 |
Capital Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Power's standard deviation. In reality, there are many statistical measures that can use Capital Power historical prices to predict the future Capital Power's volatility.| Risk Adjusted Performance | 0.0911 | |||
| Jensen Alpha | 0.2238 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Capital Power'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 Power Backtested Returns
Capital Power appears to be very steady, given 3 months investment horizon. Capital Power secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capital Power, which you can use to evaluate the volatility of the firm. Please makes use of Capital Power's Risk Adjusted Performance of 0.0911, mean deviation of 1.27, and Downside Deviation of 1.86 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capital Power holds a performance score of 10. The firm shows a Beta (market volatility) of -0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Capital Power are expected to decrease at a much lower rate. During the bear market, Capital Power is likely to outperform the market. Please check Capital Power's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Capital Power's price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Capital Power has good predictability. Overlapping area represents the amount of predictability between Capital Power time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Capital Power price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Capital Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 3.46 |
Capital Power lagged returns against current returns
Autocorrelation, which is Capital Power pink sheet'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 Power's pink sheet expected returns. We can calculate the autocorrelation of Capital Power returns to help us make a trade decision. For example, suppose you find that Capital Power has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Power 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 Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Power pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Capital Power Lagged Returns
When evaluating Capital Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Power pink sheet have on its future price. Capital Power 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 Power autocorrelation shows the relationship between Capital Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Capital Power.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Capital Pink Sheet
Capital Power financial ratios help investors to determine whether Capital Pink Sheet 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 Capital with respect to the benefits of owning Capital Power security.