Capital One Financial Stock Alpha and Beta Analysis
| COF Stock | USD 142.41 0.60 0.42% |
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 One over a specified time horizon. Remember, high Capital One'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 One's market risk premium analysis include:
Beta 1.11 | Alpha 0.006572 | Risk 1.39 | Sharpe Ratio 0.0698 | Expected Return 0.0972 |
Enterprise Value |
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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.
Capital |
Capital One Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capital One market risk premium is the additional return an investor will receive from holding Capital One 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 One. 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 One's performance over market.| α | 0.01 | β | 1.11 |
Capital One expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Capital One's Buy-and-hold return. Our buy-and-hold chart shows how Capital One performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capital One Market Price Analysis
Market price analysis indicators help investors to evaluate how Capital One stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capital One shares will generate the highest return on investment. By understating and applying Capital One stock market price indicators, traders can identify Capital One position entry and exit signals to maximize returns.
Capital One Return and Market Media
The median price of Capital One for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 139.18 with a coefficient of variation of 3.0. The daily time series for the period is distributed with a sample standard deviation of 4.19, arithmetic mean of 139.52, and mean deviation of 3.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Capital One dividend paid on 23rd of February 2024 | 02/23/2024 |
1 | Disposition of 6784 shares by Celia Karam of Capital One at 138.46 subject to Rule 16b-3 | 03/15/2024 |
2 | Discover Financial says CEO Michael Rhodes will step down | 03/27/2024 |
3 | Whats Driving American Express Cos Surprising 21 percent Stock Rally | 04/19/2024 |
4 | Capital One Financial Non-GAAP EPS of 3.21 misses by 0.17, revenue of 9.4B beats by 60M | 04/25/2024 |
5 | Q1 2024 Capital One Financial Corp Earnings Call Transcript | 04/26/2024 |
6 | Tesla corporate earnings continue to underpin US markets | 04/29/2024 |
7 | Disposition of 8074 shares by Timothy Golden of Capital One at 144.04 subject to Rule 16b-3 | 04/30/2024 |
8 | Disposition of 15485 shares by Lia Dean of Capital One at 143.0 subject to Rule 16b-3 | 05/01/2024 |
9 | Capital One sets quarterly dividend at 0.60 per share | 05/02/2024 |
About Capital One 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 stocks. 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0221 | 0.0323 | 0.0231 | 0.0243 | Price To Sales Ratio | 2.11 | 1.06 | 1.01 | 1.97 |
Capital One Upcoming Company Events
As portrayed in its financial statements, the presentation of Capital One's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Capital One's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Capital One's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Capital One. Please utilize our Beneish M Score to check the likelihood of Capital One's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Capital One
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.Build Diversified Portfolios
Align your risk with return expectations
Check out Capital One Backtesting, Capital One Valuation, Capital One Correlation, Capital One Hype Analysis, Capital One Volatility, Capital One History and analyze Capital One Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
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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