Capstone Mining Corp Stock Volatility
| CS Stock | CAD 10.19 -0.87 -7.87% |
Capstone Mining Corp retains a minimal volatility profile during the current observation window. Capstone Mining Corp indicates a Sharpe Ratio (Efficiency) of -0.0875, showing that returns did not compensate for risk over the last 3 months. The current setup includes 22 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0875
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CS |
Estimated Market Risk
| 3.99 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.35 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
For Capstone Mining Corp, recent data highlights a Market Risk Adjusted Performance of -0.2%, a Risk of 3.99, and a Risk Adjusted Performance of -0.1%. Capstone Mining is not utilizing its full return potential based on monthly moving average. A well-constructed well-diversified portfolio can reduce volatility and improve total return.
Key indicators related to Capstone Mining's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on Capstone Mining's daily volatility and intraday price ranges, while long-term investors are more concerned with Capstone Mining's annual return volatility and its impact on compound wealth accumulation over time.
Capstone |
Volatility Strategy
Capstone Mining Corp price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 3.99% with a beta coefficient of 2.15, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0875, evaluates return per unit of total risk. An alpha value of -0.17 reflects performance relative to systematic market exposure. Expected return estimates near -0.35% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Capstone Mining's market risk premium analysis include:
Beta 2.15 | Alpha -0.17 | Risk 3.99 | Sharpe Ratio -0.09 | Expected Return -0.35 |
Moving together with Capstone Stock
Moving against Capstone Stock
Sensitivity To Market
With a beta of 2.15, Capstone Mining Corp shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 3.99%.Capstone Mining Corp return variability over the selected time horizon is summarized by standard deviation (3.84%) and semi-deviation (0.0%). Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Capstone Mining Corp Demand TrendCheck current 90 days Capstone Mining correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Capstone measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 3.99 |
Upside risk in Capstone Mining is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of Capstone Mining's daily returns. For Capstone Mining Corp, recent data highlights a Maximum Drawdown of 19.13.
Stock Volatility Analysis
Price volatility in Capstone Mining measures the variation in Capstone Mining's stock price over time. High volatility means greater uncertainty about Capstone Mining's short-term price direction. Low volatility means the stock is more likely to trade within a narrow range.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Capstone Mining Corp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Capstone Mining has a beta of 2.1517 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Capstone Mining will likely underperform.Systematic exposure aligns Capstone Mining with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. For Capstone Mining Corp, recent data highlights a Mean Deviation of 2.91 and a Standard Deviation of 3.84.
Predicted Return Density |
| Returns |
What Drives Capstone Mining's Price Volatility?
Several factors can influence Capstone Mining's market volatility:Industry Dynamics
Sector-level events can directly affect Capstone Mining's price stability. Regulatory changes, supply disruptions, or shifts in demand within Capstone Mining's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Capstone Mining.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Capstone Mining's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Capstone Mining. During periods of economic expansion, Capstone Mining's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Capstone Mining's Company-Specific Factors
Volatility can also stem from events unique to Capstone Mining. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Capstone Mining's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Capstone Mining's share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Capstone Mining is -1142.32. The daily returns are distributed with a variance of 15.93 and standard deviation of 3.99. The mean deviation of Capstone Mining Corp is currently at 3.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.165 | |
β | Beta against Dow Jones | 2.15 | |
σ | Overall volatility | 3.99 | |
Ir | Information ratio | -0.0687 |
Stock Return Volatility
Daily return volatility for Capstone Mining measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 3.9911% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Strong stock returns do not always mean Capstone Mining Company is outperforming its peers on a fundamental level. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Capstone Mining's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HBM | 2.68 | 0.26 | 0.06 | 0.11 | 3.79 | 5.44 | 17.19 | |||
| CGG | 3.10 | 0.13 | 0.00 | -0.02 | 0.00 | 5.24 | 24.60 | |||
| IMG | 3.07 | 0.37 | 0.07 | 0.18 | 4.55 | 7.16 | 21.82 | |||
| NGD | 3.49 | 0.47 | 0.13 | -0.90 | 4.30 | 7.74 | 28.20 | |||
| TFPM | 2.14 | 0.14 | 0.03 | 0.00 | 3.22 | 4.01 | 14.43 | |||
| OR | 2.39 | 0.22 | 0.04 | 0.05 | 4.03 | 4.19 | 17.45 | |||
| OGC | 2.79 | 0.40 | 0.08 | 0.17 | 4.11 | 5.13 | 15.68 | |||
| BTO | 2.77 | 0.17 | 0.03 | 0.02 | 4.21 | 6.39 | 17.66 | |||
| ELD | 2.82 | 0.17 | 0.03 | 0.03 | 4.44 | 4.94 | 16.72 | |||
| AG | 4.05 | 0.66 | 0.09 | 0.15 | 5.15 | 8.63 | 26.51 |
Risk Metrics, Assumptions & Methodology
Volatility for Capstone Mining measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Capstone Mining has a market cap of 7.78 B, P/E of 4.91, ROE of 9.59%.
Unless otherwise specified, data for Capstone Mining Corp is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardCapstone Mining Investment Opportunity
Recent data suggests that Capstone Mining Corp is meaningfully more volatile than Dow Jones Industrial, by roughly a 4.81x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Capstone Mining Corp to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Check odds of Capstone Mining to be traded at C$9.68 in 90 days.Very poor diversification
Across the chosen horizon, CS and DJI show a correlation of 0.84 and fall into the Very poor diversification bucket. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Capstone Mining Additional Risk Indicators
Secondary risk indicators for Capstone Mining Corp can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.15 | |||
| Mean Deviation | 2.91 | |||
| Coefficient Of Variation | -1,130 | |||
| Standard Deviation | 3.84 | |||
| Variance | 14.76 | |||
| Information Ratio | -0.07 |
Capstone Mining Suggested Diversification Pairs
A pair strategy built around Capstone Mining Corp is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Capstone Mining with another position. However, Capstone Mining's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Capstone Mining Corp.
More Resources for Capstone Stock Analysis
Other Information on Investing in Capstone Stock
Capstone Mining financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare Capstone across valuation measures.