In this sentence, capitalize is an intransitive verb. In common language, whenever "capitalize" works through the preposition "on," it means "to turn something to one's advantage," or "to benefit from something" (American Heritage Dictionary). I would assume that the writer meant this very simple meaning.

But the subject itself seems to be related to investment. Therefore, the writer may have meant a double meaning: the literal meaning of "to benefit from," plus the subliminal meaning of "investing in."

Here in the US, when confronted with a possible double meaning, we contact the agency or client to agree on the best way to handle the phrase. This is the professional convention here. I wonder what the convention is elsewhere.

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