The Marvel cinematic universe has done a pretty good job of developing strong female characters like Black Widow (ScarJo), Pepper Potts (Gwyneth Paltrow) and Peggy Carter (Hayley Atwell), but they still haven't made the monumental leap of developing a standalone film for any of their female superheroes. During Captain America: The Winter Soldier press tour, Devin Faraci of badassdigest.com chatted with Marvel Studios president Kevin Feige and approached him about that very subject.

Kevin Feige: I like the idea if we’re going to do a [female lead] do a new one. Do a wholly new character, do an origin story.

When Devin inquired about the possibility of Ms. Captain Marvel, Feige had this to say.

"We’ve talked a lot about [Captain Marvel]. I think that would be very cool."

That response gives credence to information that Devin received from his sources:
My sources tell me that we will see an iteration of Captain Marvel onscreen by 2016 - either at the end of Phase Two or the beginning of Phase Three - in another Marvel movie. - Devin Faraci

Read more at http://www.comicbookmovie.com/fansites/nailbiter111/news/?a=96136#lBRfv10TYxEPEEzU.99

I thought they meant Shazam

^Shazam is such a corny character though. Unless its going to be made for kids (and rated PG), I don't see how it would ever make money.