Kinnevik Investment (UK) Market Value
| 0RH1 Stock | 76.00 0.10 0.13% |
| Symbol | Kinnevik |
Kinnevik Investment '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 Kinnevik Investment's stock 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 Kinnevik Investment.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Kinnevik Investment on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Kinnevik Investment AB or generate 0.0% return on investment in Kinnevik Investment over 360 days. Kinnevik Investment is related to or competes with Intermediate Capital, AcadeMedia, International Biotechnology, Flutter Entertainment, Atresmedia, Monster Beverage, and Zinc Media. Kinnevik Investment is entity of United Kingdom More
Kinnevik Investment 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 Kinnevik Investment's stock 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 Kinnevik Investment AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 14.66 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.49 |
Kinnevik Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinnevik Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinnevik Investment's standard deviation. In reality, there are many statistical measures that can use Kinnevik Investment historical prices to predict the future Kinnevik Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.33) |
Kinnevik Investment Backtested Returns
Kinnevik Investment has Sharpe Ratio of -0.0278, which conveys that the firm had a -0.0278% return per unit of risk over the last 3 months. Kinnevik Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kinnevik Investment's Standard Deviation of 2.25, risk adjusted performance of (0.02), and Mean Deviation of 1.54 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kinnevik Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kinnevik Investment is expected to be smaller as well. At this point, Kinnevik Investment has a negative expected return of -0.0623%. Please make sure to verify Kinnevik Investment's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Kinnevik Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Kinnevik Investment AB has modest reverse predictability. Overlapping area represents the amount of predictability between Kinnevik Investment time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kinnevik Investment price movement. The serial correlation of -0.5 indicates that about 50.0% of current Kinnevik Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 92.08 |
Kinnevik Investment lagged returns against current returns
Autocorrelation, which is Kinnevik Investment stock'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 Kinnevik Investment's stock expected returns. We can calculate the autocorrelation of Kinnevik Investment returns to help us make a trade decision. For example, suppose you find that Kinnevik Investment has exhibited high autocorrelation historically, and you observe that the stock 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 |
Kinnevik Investment 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 Kinnevik Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinnevik Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinnevik Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Kinnevik Investment Lagged Returns
When evaluating Kinnevik Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinnevik Investment stock have on its future price. Kinnevik Investment 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, Kinnevik Investment autocorrelation shows the relationship between Kinnevik Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Kinnevik Investment AB.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Kinnevik Stock Analysis
When running Kinnevik Investment's price analysis, check to measure Kinnevik Investment'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 Kinnevik Investment is operating at the current time. Most of Kinnevik Investment's value examination focuses on studying past and present price action to predict the probability of Kinnevik Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kinnevik Investment's price. Additionally, you may evaluate how the addition of Kinnevik Investment to your portfolios can decrease your overall portfolio volatility.