Kee Tai (Taiwan) Market Value
| 2538 Stock | TWD 14.95 0.05 0.33% |
| Symbol | Kee |
Kee Tai '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 Kee Tai'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 Kee Tai.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Kee Tai on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Kee Tai Properties or generate 0.0% return on investment in Kee Tai over 90 days. Kee Tai is related to or competes with Hung Sheng, Chainqui Construction, BES Engineering, Long Bon, and Sincere Navigation. The company is involved in the development and management of land and buildings building planning, landscape planning, a... More
Kee Tai 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 Kee Tai'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 Kee Tai Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.0699 | |||
| Maximum Drawdown | 7.04 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 2.2 |
Kee Tai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kee Tai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kee Tai's standard deviation. In reality, there are many statistical measures that can use Kee Tai historical prices to predict the future Kee Tai's volatility.| Risk Adjusted Performance | 0.007 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.1811 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | 0.0507 |
Kee Tai Properties Backtested Returns
At this stage we consider Kee Stock to be very steady. Kee Tai Properties has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kee Tai, which you can use to evaluate the volatility of the firm. Please verify Kee Tai's Risk Adjusted Performance of 0.007, mean deviation of 1.07, and Downside Deviation of 1.57 to check out if the risk estimate we provide is consistent with the expected return of 0.0049%. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kee Tai are expected to decrease at a much lower rate. During the bear market, Kee Tai is likely to outperform the market. Kee Tai Properties right now secures a risk of 1.49%. Please verify Kee Tai Properties semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Kee Tai Properties will be following its current price movements.
Auto-correlation | -0.68 |
Very good reverse predictability
Kee Tai Properties has very good reverse predictability. Overlapping area represents the amount of predictability between Kee Tai time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kee Tai Properties price movement. The serial correlation of -0.68 indicates that around 68.0% of current Kee Tai price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Kee Tai Properties lagged returns against current returns
Autocorrelation, which is Kee Tai 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 Kee Tai's stock expected returns. We can calculate the autocorrelation of Kee Tai returns to help us make a trade decision. For example, suppose you find that Kee Tai 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 |
Kee Tai 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 Kee Tai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kee Tai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kee Tai stock over time.
Current vs Lagged Prices |
| Timeline |
Kee Tai Lagged Returns
When evaluating Kee Tai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kee Tai stock have on its future price. Kee Tai 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, Kee Tai autocorrelation shows the relationship between Kee Tai stock current value and its past values and can show if there is a momentum factor associated with investing in Kee Tai Properties.
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 Kee Stock Analysis
When running Kee Tai's price analysis, check to measure Kee Tai'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 Kee Tai is operating at the current time. Most of Kee Tai's value examination focuses on studying past and present price action to predict the probability of Kee Tai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kee Tai's price. Additionally, you may evaluate how the addition of Kee Tai to your portfolios can decrease your overall portfolio volatility.