KSEC Intelligent (China) Market Value
| 301311 Stock | 19.43 0.71 3.53% |
| Symbol | KSEC |
KSEC Intelligent '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 KSEC Intelligent'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 KSEC Intelligent.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in KSEC Intelligent on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding KSEC Intelligent Technology or generate 0.0% return on investment in KSEC Intelligent over 720 days. KSEC Intelligent is related to or competes with Kweichow Moutai, Shenzhen Mindray, Jiangsu Pacific, G Bits, Shenzhen Transsion, Beijing Roborock, and Luzhou Lao. KSEC Intelligent is entity of China. It is traded as Stock on SHE exchange. More
KSEC Intelligent 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 KSEC Intelligent'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 KSEC Intelligent Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.35 | |||
| Information Ratio | 0.0093 | |||
| Maximum Drawdown | 27.37 | |||
| Value At Risk | (5.52) | |||
| Potential Upside | 5.61 |
KSEC Intelligent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSEC Intelligent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KSEC Intelligent's standard deviation. In reality, there are many statistical measures that can use KSEC Intelligent historical prices to predict the future KSEC Intelligent's volatility.| Risk Adjusted Performance | 0.0238 | |||
| Jensen Alpha | 0.073 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0093 | |||
| Treynor Ratio | 1.14 |
KSEC Intelligent Tec Backtested Returns
KSEC Intelligent appears to be somewhat reliable, given 3 months investment horizon. KSEC Intelligent Tec has Sharpe Ratio of 0.0626, which conveys that the firm had a 0.0626% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for KSEC Intelligent, which you can use to evaluate the volatility of the firm. Please exercise KSEC Intelligent's risk adjusted performance of 0.0238, and Mean Deviation of 2.97 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KSEC Intelligent holds a performance score of 4. The company secures a Beta (Market Risk) of 0.0658, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSEC Intelligent's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSEC Intelligent is expected to be smaller as well. Please check KSEC Intelligent's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether KSEC Intelligent's current price movements will revert.
Auto-correlation | -0.56 |
Good reverse predictability
KSEC Intelligent Technology has good reverse predictability. Overlapping area represents the amount of predictability between KSEC Intelligent time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 KSEC Intelligent Tec price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current KSEC Intelligent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 4.6 |
KSEC Intelligent Tec lagged returns against current returns
Autocorrelation, which is KSEC Intelligent 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 KSEC Intelligent's stock expected returns. We can calculate the autocorrelation of KSEC Intelligent returns to help us make a trade decision. For example, suppose you find that KSEC Intelligent 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 |
KSEC Intelligent 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 KSEC Intelligent stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KSEC Intelligent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KSEC Intelligent stock over time.
Current vs Lagged Prices |
| Timeline |
KSEC Intelligent Lagged Returns
When evaluating KSEC Intelligent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KSEC Intelligent stock have on its future price. KSEC Intelligent 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, KSEC Intelligent autocorrelation shows the relationship between KSEC Intelligent stock current value and its past values and can show if there is a momentum factor associated with investing in KSEC Intelligent Technology.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in KSEC Stock
KSEC Intelligent financial ratios help investors to determine whether KSEC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KSEC with respect to the benefits of owning KSEC Intelligent security.