Kerlink SAS (France) Market Value
| ALKLK Stock | EUR 0.51 0.03 5.56% |
| Symbol | Kerlink |
Kerlink SAS '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 Kerlink SAS'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 Kerlink SAS.
| 01/06/2023 |
| 12/26/2024 |
If you would invest 0.00 in Kerlink SAS on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding Kerlink SAS or generate 0.0% return on investment in Kerlink SAS over 720 days. Kerlink SAS is related to or competes with Claranova, Balyo SA, DBT SA, Wallix Group, and Ekinops SA. Kerlink SA provides end-to-end network solutions for the Internet of things market worldwide More
Kerlink SAS 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 Kerlink SAS'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 Kerlink SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.16 | |||
| Information Ratio | 0.0053 | |||
| Maximum Drawdown | 25.1 | |||
| Value At Risk | (5.77) | |||
| Potential Upside | 10.2 |
Kerlink SAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kerlink SAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kerlink SAS's standard deviation. In reality, there are many statistical measures that can use Kerlink SAS historical prices to predict the future Kerlink SAS's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0803 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0058 | |||
| Treynor Ratio | (0.1) |
Kerlink SAS Backtested Returns
Currently, Kerlink SAS is out of control. Kerlink SAS has Sharpe Ratio of 0.0215, which conveys that the firm had a 0.0215% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kerlink SAS, which you can use to evaluate the volatility of the firm. Please verify Kerlink SAS's Mean Deviation of 3.01, downside deviation of 4.16, and Risk Adjusted Performance of 0.0204 to check out if the risk estimate we provide is consistent with the expected return of 0.0976%. Kerlink SAS has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kerlink SAS are expected to decrease at a much lower rate. During the bear market, Kerlink SAS is likely to outperform the market. Kerlink SAS right now secures a risk of 4.54%. Please verify Kerlink SAS treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Kerlink SAS will be following its current price movements.
Auto-correlation | 0.45 |
Average predictability
Kerlink SAS has average predictability. Overlapping area represents the amount of predictability between Kerlink SAS time series from 6th of January 2023 to 1st of January 2024 and 1st of January 2024 to 26th 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 Kerlink SAS price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Kerlink SAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Kerlink SAS lagged returns against current returns
Autocorrelation, which is Kerlink SAS 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 Kerlink SAS's stock expected returns. We can calculate the autocorrelation of Kerlink SAS returns to help us make a trade decision. For example, suppose you find that Kerlink SAS 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 |
Kerlink SAS 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 Kerlink SAS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kerlink SAS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kerlink SAS stock over time.
Current vs Lagged Prices |
| Timeline |
Kerlink SAS Lagged Returns
When evaluating Kerlink SAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kerlink SAS stock have on its future price. Kerlink SAS 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, Kerlink SAS autocorrelation shows the relationship between Kerlink SAS stock current value and its past values and can show if there is a momentum factor associated with investing in Kerlink SAS.
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 Kerlink Stock Analysis
When running Kerlink SAS's price analysis, check to measure Kerlink SAS'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 Kerlink SAS is operating at the current time. Most of Kerlink SAS's value examination focuses on studying past and present price action to predict the probability of Kerlink SAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kerlink SAS's price. Additionally, you may evaluate how the addition of Kerlink SAS to your portfolios can decrease your overall portfolio volatility.