KB Financial's market value is the price at which a share of KB Financial trades on a public exchange. It measures the collective expectations of KB Financial Group investors about its performance. KB Financial is trading at 89.19 as of the 4th of January 2025, a 1.85% up since the beginning of the trading day. The stock's open price was 87.57. With this module, you can estimate the performance of a buy and hold strategy of KB Financial Group and determine expected loss or profit from investing in KB Financial over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
K1BF34
KB Financial '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 KB Financial'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 KB Financial.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in KB Financial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding KB Financial Group or generate 0.0% return on investment in KB Financial over 60 days.
KB Financial 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 KB Financial'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 KB Financial Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for KB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KB Financial's standard deviation. In reality, there are many statistical measures that can use KB Financial historical prices to predict the future KB Financial's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as KB Financial. Your research has to be compared to or analyzed against KB Financial's peers to derive any actionable benefits. When done correctly, KB Financial's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in KB Financial Group.
KB Financial Group Backtested Returns
At this point, KB Financial is very steady. KB Financial Group retains Efficiency (Sharpe Ratio) of 0.0226, which conveys that the company had a 0.0226% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for KB Financial, which you can use to evaluate the volatility of the entity. Please verify KB Financial's Standard Deviation of 2.35, mean deviation of 1.05, and Market Risk Adjusted Performance of (3.04) to check out if the risk estimate we provide is consistent with the expected return of 0.056%. KB Financial has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0282, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KB Financial are expected to decrease at a much lower rate. During the bear market, KB Financial is likely to outperform the market. KB Financial Group today owns a risk of 2.47%. Please verify KB Financial Group mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if KB Financial Group will be following its current price history.
Auto-correlation
-0.26
Weak reverse predictability
KB Financial Group has weak reverse predictability. Overlapping area represents the amount of predictability between KB Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 KB Financial Group price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current KB Financial price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.26
Spearman Rank Test
-0.15
Residual Average
0.0
Price Variance
1.44
KB Financial Group lagged returns against current returns
Autocorrelation, which is KB Financial 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 KB Financial's stock expected returns. We can calculate the autocorrelation of KB Financial returns to help us make a trade decision. For example, suppose you find that KB Financial 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
KB Financial 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 KB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KB Financial stock over time.
Current vs Lagged Prices
Timeline
KB Financial Lagged Returns
When evaluating KB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KB Financial stock have on its future price. KB Financial 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, KB Financial autocorrelation shows the relationship between KB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in KB Financial Group.
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.