Kambi Group (Sweden) Market Value
| KAMBI Stock | SEK 104.90 5.10 4.64% |
| Symbol | Kambi |
Kambi Group '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 Kambi Group'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 Kambi Group.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Kambi Group on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kambi Group PLC or generate 0.0% return on investment in Kambi Group over 30 days. Kambi Group is related to or competes with Evolution, Embracer Group, Betsson AB, and Catena Media. Kambi Group plc operates as a business-to-business supplier of managed sports betting services to business-to-consumer g... More
Kambi Group 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 Kambi Group'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 Kambi Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.0504 | |||
| Maximum Drawdown | 12.15 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 3.13 |
Kambi Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kambi Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kambi Group's standard deviation. In reality, there are many statistical measures that can use Kambi Group historical prices to predict the future Kambi Group's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | 0.1109 | |||
| Total Risk Alpha | 0.1274 | |||
| Sortino Ratio | 0.0504 | |||
| Treynor Ratio | 0.2053 |
Kambi Group PLC Backtested Returns
Currently, Kambi Group PLC is very steady. Kambi Group PLC has Sharpe Ratio of 0.0281, which conveys that the firm had a 0.0281 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kambi Group, which you can use to evaluate the volatility of the firm. Please verify Kambi Group's Downside Deviation of 2.26, risk adjusted performance of 0.045, and Mean Deviation of 1.49 to check out if the risk estimate we provide is consistent with the expected return of 0.0679%. Kambi Group has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kambi Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kambi Group is expected to be smaller as well. Kambi Group PLC right now secures a risk of 2.42%. Please verify Kambi Group PLC total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Kambi Group PLC will be following its current price movements.
Auto-correlation | 0.42 |
Average predictability
Kambi Group PLC has average predictability. Overlapping area represents the amount of predictability between Kambi Group time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Kambi Group PLC price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Kambi Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 29.11 |
Kambi Group PLC lagged returns against current returns
Autocorrelation, which is Kambi Group 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 Kambi Group's stock expected returns. We can calculate the autocorrelation of Kambi Group returns to help us make a trade decision. For example, suppose you find that Kambi Group 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 |
Kambi Group 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 Kambi Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kambi Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kambi Group stock over time.
Current vs Lagged Prices |
| Timeline |
Kambi Group Lagged Returns
When evaluating Kambi Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kambi Group stock have on its future price. Kambi Group 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, Kambi Group autocorrelation shows the relationship between Kambi Group stock current value and its past values and can show if there is a momentum factor associated with investing in Kambi Group PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kambi Stock Analysis
When running Kambi Group's price analysis, check to measure Kambi Group'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 Kambi Group is operating at the current time. Most of Kambi Group's value examination focuses on studying past and present price action to predict the probability of Kambi Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kambi Group's price. Additionally, you may evaluate how the addition of Kambi Group to your portfolios can decrease your overall portfolio volatility.