Kamux Suomi (Finland) Market Value
| KAMUX Stock | EUR 2.48 0.02 0.80% |
| Symbol | Kamux |
Kamux Suomi '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 Kamux Suomi'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 Kamux Suomi.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Kamux Suomi on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Kamux Suomi Oy or generate 0.0% return on investment in Kamux Suomi over 90 days. Kamux Suomi is related to or competes with Harvia Oyj, Qt Group, Tokmanni Group, Sampo Oyj, and Remedy Entertainment. Kamux Oyj engages in the retail and wholesale of used cars and integrated services consumer and corporate customers More
Kamux Suomi 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 Kamux Suomi'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 Kamux Suomi Oy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 20.15 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 3.85 |
Kamux Suomi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kamux Suomi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kamux Suomi's standard deviation. In reality, there are many statistical measures that can use Kamux Suomi historical prices to predict the future Kamux Suomi's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (3.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kamux Suomi's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kamux Suomi Oy Backtested Returns
Kamux Suomi Oy has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11 % return per unit of risk over the last 3 months. Kamux Suomi exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kamux Suomi's Mean Deviation of 2.04, risk adjusted performance of (0.11), and Standard Deviation of 3.19 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kamux Suomi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kamux Suomi is expected to be smaller as well. At this point, Kamux Suomi Oy has a negative expected return of -0.37%. Please make sure to verify Kamux Suomi's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Kamux Suomi Oy performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Kamux Suomi Oy has modest reverse predictability. Overlapping area represents the amount of predictability between Kamux Suomi 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 Kamux Suomi Oy price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Kamux Suomi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Kamux Suomi Oy lagged returns against current returns
Autocorrelation, which is Kamux Suomi 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 Kamux Suomi's stock expected returns. We can calculate the autocorrelation of Kamux Suomi returns to help us make a trade decision. For example, suppose you find that Kamux Suomi 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 |
Kamux Suomi 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 Kamux Suomi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kamux Suomi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kamux Suomi stock over time.
Current vs Lagged Prices |
| Timeline |
Kamux Suomi Lagged Returns
When evaluating Kamux Suomi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kamux Suomi stock have on its future price. Kamux Suomi 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, Kamux Suomi autocorrelation shows the relationship between Kamux Suomi stock current value and its past values and can show if there is a momentum factor associated with investing in Kamux Suomi Oy.
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 Kamux Stock
Kamux Suomi financial ratios help investors to determine whether Kamux 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 Kamux with respect to the benefits of owning Kamux Suomi security.