KBC ANCORA (Germany) Market Value
| KB9 Stock | 56.80 2.00 3.65% |
| Symbol | KBC |
KBC ANCORA '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 KBC ANCORA'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 KBC ANCORA.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in KBC ANCORA on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding KBC ANCORA or generate 0.0% return on investment in KBC ANCORA over 90 days.
KBC ANCORA 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 KBC ANCORA'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 KBC ANCORA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.973 | |||
| Information Ratio | 0.2866 | |||
| Maximum Drawdown | 8.61 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 2.98 |
KBC ANCORA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC ANCORA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC ANCORA's standard deviation. In reality, there are many statistical measures that can use KBC ANCORA historical prices to predict the future KBC ANCORA's volatility.| Risk Adjusted Performance | 0.1813 | |||
| Jensen Alpha | 0.2933 | |||
| Total Risk Alpha | 0.5628 | |||
| Sortino Ratio | 0.4627 | |||
| Treynor Ratio | (1.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBC ANCORA'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.
KBC ANCORA Backtested Returns
KBC ANCORA appears to be very steady, given 3 months investment horizon. KBC ANCORA retains Efficiency (Sharpe Ratio) of 0.15, which conveys that the company had a 0.15 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for KBC ANCORA, which you can use to evaluate the volatility of the entity. Please exercise KBC ANCORA's Mean Deviation of 1.0, downside deviation of 0.973, and Market Risk Adjusted Performance of (1.35) to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KBC ANCORA holds a performance score of 11. The firm owns a Beta (Systematic Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBC ANCORA are expected to decrease at a much lower rate. During the bear market, KBC ANCORA is likely to outperform the market. Please check KBC ANCORA's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether KBC ANCORA's current price history will revert.
Auto-correlation | 0.51 |
Modest predictability
KBC ANCORA has modest predictability. Overlapping area represents the amount of predictability between KBC ANCORA time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 KBC ANCORA price movement. The serial correlation of 0.51 indicates that about 51.0% of current KBC ANCORA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 2.82 |
KBC ANCORA lagged returns against current returns
Autocorrelation, which is KBC ANCORA 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 KBC ANCORA's stock expected returns. We can calculate the autocorrelation of KBC ANCORA returns to help us make a trade decision. For example, suppose you find that KBC ANCORA 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 |
KBC ANCORA 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 KBC ANCORA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC ANCORA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC ANCORA stock over time.
Current vs Lagged Prices |
| Timeline |
KBC ANCORA Lagged Returns
When evaluating KBC ANCORA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC ANCORA stock have on its future price. KBC ANCORA 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, KBC ANCORA autocorrelation shows the relationship between KBC ANCORA stock current value and its past values and can show if there is a momentum factor associated with investing in KBC ANCORA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KBC Stock Analysis
When running KBC ANCORA's price analysis, check to measure KBC ANCORA'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 KBC ANCORA is operating at the current time. Most of KBC ANCORA's value examination focuses on studying past and present price action to predict the probability of KBC ANCORA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC ANCORA's price. Additionally, you may evaluate how the addition of KBC ANCORA to your portfolios can decrease your overall portfolio volatility.