Kbc Group Nv Stock Market Value
| KBCSF Stock | USD 73.81 0.00 0.00% |
| Symbol | KBC |
KBC 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 KBC Group's pink sheet 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 Group.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in KBC Group on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding KBC Group NV or generate 0.0% return on investment in KBC Group over 450 days. KBC Group is related to or competes with DBS Group, Swedbank, United Overseas, Bank Mandiri, and Nordea Bank. KBC Group NV, together with its subsidiaries, provides integrated bank-insurance services primarily for retail, private ... More
KBC 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 KBC Group's pink sheet 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 Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.89 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 3.64 |
KBC Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC Group's standard deviation. In reality, there are many statistical measures that can use KBC Group historical prices to predict the future KBC Group's volatility.| Risk Adjusted Performance | 0.0149 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBC Group'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 Group NV Backtested Returns
KBC Group NV retains Efficiency (Sharpe Ratio) of -0.0172, which conveys that the company had a -0.0172% return per unit of return volatility over the last 3 months. KBC Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KBC Group's Market Risk Adjusted Performance of (0.08), downside deviation of 4.89, and Mean Deviation of 0.9165 to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBC Group are expected to decrease at a much lower rate. During the bear market, KBC Group is likely to outperform the market. At this point, KBC Group NV has a negative expected return of -0.0353%. Please make sure to verify KBC Group's treynor ratio, and the relationship between the information ratio and downside variance , to decide if KBC Group NV performance from the past will be repeated in the future.
Auto-correlation | 0.66 |
Good predictability
KBC Group NV has good predictability. Overlapping area represents the amount of predictability between KBC Group time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th 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 KBC Group NV price movement. The serial correlation of 0.66 indicates that around 66.0% of current KBC Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 9.45 |
KBC Group NV lagged returns against current returns
Autocorrelation, which is KBC Group pink sheet'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 Group's pink sheet expected returns. We can calculate the autocorrelation of KBC Group returns to help us make a trade decision. For example, suppose you find that KBC Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 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 KBC Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KBC Group Lagged Returns
When evaluating KBC Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC Group pink sheet have on its future price. KBC 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, KBC Group autocorrelation shows the relationship between KBC Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KBC Group NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KBC Pink Sheet
KBC Group financial ratios help investors to determine whether KBC Pink Sheet 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 KBC with respect to the benefits of owning KBC Group security.