KB Financial (Germany) Market Value
| KBIA Stock | EUR 49.40 0.20 0.40% |
| Symbol | KBIA |
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in KB Financial on December 16, 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 90 days. KB Financial is related to or competes with Media, Virtu Financial, Chiba Bank, Games Workshop, CHIBA BANK, COREBRIDGE FINANCIAL, and GAMING FAC. KB Financial Group Inc., a financial holding company, provides a range of banking and related financial services to cons... More
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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.03 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 2.56 |
KB Financial Market Risk Indicators
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.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | 0.0087 | |||
| Treynor Ratio | (5.68) |
KB Financial Group Backtested Returns
KB Financial Group retains Efficiency (Sharpe Ratio) of -0.0795, which conveys that the company had a -0.0795 % return per unit of price deviation over the last 3 months. KB Financial exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KB Financial's Market Risk Adjusted Performance of (5.67), information ratio of (0.07), and Mean Deviation of 1.63 to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0451, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KB Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding KB Financial is expected to be smaller as well. At this point, KB Financial Group has a negative expected return of -0.16%. Please make sure to verify KB Financial's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if KB Financial Group performance from the past will be repeated sooner or later.
Auto-correlation | -0.6 |
Good reverse predictability
KB Financial Group has good reverse predictability. Overlapping area represents the amount of predictability between KB Financial time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 KB Financial Group price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current KB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 9.66 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in KBIA Stock
When determining whether KB Financial Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KB Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kb Financial Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kb Financial Group Stock:Check out KB Financial Correlation, KB Financial Volatility and KB Financial Alpha and Beta module to complement your research on KB Financial. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
KB Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.