K3 Business (UK) Market Value
| KBT Stock | 99.00 2.50 2.46% |
| Symbol | KBT |
K3 Business '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 K3 Business' 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 K3 Business.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in K3 Business on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding K3 Business Technology or generate 0.0% return on investment in K3 Business over 90 days. K3 Business is related to or competes with Bellevue Healthcare, Fonix Mobile, Premier Foods, PureTech Health, Zegona Communications, Supermarket Income, and Moneysupermarket. K3 Business is entity of United Kingdom. It is traded as Stock on LSE exchange. More
K3 Business 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 K3 Business' 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 K3 Business Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.45 | |||
| Information Ratio | 0.103 | |||
| Maximum Drawdown | 28.75 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 5.26 |
K3 Business Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for K3 Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as K3 Business' standard deviation. In reality, there are many statistical measures that can use K3 Business historical prices to predict the future K3 Business' volatility.| Risk Adjusted Performance | 0.0761 | |||
| Jensen Alpha | 0.3939 | |||
| Total Risk Alpha | 0.8102 | |||
| Sortino Ratio | 0.1201 | |||
| Treynor Ratio | 0.378 |
K3 Business Technology Backtested Returns
K3 Business appears to be very steady, given 3 months investment horizon. K3 Business Technology retains Efficiency (Sharpe Ratio) of 0.11, which conveys that the company had a 0.11 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for K3 Business, which you can use to evaluate the volatility of the entity. Please exercise K3 Business' Standard Deviation of 4.03, market risk adjusted performance of 0.388, and Mean Deviation of 1.9 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, K3 Business holds a performance score of 8. The firm owns a Beta (Systematic Risk) of 0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, K3 Business' returns are expected to increase less than the market. However, during the bear market, the loss of holding K3 Business is expected to be smaller as well. Please check K3 Business' jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether K3 Business' current price history will revert.
Auto-correlation | 0.80 |
Very good predictability
K3 Business Technology has very good predictability. Overlapping area represents the amount of predictability between K3 Business time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 K3 Business Technology price movement. The serial correlation of 0.8 indicates that around 80.0% of current K3 Business price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 106.42 |
K3 Business Technology lagged returns against current returns
Autocorrelation, which is K3 Business 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 K3 Business' stock expected returns. We can calculate the autocorrelation of K3 Business returns to help us make a trade decision. For example, suppose you find that K3 Business 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 |
K3 Business 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 K3 Business stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if K3 Business stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in K3 Business stock over time.
Current vs Lagged Prices |
| Timeline |
K3 Business Lagged Returns
When evaluating K3 Business' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of K3 Business stock have on its future price. K3 Business 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, K3 Business autocorrelation shows the relationship between K3 Business stock current value and its past values and can show if there is a momentum factor associated with investing in K3 Business Technology.
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 KBT Stock
K3 Business financial ratios help investors to determine whether KBT 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 KBT with respect to the benefits of owning K3 Business security.