Kimberly Clark De Mexico Stock Market Value
| KCDMY Stock | USD 8.10 0.05 0.61% |
| Symbol | Kimberly-Clark |
Kimberly-Clark '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 Kimberly-Clark'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 Kimberly-Clark.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Kimberly-Clark on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark de Mexico or generate 0.0% return on investment in Kimberly-Clark over 90 days. Kimberly-Clark is related to or competes with Reckitt Benckiser, Church Dwight, L’Oreal Co, Shiseido Company, Clorox, Colgate Palmolive, and Procter Gamble. V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Me... More
Kimberly-Clark 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 Kimberly-Clark'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 Kimberly Clark de Mexico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.1874 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.68 |
Kimberly-Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimberly-Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimberly-Clark's standard deviation. In reality, there are many statistical measures that can use Kimberly-Clark historical prices to predict the future Kimberly-Clark's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.2221 | |||
| Total Risk Alpha | 0.484 | |||
| Sortino Ratio | 0.1816 | |||
| Treynor Ratio | (1.11) |
Kimberly Clark de Backtested Returns
Kimberly-Clark appears to be not too volatile, given 3 months investment horizon. Kimberly Clark de has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kimberly-Clark, which you can use to evaluate the volatility of the firm. Please exercise Kimberly-Clark's Mean Deviation of 1.42, risk adjusted performance of 0.1231, and Downside Deviation of 1.96 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kimberly-Clark holds a performance score of 10. The company secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kimberly-Clark are expected to decrease at a much lower rate. During the bear market, Kimberly-Clark is likely to outperform the market. Please check Kimberly-Clark's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Kimberly-Clark's current price movements will revert.
Auto-correlation | 0.38 |
Below average predictability
Kimberly Clark de Mexico has below average predictability. Overlapping area represents the amount of predictability between Kimberly-Clark 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 Kimberly Clark de price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Kimberly-Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Kimberly Clark de lagged returns against current returns
Autocorrelation, which is Kimberly-Clark 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 Kimberly-Clark's pink sheet expected returns. We can calculate the autocorrelation of Kimberly-Clark returns to help us make a trade decision. For example, suppose you find that Kimberly-Clark 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 |
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Kimberly-Clark 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 Kimberly-Clark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimberly-Clark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimberly-Clark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kimberly-Clark Lagged Returns
When evaluating Kimberly-Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimberly-Clark pink sheet have on its future price. Kimberly-Clark 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, Kimberly-Clark autocorrelation shows the relationship between Kimberly-Clark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kimberly Clark de Mexico.
Regressed Prices |
| Timeline |
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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.Additional Tools for Kimberly-Clark Pink Sheet Analysis
When running Kimberly-Clark's price analysis, check to measure Kimberly-Clark'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 Kimberly-Clark is operating at the current time. Most of Kimberly-Clark's value examination focuses on studying past and present price action to predict the probability of Kimberly-Clark's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimberly-Clark's price. Additionally, you may evaluate how the addition of Kimberly-Clark to your portfolios can decrease your overall portfolio volatility.