KBC GR (Germany) Market Value
| KDB Stock | EUR 85.98 1.52 1.74% |
| Symbol | KBC |
KBC GR '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 GR'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 GR.
| 02/09/2025 |
| 03/11/2025 |
If you would invest 0.00 in KBC GR on February 9, 2025 and sell it all today you would earn a total of 0.00 from holding KBC GR or generate 0.0% return on investment in KBC GR over 30 days. KBC GR is related to or competes with KIMBALL ELECTRONICS, Moneysupermarket, PRECISION DRILLING, Electronic Arts, Schweizer Electronic, AOI Electronics, and SLIGRO FOOD. More
KBC GR 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 GR'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 GR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.3247 | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.72 |
KBC GR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC GR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC GR's standard deviation. In reality, there are many statistical measures that can use KBC GR historical prices to predict the future KBC GR's volatility.| Risk Adjusted Performance | 0.2219 | |||
| Jensen Alpha | 0.362 | |||
| Total Risk Alpha | 0.4797 | |||
| Sortino Ratio | 0.3373 | |||
| Treynor Ratio | 3.27 |
KBC GR Backtested Returns
KBC GR appears to be very steady, given 3 months investment horizon. KBC GR retains Efficiency (Sharpe Ratio) of 0.24, which conveys that the company had a 0.24 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for KBC GR, which you can use to evaluate the volatility of the entity. Please exercise KBC GR's Mean Deviation of 1.01, market risk adjusted performance of 3.28, and Downside Deviation of 1.27 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KBC GR holds a performance score of 18. The firm owns a Beta (Systematic Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBC GR's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBC GR is expected to be smaller as well. Please check KBC GR's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether KBC GR's current price history will revert.
Auto-correlation | 0.58 |
Modest predictability
KBC GR has modest predictability. Overlapping area represents the amount of predictability between KBC GR time series from 9th of February 2025 to 24th of February 2025 and 24th of February 2025 to 11th 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 GR price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current KBC GR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 4.05 |
KBC GR lagged returns against current returns
Autocorrelation, which is KBC GR 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 GR's stock expected returns. We can calculate the autocorrelation of KBC GR returns to help us make a trade decision. For example, suppose you find that KBC GR 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 GR 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 GR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC GR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC GR stock over time.
Current vs Lagged Prices |
| Timeline |
KBC GR Lagged Returns
When evaluating KBC GR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC GR stock have on its future price. KBC GR 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 GR autocorrelation shows the relationship between KBC GR stock current value and its past values and can show if there is a momentum factor associated with investing in KBC GR.
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.Other Information on Investing in KBC Stock
KBC GR financial ratios help investors to determine whether KBC 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 KBC with respect to the benefits of owning KBC GR security.