KBC Group (Germany) Market Value
| KDB Stock | EUR 73.26 0.18 0.25% |
| 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 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 Group.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in KBC Group on January 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 720 days. KBC Group is related to or competes with BNP Paribas, BNP PARIBAS, Intesa Sanpaolo, Lloyds Banking, Lloyds Banking, UniCredit SpA, and Crdit Agricole. 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 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 Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0392 | |||
| Maximum Drawdown | 4.15 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.78 |
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 | 0.0568 | |||
| Jensen Alpha | 0.068 | |||
| Total Risk Alpha | 0.0347 | |||
| Sortino Ratio | 0.0435 | |||
| Treynor Ratio | (0.73) |
KBC Group NV Backtested Returns
At this point, KBC Group is very steady. KBC Group NV retains Efficiency (Sharpe Ratio) of 0.0657, which conveys that the company had a 0.0657% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for KBC Group, which you can use to evaluate the volatility of the entity. Please verify KBC Group's Downside Deviation of 1.01, mean deviation of 0.8787, and Market Risk Adjusted Performance of (0.72) to check out if the risk estimate we provide is consistent with the expected return of 0.0734%. KBC Group has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.09, 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. KBC Group NV at this time owns a risk of 1.12%. Please verify KBC Group NV coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if KBC Group NV will be following its current price history.
Auto-correlation | -0.43 |
Modest reverse predictability
KBC Group NV has modest reverse predictability. Overlapping area represents the amount of predictability between KBC Group time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 -0.43 indicates that just about 43.0% of current KBC Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 20.76 |
KBC Group NV lagged returns against current returns
Autocorrelation, which is KBC Group 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 Group's stock 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC Group stock 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 stock 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 stock 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 Stock
KBC Group 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 Group security.