KEISEI EL (Germany) Market Value
| KEI Stock | EUR 8.75 0.15 1.74% |
| Symbol | KEISEI |
KEISEI EL '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 KEISEI EL'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 KEISEI EL.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in KEISEI EL on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding KEISEI EL RAILWAY or generate 0.0% return on investment in KEISEI EL over 30 days. KEISEI EL is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
KEISEI EL 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 KEISEI EL'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 KEISEI EL RAILWAY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 6.0E-4 | |||
| Maximum Drawdown | 16.83 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.18 |
KEISEI EL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KEISEI EL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KEISEI EL's standard deviation. In reality, there are many statistical measures that can use KEISEI EL historical prices to predict the future KEISEI EL's volatility.| Risk Adjusted Performance | 0.0143 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 8.0E-4 | |||
| Treynor Ratio | 0.0368 |
KEISEI EL RAILWAY Backtested Returns
Currently, KEISEI EL RAILWAY is somewhat reliable. KEISEI EL RAILWAY has Sharpe Ratio of 0.0477, which conveys that the firm had a 0.0477% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for KEISEI EL, which you can use to evaluate the volatility of the firm. Please verify KEISEI EL's risk adjusted performance of 0.0143, and Mean Deviation of 1.83 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. KEISEI EL has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KEISEI EL's returns are expected to increase less than the market. However, during the bear market, the loss of holding KEISEI EL is expected to be smaller as well. KEISEI EL RAILWAY now secures a risk of 2.7%. Please verify KEISEI EL RAILWAY treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if KEISEI EL RAILWAY will be following its current price movements.
Auto-correlation | -0.92 |
Near perfect reversele predictability
KEISEI EL RAILWAY has near perfect reversele predictability. Overlapping area represents the amount of predictability between KEISEI EL time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 KEISEI EL RAILWAY price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current KEISEI EL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
KEISEI EL RAILWAY lagged returns against current returns
Autocorrelation, which is KEISEI EL 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 KEISEI EL's stock expected returns. We can calculate the autocorrelation of KEISEI EL returns to help us make a trade decision. For example, suppose you find that KEISEI EL 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 |
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KEISEI EL 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 KEISEI EL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KEISEI EL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KEISEI EL stock over time.
Current vs Lagged Prices |
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KEISEI EL Lagged Returns
When evaluating KEISEI EL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KEISEI EL stock have on its future price. KEISEI EL 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, KEISEI EL autocorrelation shows the relationship between KEISEI EL stock current value and its past values and can show if there is a momentum factor associated with investing in KEISEI EL RAILWAY.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KEISEI Stock Analysis
When running KEISEI EL's price analysis, check to measure KEISEI EL'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 KEISEI EL is operating at the current time. Most of KEISEI EL's value examination focuses on studying past and present price action to predict the probability of KEISEI EL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KEISEI EL's price. Additionally, you may evaluate how the addition of KEISEI EL to your portfolios can decrease your overall portfolio volatility.