KELLOGG - (Germany) Market Value
| KEL Stock | EUR 75.48 0.20 0.26% |
| Symbol | KELLOGG |
KELLOGG - '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 KELLOGG -'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 KELLOGG -.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in KELLOGG - on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding KELLOGG Dusseldorf or generate 0.0% return on investment in KELLOGG - over 90 days. KELLOGG - is related to or competes with JAPAN TOBACCO, Mitsubishi Materials, Rayonier Advanced, EAGLE MATERIALS, Nomad Foods, BRIT AMER, and NEWELL RUBBERMAID. More
KELLOGG - 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 KELLOGG -'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 KELLOGG Dusseldorf upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1983 | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.9084 |
KELLOGG - Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KELLOGG -'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KELLOGG -'s standard deviation. In reality, there are many statistical measures that can use KELLOGG - historical prices to predict the future KELLOGG -'s volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0901 | |||
| Treynor Ratio | 2.73 |
KELLOGG Dusseldorf Backtested Returns
KELLOGG Dusseldorf has Sharpe Ratio of -0.0189, which conveys that the firm had a -0.0189 % return per unit of volatility over the last 3 months. KELLOGG - exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KELLOGG -'s risk adjusted performance of (0.01), and Mean Deviation of 0.4638 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0061, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KELLOGG - are expected to decrease at a much lower rate. During the bear market, KELLOGG - is likely to outperform the market. At this point, KELLOGG Dusseldorf has a negative expected return of -0.0126%. Please make sure to verify KELLOGG -'s total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if KELLOGG Dusseldorf performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
KELLOGG Dusseldorf has no correlation between past and present. Overlapping area represents the amount of predictability between KELLOGG - time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 KELLOGG Dusseldorf price movement. The serial correlation of 0.0 indicates that just 0.0% of current KELLOGG - price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
KELLOGG Dusseldorf lagged returns against current returns
Autocorrelation, which is KELLOGG - 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 KELLOGG -'s stock expected returns. We can calculate the autocorrelation of KELLOGG - returns to help us make a trade decision. For example, suppose you find that KELLOGG - 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 |
KELLOGG - 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 KELLOGG - stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KELLOGG - stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KELLOGG - stock over time.
Current vs Lagged Prices |
| Timeline |
KELLOGG - Lagged Returns
When evaluating KELLOGG -'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KELLOGG - stock have on its future price. KELLOGG - 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, KELLOGG - autocorrelation shows the relationship between KELLOGG - stock current value and its past values and can show if there is a momentum factor associated with investing in KELLOGG Dusseldorf.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KELLOGG Stock Analysis
When running KELLOGG -'s price analysis, check to measure KELLOGG -'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 KELLOGG - is operating at the current time. Most of KELLOGG -'s value examination focuses on studying past and present price action to predict the probability of KELLOGG -'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KELLOGG -'s price. Additionally, you may evaluate how the addition of KELLOGG - to your portfolios can decrease your overall portfolio volatility.