Kellogg (Germany) Market Value
| KEL Stock | EUR 75.02 0.26 0.35% |
| 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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Kellogg on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Kellogg Company or generate 0.0% return on investment in Kellogg over 90 days. Kellogg is related to or competes with Fevertree Drinks, Zurich Insurance, Goosehead Insurance, Sabre Insurance, ZURICH INSURANCE, HANOVER INSURANCE, and Hanover Insurance. Kellogg Company, together with its subsidiaries, manufactures and markets ready-to-eat cereal and convenience foods 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 Company upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1167 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.04 |
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 | (0.04) | |||
| Total Risk Alpha | 0.0831 | |||
| Treynor Ratio | 0.0892 |
Kellogg Company Backtested Returns
Kellogg Company has Sharpe Ratio of -0.0177, which conveys that the firm had a -0.0177 % return per unit of risk 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 Standard Deviation of 0.7943, risk adjusted performance of (0.01), and Mean Deviation of 0.5946 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.18, 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 Company has a negative expected return of -0.0146%. Please make sure to verify Kellogg's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Kellogg Company performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Kellogg Company has very weak reverse predictability. Overlapping area represents the amount of predictability between Kellogg time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Company price movement. The serial correlation of -0.03 indicates that only 3.0% of current Kellogg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Kellogg Company 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 Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kellogg Stock
Kellogg financial ratios help investors to determine whether Kellogg 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 Kellogg with respect to the benefits of owning Kellogg security.