Kimberly Clark (Mexico) Market Value
| KIMBERA Stock | MXN 31.91 0.75 2.30% |
| Symbol | Kimberly |
Kimberly Clark '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 Kimberly Clark'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 Kimberly Clark.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Kimberly Clark on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark de Mxico or generate 0.0% return on investment in Kimberly Clark over 90 days. Kimberly Clark is related to or competes with Gruma SAB, Alfa SAB, Grupo Financiero, Fomento Econmico, and Grupo Aeroportuario. V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Me... More
Kimberly Clark 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 Kimberly Clark'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 Kimberly Clark de Mxico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.2152 | |||
| Maximum Drawdown | 9.29 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.53 |
Kimberly Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimberly Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimberly Clark's standard deviation. In reality, there are many statistical measures that can use Kimberly Clark historical prices to predict the future Kimberly Clark's volatility.| Risk Adjusted Performance | 0.1357 | |||
| Jensen Alpha | 0.1896 | |||
| Total Risk Alpha | 0.4151 | |||
| Sortino Ratio | 0.2069 | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kimberly Clark's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kimberly Clark de Backtested Returns
Kimberly Clark appears to be very steady, given 3 months investment horizon. Kimberly Clark de has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kimberly Clark, which you can use to evaluate the volatility of the firm. Please exercise Kimberly Clark's Mean Deviation of 1.15, risk adjusted performance of 0.1357, and Downside Deviation of 1.6 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kimberly Clark holds a performance score of 11. The company secures a Beta (Market Risk) of -0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kimberly Clark are expected to decrease at a much lower rate. During the bear market, Kimberly Clark is likely to outperform the market. Please check Kimberly Clark's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Kimberly Clark's current price movements will revert.
Auto-correlation | 0.36 |
Below average predictability
Kimberly Clark de Mxico has below average predictability. Overlapping area represents the amount of predictability between Kimberly Clark time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Kimberly Clark de price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kimberly Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Kimberly Clark de lagged returns against current returns
Autocorrelation, which is Kimberly Clark 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 Kimberly Clark's stock expected returns. We can calculate the autocorrelation of Kimberly Clark returns to help us make a trade decision. For example, suppose you find that Kimberly Clark 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 |
Kimberly Clark 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 Kimberly Clark stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimberly Clark stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimberly Clark stock over time.
Current vs Lagged Prices |
| Timeline |
Kimberly Clark Lagged Returns
When evaluating Kimberly Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimberly Clark stock have on its future price. Kimberly Clark 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, Kimberly Clark autocorrelation shows the relationship between Kimberly Clark stock current value and its past values and can show if there is a momentum factor associated with investing in Kimberly Clark de Mxico.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Kimberly Stock
Kimberly Clark financial ratios help investors to determine whether Kimberly 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 Kimberly with respect to the benefits of owning Kimberly Clark security.