Koninklijke Kpn Nv Stock Market Value
| KKPNF Stock | USD 4.11 0.10 2.49% |
| Symbol | Koninklijke |
Koninklijke KPN '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 Koninklijke KPN's pink sheet 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 Koninklijke KPN.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Koninklijke KPN on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Koninklijke KPN NV or generate 0.0% return on investment in Koninklijke KPN over 90 days. Koninklijke KPN is related to or competes with Turk Telekomunikasyon, Orange SA, Nippon Telegraph, SwissCom, Telefnica, Telkom Indonesia, and America Movil. Koninklijke KPN N.V. provides telecommunications and information technology services in the Netherlands More
Koninklijke KPN 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 Koninklijke KPN's pink sheet 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 Koninklijke KPN NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.33 | |||
| Information Ratio | 0.0908 | |||
| Maximum Drawdown | 9.91 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 4.36 |
Koninklijke KPN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke KPN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke KPN's standard deviation. In reality, there are many statistical measures that can use Koninklijke KPN historical prices to predict the future Koninklijke KPN's volatility.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.1503 | |||
| Total Risk Alpha | 0.4168 | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | 0.1305 |
Koninklijke KPN NV Backtested Returns
At this point, Koninklijke KPN is slightly risky. Koninklijke KPN NV has Sharpe Ratio of 0.0756, which conveys that the firm had a 0.0756 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Koninklijke KPN, which you can use to evaluate the volatility of the firm. Please verify Koninklijke KPN's Risk Adjusted Performance of 0.0384, downside deviation of 2.33, and Mean Deviation of 1.57 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Koninklijke KPN has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Koninklijke KPN's returns are expected to increase less than the market. However, during the bear market, the loss of holding Koninklijke KPN is expected to be smaller as well. Koninklijke KPN NV right now secures a risk of 2.31%. Please verify Koninklijke KPN NV downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Koninklijke KPN NV will be following its current price movements.
Auto-correlation | 0.51 |
Modest predictability
Koninklijke KPN NV has modest predictability. Overlapping area represents the amount of predictability between Koninklijke KPN time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Koninklijke KPN NV price movement. The serial correlation of 0.51 indicates that about 51.0% of current Koninklijke KPN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Koninklijke KPN NV lagged returns against current returns
Autocorrelation, which is Koninklijke KPN pink sheet'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 Koninklijke KPN's pink sheet expected returns. We can calculate the autocorrelation of Koninklijke KPN returns to help us make a trade decision. For example, suppose you find that Koninklijke KPN has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Koninklijke KPN 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 Koninklijke KPN pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke KPN pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke KPN pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koninklijke KPN Lagged Returns
When evaluating Koninklijke KPN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke KPN pink sheet have on its future price. Koninklijke KPN 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, Koninklijke KPN autocorrelation shows the relationship between Koninklijke KPN pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke KPN NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Koninklijke Pink Sheet
Koninklijke KPN financial ratios help investors to determine whether Koninklijke Pink Sheet 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 Koninklijke with respect to the benefits of owning Koninklijke KPN security.