Kawasaki Kisen (Germany) Market Value
| KLI1 Stock | EUR 12.73 0.00 0.00% |
| Symbol | Kawasaki |
Kawasaki Kisen '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 Kawasaki Kisen'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 Kawasaki Kisen.
| 06/29/2024 |
| 12/26/2024 |
If you would invest 0.00 in Kawasaki Kisen on June 29, 2024 and sell it all today you would earn a total of 0.00 from holding Kawasaki Kisen Kaisha or generate 0.0% return on investment in Kawasaki Kisen over 180 days. Kawasaki Kisen is related to or competes with TRADEDOUBLER, Silicon Motion, SEKISUI CHEMICAL, Tradeweb Markets, CHEMICAL INDUSTRIES, Shin Etsu, and KINGBOARD CHEMICAL. Kawasaki Kisen Kaisha, Ltd. provides marine, land, and air transportation services in Japan and internationally More
Kawasaki Kisen 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 Kawasaki Kisen'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 Kawasaki Kisen Kaisha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 3.75 |
Kawasaki Kisen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kawasaki Kisen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kawasaki Kisen's standard deviation. In reality, there are many statistical measures that can use Kawasaki Kisen historical prices to predict the future Kawasaki Kisen's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.1832 |
Kawasaki Kisen Kaisha Backtested Returns
Kawasaki Kisen Kaisha has Sharpe Ratio of -0.0437, which conveys that the firm had a -0.0437% return per unit of risk over the last 3 months. Kawasaki Kisen exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kawasaki Kisen's Mean Deviation of 1.45, insignificant risk adjusted performance, and Standard Deviation of 2.02 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kawasaki Kisen are expected to decrease at a much lower rate. During the bear market, Kawasaki Kisen is likely to outperform the market. At this point, Kawasaki Kisen Kaisha has a negative expected return of -0.085%. Please make sure to verify Kawasaki Kisen's standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Kawasaki Kisen Kaisha performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Kawasaki Kisen Kaisha has weak predictability. Overlapping area represents the amount of predictability between Kawasaki Kisen time series from 29th of June 2024 to 27th of September 2024 and 27th of September 2024 to 26th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kawasaki Kisen Kaisha price movement. The serial correlation of 0.23 indicates that over 23.0% of current Kawasaki Kisen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Kawasaki Kisen Kaisha lagged returns against current returns
Autocorrelation, which is Kawasaki Kisen 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 Kawasaki Kisen's stock expected returns. We can calculate the autocorrelation of Kawasaki Kisen returns to help us make a trade decision. For example, suppose you find that Kawasaki Kisen 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 |
Kawasaki Kisen 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 Kawasaki Kisen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kawasaki Kisen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kawasaki Kisen stock over time.
Current vs Lagged Prices |
| Timeline |
Kawasaki Kisen Lagged Returns
When evaluating Kawasaki Kisen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kawasaki Kisen stock have on its future price. Kawasaki Kisen 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, Kawasaki Kisen autocorrelation shows the relationship between Kawasaki Kisen stock current value and its past values and can show if there is a momentum factor associated with investing in Kawasaki Kisen Kaisha.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kawasaki Stock
Kawasaki Kisen financial ratios help investors to determine whether Kawasaki 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 Kawasaki with respect to the benefits of owning Kawasaki Kisen security.