Klpierre Sa Stock Market Value
| KLPEF Stock | USD 30.99 1.49 5.05% |
| Symbol | Klpierre |
Klpierre '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 Klpierre'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 Klpierre.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Klpierre on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Klpierre SA or generate 0.0% return on investment in Klpierre over 30 days. Klpierre is related to or competes with Slate Grocery, Seritage Growth, Rithm Property, Smart REIT, Riocan REIT, Plaza Retail, and Choice Properties. Klpierre is the European leader in shopping malls, combining property development and asset management skills More
Klpierre 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 Klpierre'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 Klpierre SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.46 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.15 |
Klpierre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klpierre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klpierre's standard deviation. In reality, there are many statistical measures that can use Klpierre historical prices to predict the future Klpierre's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | 0.0035 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.075 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Klpierre'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.
Klpierre SA Backtested Returns
Klpierre SA has Sharpe Ratio of -0.0198, which conveys that the firm had a -0.0198% return per unit of risk over the last 3 months. Klpierre exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Klpierre's Mean Deviation of 0.6891, downside deviation of 3.46, and Risk Adjusted Performance of 0.0069 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0884, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klpierre are expected to decrease at a much lower rate. During the bear market, Klpierre is likely to outperform the market. At this point, Klpierre SA has a negative expected return of -0.0306%. Please make sure to verify Klpierre's semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Klpierre SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Klpierre SA has weak reverse predictability. Overlapping area represents the amount of predictability between Klpierre time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Klpierre SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current Klpierre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Klpierre SA lagged returns against current returns
Autocorrelation, which is Klpierre 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 Klpierre's pink sheet expected returns. We can calculate the autocorrelation of Klpierre returns to help us make a trade decision. For example, suppose you find that Klpierre 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 |
Klpierre 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 Klpierre pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klpierre pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klpierre pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Klpierre Lagged Returns
When evaluating Klpierre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klpierre pink sheet have on its future price. Klpierre 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, Klpierre autocorrelation shows the relationship between Klpierre pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Klpierre SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Klpierre Pink Sheet
Klpierre financial ratios help investors to determine whether Klpierre 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 Klpierre with respect to the benefits of owning Klpierre security.