Kimberly Clark (Brazil) Market Value
| KMBB34 Stock | BRL 771.20 49.05 5.98% |
| 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.
| 01/19/2023 |
| 01/08/2025 |
If you would invest 0.00 in Kimberly Clark on January 19, 2023 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark or generate 0.0% return on investment in Kimberly Clark over 720 days. Kimberly Clark is related to or competes with Mitsubishi UFJ, Jefferies Financial, and Deutsche Bank. Kimberly-Clark Corporation, together with its subsidiaries, manufactures and markets personal care and consumer tissue p... 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0141 | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (3.76) | |||
| Potential Upside | 3.49 |
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 | 0.021 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | 0.0222 | |||
| Sortino Ratio | 0.0065 | |||
| Treynor Ratio | (0.22) |
Kimberly Clark Backtested Returns
At this point, Kimberly Clark is very steady. Kimberly Clark has Sharpe Ratio of 0.0202, which conveys that the firm had a 0.0202% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kimberly Clark, which you can use to evaluate the volatility of the firm. Please verify Kimberly Clark's Mean Deviation of 0.7276, downside deviation of 3.33, and Risk Adjusted Performance of 0.021 to check out if the risk estimate we provide is consistent with the expected return of 0.0312%. Kimberly Clark has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0963, 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. Kimberly Clark right now secures a risk of 1.54%. Please verify Kimberly Clark standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Kimberly Clark will be following its current price movements.
Auto-correlation | -0.65 |
Very good reverse predictability
Kimberly Clark has very good reverse predictability. Overlapping area represents the amount of predictability between Kimberly Clark time series from 19th of January 2023 to 14th of January 2024 and 14th of January 2024 to 8th of January 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 price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Kimberly Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 6089.02 |
Kimberly Clark 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.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Kimberly Stock
When determining whether Kimberly Clark offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kimberly Clark's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kimberly Clark Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kimberly Clark Stock:Check out Kimberly Clark Correlation, Kimberly Clark Volatility and Kimberly Clark Alpha and Beta module to complement your research on Kimberly Clark. For information on how to trade Kimberly Stock refer to our How to Trade Kimberly Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Kimberly Clark technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.