Kuehne + (Germany) Market Value
| KNIU Stock | EUR 45.00 0.40 0.90% |
| Symbol | Kuehne |
Kuehne + '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 Kuehne +'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 Kuehne +.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Kuehne + on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kuehne Nagel International or generate 0.0% return on investment in Kuehne + over 30 days. Kuehne + is related to or competes with US Foods, Fuji Media, SQUIRREL MEDIA, LINMON MEDIA, Prosiebensat, and Universal Entertainment. Kuehne Nagel International AG, together with its subsidiaries, provides integrated logistics services worldwide More
Kuehne + 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 Kuehne +'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 Kuehne Nagel International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 0.0272 | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.19 |
Kuehne + Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kuehne +'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kuehne +'s standard deviation. In reality, there are many statistical measures that can use Kuehne + historical prices to predict the future Kuehne +'s volatility.| Risk Adjusted Performance | 0.0276 | |||
| Jensen Alpha | 0.0472 | |||
| Total Risk Alpha | 0.0644 | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 8.57 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kuehne +'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.
Kuehne Nagel Interna Backtested Returns
At this point, Kuehne + is very steady. Kuehne Nagel Interna has Sharpe Ratio of 0.029, which conveys that the firm had a 0.029 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kuehne +, which you can use to evaluate the volatility of the firm. Please verify Kuehne +'s Downside Deviation of 2.99, risk adjusted performance of 0.0276, and Mean Deviation of 1.21 to check out if the risk estimate we provide is consistent with the expected return of 0.0571%. Kuehne + has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kuehne +'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Kuehne + is expected to be smaller as well. Kuehne Nagel Interna right now secures a risk of 1.97%. Please verify Kuehne Nagel International semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Kuehne Nagel International will be following its current price movements.
Auto-correlation | -0.39 |
Poor reverse predictability
Kuehne Nagel International has poor reverse predictability. Overlapping area represents the amount of predictability between Kuehne + time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Kuehne Nagel Interna price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Kuehne + price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Kuehne Nagel Interna lagged returns against current returns
Autocorrelation, which is Kuehne + 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 Kuehne +'s stock expected returns. We can calculate the autocorrelation of Kuehne + returns to help us make a trade decision. For example, suppose you find that Kuehne + 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 |
Kuehne + 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 Kuehne + stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kuehne + stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kuehne + stock over time.
Current vs Lagged Prices |
| Timeline |
Kuehne + Lagged Returns
When evaluating Kuehne +'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kuehne + stock have on its future price. Kuehne + 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, Kuehne + autocorrelation shows the relationship between Kuehne + stock current value and its past values and can show if there is a momentum factor associated with investing in Kuehne Nagel International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kuehne Stock
Kuehne + financial ratios help investors to determine whether Kuehne 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 Kuehne with respect to the benefits of owning Kuehne + security.