Keppel's market value is the price at which a share of Keppel trades on a public exchange. It measures the collective expectations of Keppel Limited investors about its performance. Keppel is trading at 10.10 as of the 7th of January 2025; that is 0.20 percent increase since the beginning of the trading day. The stock's open price was 10.08. With this module, you can estimate the performance of a buy and hold strategy of Keppel Limited and determine expected loss or profit from investing in Keppel over a given investment horizon. Check out Keppel Correlation, Keppel Volatility and Keppel Alpha and Beta module to complement your research on Keppel.
Please note, there is a significant difference between Keppel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Keppel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keppel's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Keppel '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 Keppel'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 Keppel.
0.00
05/12/2024
No Change 0.00
0.0
In 7 months and 29 days
01/07/2025
0.00
If you would invest 0.00 in Keppel on May 12, 2024 and sell it all today you would earn a total of 0.00 from holding Keppel Limited or generate 0.0% return on investment in Keppel over 240 days. Keppel is related to or competes with Singapore Telecommunicatio, United Overseas, DBS Group, Power Assets, and Itochu Corp. Keppel Corporation Limited, an investment holding company, engages in the offshore and marine, property, infrastructure,... More
Keppel 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 Keppel'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 Keppel Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keppel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keppel's standard deviation. In reality, there are many statistical measures that can use Keppel historical prices to predict the future Keppel's volatility.
At this stage we consider Keppel Pink Sheet to be somewhat reliable. Keppel Limited has Sharpe Ratio of 0.0165, which conveys that the firm had a 0.0165% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Keppel, which you can use to evaluate the volatility of the firm. Please verify Keppel's Risk Adjusted Performance of 0.0162, mean deviation of 2.24, and Downside Deviation of 3.16 to check out if the risk estimate we provide is consistent with the expected return of 0.0482%. Keppel has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keppel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keppel is expected to be smaller as well. Keppel Limited right now secures a risk of 2.92%. Please verify Keppel Limited value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Keppel Limited will be following its current price movements.
Auto-correlation
0.07
Virtually no predictability
Keppel Limited has virtually no predictability. Overlapping area represents the amount of predictability between Keppel time series from 12th of May 2024 to 9th of September 2024 and 9th of September 2024 to 7th 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 Keppel Limited price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Keppel price fluctuation can be explain by its past prices.
Correlation Coefficient
0.07
Spearman Rank Test
0.05
Residual Average
0.0
Price Variance
0.14
Keppel Limited lagged returns against current returns
Autocorrelation, which is Keppel 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 Keppel's pink sheet expected returns. We can calculate the autocorrelation of Keppel returns to help us make a trade decision. For example, suppose you find that Keppel 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
Keppel 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 Keppel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keppel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keppel pink sheet over time.
Current vs Lagged Prices
Timeline
Keppel Lagged Returns
When evaluating Keppel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keppel pink sheet have on its future price. Keppel 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, Keppel autocorrelation shows the relationship between Keppel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Keppel Limited.
Regressed Prices
Timeline
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Keppel's price analysis, check to measure Keppel's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Keppel is operating at the current time. Most of Keppel's value examination focuses on studying past and present price action to predict the probability of Keppel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keppel's price. Additionally, you may evaluate how the addition of Keppel to your portfolios can decrease your overall portfolio volatility.