Klépierre (Germany) Market Value

KPR Stock  EUR 30.84  0.22  0.72%   
Klépierre's market value is the price at which a share of Klépierre trades on a public exchange. It measures the collective expectations of Klpierre SA investors about its performance. Klépierre is trading at 30.84 as of the 2nd of March 2025. This is a 0.72% up since the beginning of the trading day. The stock's lowest day price was 30.84.
With this module, you can estimate the performance of a buy and hold strategy of Klpierre SA and determine expected loss or profit from investing in Klépierre over a given investment horizon. Check out Klépierre Correlation, Klépierre Volatility and Klépierre Alpha and Beta module to complement your research on Klépierre.
Symbol

Please note, there is a significant difference between Klépierre's value and its price as these two are different measures arrived at by different means. Investors typically determine if Klépierre is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Klépierre'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.

Klépierre '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 Klépierre'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 Klépierre.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Klépierre on January 31, 2025 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 Klépierre over 30 days. Klépierre is related to or competes with EBRO FOODS, Ebro Foods, Axfood AB, US Foods, Samsung Electronics, BG Foods, and STMicroelectronics. Klpierre, the pan-European leader in shopping malls, combines development, property and asset management skills More

Klépierre 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 Klépierre'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 Klpierre SA upside and downside potential and time the market with a certain degree of confidence.

Klépierre Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Klépierre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klépierre's standard deviation. In reality, there are many statistical measures that can use Klépierre historical prices to predict the future Klépierre's volatility.
Hype
Prediction
LowEstimatedHigh
29.9330.8431.75
Details
Intrinsic
Valuation
LowRealHigh
24.8625.7733.92
Details
Naive
Forecast
LowNextHigh
30.0330.9431.84
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.1829.6831.19
Details

Klpierre SA Backtested Returns

At this point, Klépierre is very steady. Klpierre SA has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Klépierre, which you can use to evaluate the volatility of the firm. Please verify Klépierre's Downside Deviation of 0.9682, mean deviation of 0.706, and Risk Adjusted Performance of 0.0863 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Klépierre has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0405, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klépierre are expected to decrease at a much lower rate. During the bear market, Klépierre is likely to outperform the market. Klpierre SA right now secures a risk of 0.91%. Please verify Klpierre SA total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Klpierre SA will be following its current price movements.

Auto-correlation

    
  0.87  

Very good predictability

Klpierre SA has very good predictability. Overlapping area represents the amount of predictability between Klépierre time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 Klpierre SA price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Klépierre price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.9
Residual Average0.0
Price Variance0.21

Klpierre SA lagged returns against current returns

Autocorrelation, which is Klépierre 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 Klépierre's stock expected returns. We can calculate the autocorrelation of Klépierre returns to help us make a trade decision. For example, suppose you find that Klépierre 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  

Klépierre 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 Klépierre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klépierre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klépierre stock over time.
   Current vs Lagged Prices   
       Timeline  

Klépierre Lagged Returns

When evaluating Klépierre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klépierre stock have on its future price. Klépierre 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, Klépierre autocorrelation shows the relationship between Klépierre stock 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 Klépierre Stock

Klépierre financial ratios help investors to determine whether Klépierre 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 Klépierre with respect to the benefits of owning Klépierre security.