Klépierre (Germany) Market Value
| KPR Stock | EUR 29.62 0.02 0.07% |
| Symbol | Klépierre |
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Klépierre on December 16, 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 Klépierre over 90 days. Klépierre is related to or competes with Rayonier Advanced, THRACE PLASTICS, Focus Home, EAGLE MATERIALS, GOODYEAR T, and ANGI Homeservices. 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.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.1776 | |||
| Maximum Drawdown | 6.08 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.84 |
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.| Risk Adjusted Performance | 0.0775 | |||
| Jensen Alpha | 0.1003 | |||
| Total Risk Alpha | 0.2207 | |||
| Sortino Ratio | 0.1642 | |||
| Treynor Ratio | 0.5763 |
Klpierre SA Backtested Returns
At this point, Klépierre is very steady. Klpierre SA has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % 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 Risk Adjusted Performance of 0.0775, mean deviation of 0.7771, and Downside Deviation of 1.18 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Klépierre has a performance score of 11 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Klépierre's returns are expected to increase less than the market. However, during the bear market, the loss of holding Klépierre is expected to be smaller as well. Klpierre SA right now secures a risk of 1.06%. 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 | 0.50 |
Modest predictability
Klpierre SA has modest predictability. Overlapping area represents the amount of predictability between Klépierre time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 0.5 indicates that about 50.0% of current Klépierre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
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.