KSB SE (Germany) Market Value
| KSB3 Preferred Stock | 594.00 4.00 0.67% |
| Symbol | KSB |
KSB SE '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 KSB SE's preferred 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 KSB SE.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in KSB SE on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding KSB SE Co or generate 0.0% return on investment in KSB SE over 720 days. KSB SE is related to or competes with Haverty Furniture, HOME DEPOT, Corporate Office, OFFICE DEPOT, Autohome, CITY OFFICE, and Taylor Morrison. More
KSB SE 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 KSB SE's preferred 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 KSB SE Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.36 |
KSB SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSB SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KSB SE's standard deviation. In reality, there are many statistical measures that can use KSB SE historical prices to predict the future KSB SE's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.0248 | |||
| Total Risk Alpha | 0.0032 | |||
| Sortino Ratio | 0.0051 | |||
| Treynor Ratio | 1.03 |
KSB SE Backtested Returns
KSB SE retains Efficiency (Sharpe Ratio) of -0.0246, which conveys that the firm had a -0.0246 % return per unit of return volatility over the last 3 months. KSB SE exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KSB SE's Market Risk Adjusted Performance of 1.04, downside deviation of 1.08, and Mean Deviation of 0.7188 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.0245, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSB SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSB SE is expected to be smaller as well. At this point, KSB SE has a negative expected return of -0.0234%. Please make sure to verify KSB SE's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if KSB SE performance from the past will be repeated in the future.
Auto-correlation | 0.45 |
Average predictability
KSB SE Co has average predictability. Overlapping area represents the amount of predictability between KSB SE time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 KSB SE price movement. The serial correlation of 0.45 indicates that just about 45.0% of current KSB SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 895.28 |
KSB SE lagged returns against current returns
Autocorrelation, which is KSB SE preferred 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 KSB SE's preferred stock expected returns. We can calculate the autocorrelation of KSB SE returns to help us make a trade decision. For example, suppose you find that KSB SE has exhibited high autocorrelation historically, and you observe that the preferred 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 |
KSB SE 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 KSB SE preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KSB SE preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KSB SE preferred stock over time.
Current vs Lagged Prices |
| Timeline |
KSB SE Lagged Returns
When evaluating KSB SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KSB SE preferred stock have on its future price. KSB SE 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, KSB SE autocorrelation shows the relationship between KSB SE preferred stock current value and its past values and can show if there is a momentum factor associated with investing in KSB SE Co.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KSB Preferred Stock Analysis
When running KSB SE's price analysis, check to measure KSB SE'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 KSB SE is operating at the current time. Most of KSB SE's value examination focuses on studying past and present price action to predict the probability of KSB SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KSB SE's price. Additionally, you may evaluate how the addition of KSB SE to your portfolios can decrease your overall portfolio volatility.