Konoike Transport (Germany) Market Value
| 2KT Stock | EUR 16.70 0.10 0.60% |
| Symbol | Konoike |
Konoike Transport '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 Konoike Transport'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 Konoike Transport.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Konoike Transport on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Konoike Transport Co or generate 0.0% return on investment in Konoike Transport over 30 days. Konoike Transport is related to or competes with Cairo Communication, Ares Management, National Health, SHIP HEALTHCARE, and Siemens Healthineers. Konoike Transport Co., Ltd. provides logistics services in Japan and internationally More
Konoike Transport 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 Konoike Transport'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 Konoike Transport Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1032 | |||
| Maximum Drawdown | 34.42 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 1.8 |
Konoike Transport Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Konoike Transport's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Konoike Transport's standard deviation. In reality, there are many statistical measures that can use Konoike Transport historical prices to predict the future Konoike Transport's volatility.| Risk Adjusted Performance | 0.1025 | |||
| Jensen Alpha | 0.4779 | |||
| Total Risk Alpha | 0.044 | |||
| Treynor Ratio | 2.47 |
Konoike Transport Backtested Returns
Konoike Transport appears to be not too volatile, given 3 months investment horizon. Konoike Transport has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Konoike Transport's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Konoike Transport's Risk Adjusted Performance of 0.1025, standard deviation of 3.98, and Mean Deviation of 1.1 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Konoike Transport holds a performance score of 10. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Konoike Transport's returns are expected to increase less than the market. However, during the bear market, the loss of holding Konoike Transport is expected to be smaller as well. Please check Konoike Transport's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to make a quick decision on whether Konoike Transport's current price movements will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Konoike Transport Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Konoike Transport time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Konoike Transport price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Konoike Transport price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Konoike Transport lagged returns against current returns
Autocorrelation, which is Konoike Transport 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 Konoike Transport's stock expected returns. We can calculate the autocorrelation of Konoike Transport returns to help us make a trade decision. For example, suppose you find that Konoike Transport 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 |
Konoike Transport 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 Konoike Transport stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Konoike Transport stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Konoike Transport stock over time.
Current vs Lagged Prices |
| Timeline |
Konoike Transport Lagged Returns
When evaluating Konoike Transport's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Konoike Transport stock have on its future price. Konoike Transport 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, Konoike Transport autocorrelation shows the relationship between Konoike Transport stock current value and its past values and can show if there is a momentum factor associated with investing in Konoike Transport Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Konoike Stock
Konoike Transport financial ratios help investors to determine whether Konoike 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 Konoike with respect to the benefits of owning Konoike Transport security.