Keck Seng (Malaysia) Market Value
| 3476 Stock | 5.81 0.02 0.34% |
| Symbol | Keck |
Keck Seng '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 Keck Seng'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 Keck Seng.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Keck Seng on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Keck Seng Malaysia or generate 0.0% return on investment in Keck Seng over 30 days. Keck Seng is related to or competes with Berjaya Food, Greatech Technology, Ho Hup, Coraza Integrated, Oriental Food, Dataprep Holdings, and Systech Bhd. More
Keck Seng 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 Keck Seng'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 Keck Seng Malaysia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.044 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.82 |
Keck Seng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keck Seng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keck Seng's standard deviation. In reality, there are many statistical measures that can use Keck Seng historical prices to predict the future Keck Seng's volatility.| Risk Adjusted Performance | 0.0242 | |||
| Jensen Alpha | 0.0184 | |||
| Total Risk Alpha | 0.0469 | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 0.8912 |
Keck Seng Malaysia Backtested Returns
As of now, Keck Stock is not too volatile. Keck Seng Malaysia has Sharpe Ratio of 0.0357, which conveys that the firm had a 0.0357 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Keck Seng, which you can use to evaluate the volatility of the firm. Please verify Keck Seng's Mean Deviation of 0.6397, risk adjusted performance of 0.0242, and Downside Deviation of 1.05 to check out if the risk estimate we provide is consistent with the expected return of 0.0332%. Keck Seng has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0201, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keck Seng's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keck Seng is expected to be smaller as well. Keck Seng Malaysia right now secures a risk of 0.93%. Please verify Keck Seng Malaysia mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Keck Seng Malaysia will be following its current price movements.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Keck Seng Malaysia has insignificant reverse predictability. Overlapping area represents the amount of predictability between Keck Seng time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Keck Seng Malaysia price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Keck Seng price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Keck Seng Malaysia lagged returns against current returns
Autocorrelation, which is Keck Seng 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 Keck Seng's stock expected returns. We can calculate the autocorrelation of Keck Seng returns to help us make a trade decision. For example, suppose you find that Keck Seng 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 |
Keck Seng 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 Keck Seng stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keck Seng stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keck Seng stock over time.
Current vs Lagged Prices |
| Timeline |
Keck Seng Lagged Returns
When evaluating Keck Seng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keck Seng stock have on its future price. Keck Seng 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, Keck Seng autocorrelation shows the relationship between Keck Seng stock current value and its past values and can show if there is a momentum factor associated with investing in Keck Seng Malaysia.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Keck Stock
Keck Seng financial ratios help investors to determine whether Keck 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 Keck with respect to the benefits of owning Keck Seng security.