Kobe Steel Stock Market Value
| KBSTF Stock | USD 12.30 0.00 0.00% |
| Symbol | Kobe |
Kobe Steel '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 Kobe Steel's pink sheet 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 Kobe Steel.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Kobe Steel on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Kobe Steel or generate 0.0% return on investment in Kobe Steel over 30 days. Kobe Steel is related to or competes with SSAB AB, Aurubis AG, United Tractors, Aurubis AG, SSAB AB, Kumba Iron, and Vallourec. Kobe Steel, Ltd. engages in the materials, machinery, and electric power businesses worldwide More
Kobe Steel 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 Kobe Steel's pink sheet 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 Kobe Steel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.81 |
Kobe Steel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kobe Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kobe Steel's standard deviation. In reality, there are many statistical measures that can use Kobe Steel historical prices to predict the future Kobe Steel's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (1.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kobe Steel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kobe Steel Backtested Returns
Kobe Steel has Sharpe Ratio of -0.0309, which conveys that the firm had a -0.0309 % return per unit of risk over the last 3 months. Kobe Steel exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kobe Steel's Standard Deviation of 2.69, risk adjusted performance of (0.01), and Mean Deviation of 0.5371 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0603, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kobe Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kobe Steel is expected to be smaller as well. At this point, Kobe Steel has a negative expected return of -0.0853%. Please make sure to verify Kobe Steel's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Kobe Steel performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Kobe Steel has no correlation between past and present. Overlapping area represents the amount of predictability between Kobe Steel time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 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 Kobe Steel price movement. The serial correlation of 0.0 indicates that just 0.0% of current Kobe Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kobe Steel lagged returns against current returns
Autocorrelation, which is Kobe Steel pink sheet'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 Kobe Steel's pink sheet expected returns. We can calculate the autocorrelation of Kobe Steel returns to help us make a trade decision. For example, suppose you find that Kobe Steel has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Kobe Steel 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 Kobe Steel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kobe Steel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kobe Steel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kobe Steel Lagged Returns
When evaluating Kobe Steel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kobe Steel pink sheet have on its future price. Kobe Steel 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, Kobe Steel autocorrelation shows the relationship between Kobe Steel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kobe Steel.
Regressed Prices |
| Timeline |
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Other Information on Investing in Kobe Pink Sheet
Kobe Steel financial ratios help investors to determine whether Kobe Pink Sheet 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 Kobe with respect to the benefits of owning Kobe Steel security.