Kimberly Clark De Mexico Stock Market Value
| KCDMY Stock | USD 6.86 0.02 0.29% |
| Symbol | Kimberly |
Kimberly Clark '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 Kimberly Clark'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 Kimberly Clark.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Kimberly Clark on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark de Mexico or generate 0.0% return on investment in Kimberly Clark over 30 days. Kimberly Clark is related to or competes with Reckitt Benckiser, Church Dwight, L’Oreal Co, Shiseido, Clorox, Colgate Palmolive, and Procter Gamble. V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Me... More
Kimberly Clark 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 Kimberly Clark'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 Kimberly Clark de Mexico upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 2.48 |
Kimberly Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimberly Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimberly Clark's standard deviation. In reality, there are many statistical measures that can use Kimberly Clark historical prices to predict the future Kimberly Clark's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | (0.85) |
Kimberly Clark de Backtested Returns
Kimberly Clark de 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. Kimberly Clark exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kimberly Clark's Risk Adjusted Performance of (0.11), mean deviation of 1.5, and Standard Deviation of 1.89 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kimberly Clark's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kimberly Clark is expected to be smaller as well. At this point, Kimberly Clark de has a negative expected return of -0.28%. Please make sure to verify Kimberly Clark's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Kimberly Clark de performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Kimberly Clark de Mexico has below average predictability. Overlapping area represents the amount of predictability between Kimberly Clark time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kimberly Clark de price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Kimberly Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Kimberly Clark de lagged returns against current returns
Autocorrelation, which is Kimberly Clark 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 Kimberly Clark's pink sheet expected returns. We can calculate the autocorrelation of Kimberly Clark returns to help us make a trade decision. For example, suppose you find that Kimberly Clark 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 |
Kimberly Clark 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 Kimberly Clark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimberly Clark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimberly Clark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kimberly Clark Lagged Returns
When evaluating Kimberly Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimberly Clark pink sheet have on its future price. Kimberly Clark 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, Kimberly Clark autocorrelation shows the relationship between Kimberly Clark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kimberly Clark de Mexico.
Regressed Prices |
| Timeline |
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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.Additional Tools for Kimberly Pink Sheet Analysis
When running Kimberly Clark's price analysis, check to measure Kimberly Clark'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 Kimberly Clark is operating at the current time. Most of Kimberly Clark's value examination focuses on studying past and present price action to predict the probability of Kimberly Clark's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimberly Clark's price. Additionally, you may evaluate how the addition of Kimberly Clark to your portfolios can decrease your overall portfolio volatility.