Keepers Holdings (Philippines) Market Value
| KEEPR Stock | 2.03 0.03 1.46% |
| Symbol | Keepers |
Keepers Holdings '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 Keepers Holdings' 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 Keepers Holdings.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Keepers Holdings on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Keepers Holdings or generate 0.0% return on investment in Keepers Holdings over 180 days. Keepers Holdings is related to or competes with Cosco Capital, AllDay Marts, and Balai Ni. More
Keepers Holdings 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 Keepers Holdings' 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 Keepers Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.0523 | |||
| Maximum Drawdown | 8.15 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.41 |
Keepers Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keepers Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keepers Holdings' standard deviation. In reality, there are many statistical measures that can use Keepers Holdings historical prices to predict the future Keepers Holdings' volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 0.2003 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.058 | |||
| Treynor Ratio | 3.08 |
Keepers Holdings Backtested Returns
Currently, Keepers Holdings is moderately volatile. Keepers Holdings has Sharpe Ratio of 0.0859, which conveys that the firm had a 0.0859% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Keepers Holdings, which you can use to evaluate the volatility of the firm. Please verify Keepers Holdings' Downside Deviation of 1.52, mean deviation of 1.24, and Risk Adjusted Performance of 0.1046 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Keepers Holdings has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0678, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keepers Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Keepers Holdings is expected to be smaller as well. Keepers Holdings right now secures a risk of 1.62%. Please verify Keepers Holdings value at risk, and the relationship between the jensen alpha and skewness , to decide if Keepers Holdings will be following its current price movements.
Auto-correlation | 0.18 |
Very weak predictability
Keepers Holdings has very weak predictability. Overlapping area represents the amount of predictability between Keepers Holdings time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Keepers Holdings price movement. The serial correlation of 0.18 indicates that over 18.0% of current Keepers Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Keepers Holdings lagged returns against current returns
Autocorrelation, which is Keepers Holdings 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 Keepers Holdings' stock expected returns. We can calculate the autocorrelation of Keepers Holdings returns to help us make a trade decision. For example, suppose you find that Keepers Holdings 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 |
Keepers Holdings 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 Keepers Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keepers Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keepers Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Keepers Holdings Lagged Returns
When evaluating Keepers Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keepers Holdings stock have on its future price. Keepers Holdings 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, Keepers Holdings autocorrelation shows the relationship between Keepers Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Keepers Holdings.
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 Keepers Stock Analysis
When running Keepers Holdings' price analysis, check to measure Keepers Holdings' 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 Keepers Holdings is operating at the current time. Most of Keepers Holdings' value examination focuses on studying past and present price action to predict the probability of Keepers Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keepers Holdings' price. Additionally, you may evaluate how the addition of Keepers Holdings to your portfolios can decrease your overall portfolio volatility.