Kekrops SA (Greece) Market Value
| KEKR Stock | EUR 1.20 0.03 2.56% |
| Symbol | Kekrops |
Kekrops SA '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 Kekrops SA'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 Kekrops SA.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Kekrops SA on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Kekrops SA or generate 0.0% return on investment in Kekrops SA over 30 days. Kekrops SA is related to or competes with Hellenic Telecommunicatio, General Commercial, Profile Systems, CPI Computer, Aegean Airlines, and Karelia Tobacco. Kekrops S.A. develops and constructs real estate properties with a focus on maisonettes and luxury residences in Greece More
Kekrops SA 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 Kekrops SA'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 Kekrops SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 17.62 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.05 |
Kekrops SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kekrops SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kekrops SA's standard deviation. In reality, there are many statistical measures that can use Kekrops SA historical prices to predict the future Kekrops SA's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | (1.02) |
Kekrops SA Backtested Returns
Kekrops SA has Sharpe Ratio of -0.0907, which conveys that the firm had a -0.0907% return per unit of risk over the last 3 months. Kekrops SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kekrops SA's Mean Deviation of 1.7, standard deviation of 2.43, and Risk Adjusted Performance of (0.1) 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, Kekrops SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kekrops SA is expected to be smaller as well. At this point, Kekrops SA has a negative expected return of -0.23%. Please make sure to verify Kekrops SA's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Kekrops SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.42 |
Modest reverse predictability
Kekrops SA has modest reverse predictability. Overlapping area represents the amount of predictability between Kekrops SA 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 Kekrops SA price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Kekrops SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kekrops SA lagged returns against current returns
Autocorrelation, which is Kekrops SA 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 Kekrops SA's stock expected returns. We can calculate the autocorrelation of Kekrops SA returns to help us make a trade decision. For example, suppose you find that Kekrops SA 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 |
Kekrops SA 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 Kekrops SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kekrops SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kekrops SA stock over time.
Current vs Lagged Prices |
| Timeline |
Kekrops SA Lagged Returns
When evaluating Kekrops SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kekrops SA stock have on its future price. Kekrops SA 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, Kekrops SA autocorrelation shows the relationship between Kekrops SA stock current value and its past values and can show if there is a momentum factor associated with investing in Kekrops SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kekrops Stock Analysis
When running Kekrops SA's price analysis, check to measure Kekrops SA'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 Kekrops SA is operating at the current time. Most of Kekrops SA's value examination focuses on studying past and present price action to predict the probability of Kekrops SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kekrops SA's price. Additionally, you may evaluate how the addition of Kekrops SA to your portfolios can decrease your overall portfolio volatility.