KEPPEL CORP (Germany) Market Value
| KEP1 Stock | EUR 4.70 0.02 0.42% |
| Symbol | KEPPEL |
KEPPEL CORP '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 KEPPEL CORP'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 KEPPEL CORP.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in KEPPEL CORP on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding KEPPEL P or generate 0.0% return on investment in KEPPEL CORP over 30 days. KEPPEL CORP is related to or competes with GigaMedia, Ubisoft Entertainment, Universal Entertainment, Perseus Mining, Flutter Entertainment, and Lion One. More
KEPPEL CORP 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 KEPPEL CORP'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 KEPPEL P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9381 | |||
| Information Ratio | 0.0568 | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.96 |
KEPPEL CORP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KEPPEL CORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KEPPEL CORP's standard deviation. In reality, there are many statistical measures that can use KEPPEL CORP historical prices to predict the future KEPPEL CORP's volatility.| Risk Adjusted Performance | 0.1503 | |||
| Jensen Alpha | 0.1482 | |||
| Total Risk Alpha | 0.0244 | |||
| Sortino Ratio | 0.0579 | |||
| Treynor Ratio | 0.7849 |
KEPPEL CORP Backtested Returns
KEPPEL CORP appears to be not too volatile, given 3 months investment horizon. KEPPEL CORP has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22% return per unit of volatility over the last 3 months. We have found thirty technical indicators for KEPPEL CORP, which you can use to evaluate the volatility of the firm. Please exercise KEPPEL CORP's risk adjusted performance of 0.1503, and Mean Deviation of 0.7242 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KEPPEL CORP holds a performance score of 16. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KEPPEL CORP's returns are expected to increase less than the market. However, during the bear market, the loss of holding KEPPEL CORP is expected to be smaller as well. Please check KEPPEL CORP's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether KEPPEL CORP's current price movements will revert.
Auto-correlation | 0.14 |
Insignificant predictability
KEPPEL P has insignificant predictability. Overlapping area represents the amount of predictability between KEPPEL CORP 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 KEPPEL CORP price movement. The serial correlation of 0.14 indicates that less than 14.0% of current KEPPEL CORP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
KEPPEL CORP lagged returns against current returns
Autocorrelation, which is KEPPEL CORP 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 KEPPEL CORP's stock expected returns. We can calculate the autocorrelation of KEPPEL CORP returns to help us make a trade decision. For example, suppose you find that KEPPEL CORP 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 |
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KEPPEL CORP 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 KEPPEL CORP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KEPPEL CORP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KEPPEL CORP stock over time.
Current vs Lagged Prices |
| Timeline |
KEPPEL CORP Lagged Returns
When evaluating KEPPEL CORP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KEPPEL CORP stock have on its future price. KEPPEL CORP 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, KEPPEL CORP autocorrelation shows the relationship between KEPPEL CORP stock current value and its past values and can show if there is a momentum factor associated with investing in KEPPEL P .
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KEPPEL Stock Analysis
When running KEPPEL CORP's price analysis, check to measure KEPPEL CORP'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 KEPPEL CORP is operating at the current time. Most of KEPPEL CORP's value examination focuses on studying past and present price action to predict the probability of KEPPEL CORP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KEPPEL CORP's price. Additionally, you may evaluate how the addition of KEPPEL CORP to your portfolios can decrease your overall portfolio volatility.