Keystone Law (UK) Market Value
| KEYS Stock | 625.00 10.00 1.57% |
| Symbol | Keystone |
Keystone Law '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 Keystone Law'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 Keystone Law.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Keystone Law on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Keystone Law Group or generate 0.0% return on investment in Keystone Law over 30 days. Keystone Law is related to or competes with Berkshire Hathaway, Chocoladefabriken, Toyota, CATCo Reinsurance, CATCo Reinsurance, and Nationwide Building. Keystone Law is entity of United Kingdom More
Keystone Law 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 Keystone Law'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 Keystone Law Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 15.73 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 1.69 |
Keystone Law Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keystone Law's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keystone Law's standard deviation. In reality, there are many statistical measures that can use Keystone Law historical prices to predict the future Keystone Law's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (1.78) |
Keystone Law Group Backtested Returns
Keystone Law Group has Sharpe Ratio of -0.0163, which conveys that the firm had a -0.0163% return per unit of risk over the last 3 months. Keystone Law exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keystone Law's Risk Adjusted Performance of (0.01), mean deviation of 1.05, and Standard Deviation of 2.13 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0289, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keystone Law's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keystone Law is expected to be smaller as well. At this point, Keystone Law Group has a negative expected return of -0.0351%. Please make sure to verify Keystone Law's accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Keystone Law Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Keystone Law Group has virtually no predictability. Overlapping area represents the amount of predictability between Keystone Law time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Keystone Law Group price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Keystone Law price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 18.58 |
Keystone Law Group lagged returns against current returns
Autocorrelation, which is Keystone Law 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 Keystone Law's stock expected returns. We can calculate the autocorrelation of Keystone Law returns to help us make a trade decision. For example, suppose you find that Keystone Law 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 |
Keystone Law 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 Keystone Law stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keystone Law stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keystone Law stock over time.
Current vs Lagged Prices |
| Timeline |
Keystone Law Lagged Returns
When evaluating Keystone Law's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keystone Law stock have on its future price. Keystone Law 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, Keystone Law autocorrelation shows the relationship between Keystone Law stock current value and its past values and can show if there is a momentum factor associated with investing in Keystone Law Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Keystone Stock Analysis
When running Keystone Law's price analysis, check to measure Keystone Law'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 Keystone Law is operating at the current time. Most of Keystone Law's value examination focuses on studying past and present price action to predict the probability of Keystone Law's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keystone Law's price. Additionally, you may evaluate how the addition of Keystone Law to your portfolios can decrease your overall portfolio volatility.