Kuehne Nagel International Stock Market Value
| KHNGF Stock | USD 230.17 0.96 0.42% |
| Symbol | Kuehne |
Kuehne + '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 Kuehne +'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 Kuehne +.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Kuehne + on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Kuehne Nagel International or generate 0.0% return on investment in Kuehne + over 720 days. Kuehne + is related to or competes with DSV Panalpina, CH Robinson, Kuehne Nagel, DSV Panalpina, Deutsche Post, FedEx, and GXO Logistics. Kuehne Nagel International AG, together with its subsidiaries, provides integrated logistics services worldwide More
Kuehne + 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 Kuehne +'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 Kuehne Nagel International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 0.9249 |
Kuehne + Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kuehne +'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kuehne +'s standard deviation. In reality, there are many statistical measures that can use Kuehne + historical prices to predict the future Kuehne +'s volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (3.94) |
Kuehne Nagel Interna Backtested Returns
Kuehne Nagel Interna has Sharpe Ratio of -0.36, which conveys that the firm had a -0.36% return per unit of risk over the last 3 months. Kuehne + exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kuehne +'s Standard Deviation of 1.31, risk adjusted performance of (0.20), and Mean Deviation of 0.8978 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0909, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kuehne +'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Kuehne + is expected to be smaller as well. At this point, Kuehne Nagel Interna has a negative expected return of -0.43%. Please make sure to verify Kuehne +'s variance, skewness, price action indicator, as well as the relationship between the total risk alpha and rate of daily change , to decide if Kuehne Nagel Interna performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Kuehne Nagel International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Kuehne + time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Kuehne Nagel Interna price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Kuehne + price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 587.55 |
Kuehne Nagel Interna lagged returns against current returns
Autocorrelation, which is Kuehne + 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 Kuehne +'s pink sheet expected returns. We can calculate the autocorrelation of Kuehne + returns to help us make a trade decision. For example, suppose you find that Kuehne + 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 |
Kuehne + 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 Kuehne + pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kuehne + pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kuehne + pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kuehne + Lagged Returns
When evaluating Kuehne +'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kuehne + pink sheet have on its future price. Kuehne + 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, Kuehne + autocorrelation shows the relationship between Kuehne + pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kuehne Nagel International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kuehne Pink Sheet
Kuehne + financial ratios help investors to determine whether Kuehne Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kuehne with respect to the benefits of owning Kuehne + security.