Kiliaro AB (Sweden) Market Value
| KILI Stock | 0.24 0.02 7.69% |
| Symbol | Kiliaro |
Kiliaro AB '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 Kiliaro AB'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 Kiliaro AB.
| 01/12/2023 |
| 12/02/2024 |
If you would invest 0.00 in Kiliaro AB on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Kiliaro AB or generate 0.0% return on investment in Kiliaro AB over 690 days. Kiliaro AB is related to or competes with Lipigon Pharmaceuticals, IZafe Group, and ALM Equity. More
Kiliaro AB 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 Kiliaro AB'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 Kiliaro AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 44.01 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 16.67 |
Kiliaro AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kiliaro AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kiliaro AB's standard deviation. In reality, there are many statistical measures that can use Kiliaro AB historical prices to predict the future Kiliaro AB's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (1.94) | |||
| Treynor Ratio | 0.3177 |
Kiliaro AB Backtested Returns
Kiliaro AB has Sharpe Ratio of -0.0339, which conveys that the firm had a -0.0339% return per unit of risk over the last 3 months. Kiliaro AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kiliaro AB's Mean Deviation of 5.24, standard deviation of 8.56, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.62, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Kiliaro AB are expected to decrease by larger amounts. On the other hand, during market turmoil, Kiliaro AB is expected to outperform it. At this point, Kiliaro AB has a negative expected return of -0.29%. Please make sure to verify Kiliaro AB's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Kiliaro AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Kiliaro AB has weak predictability. Overlapping area represents the amount of predictability between Kiliaro AB time series from 12th of January 2023 to 23rd of December 2023 and 23rd of December 2023 to 2nd of December 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 Kiliaro AB price movement. The serial correlation of 0.21 indicates that over 21.0% of current Kiliaro AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Kiliaro AB lagged returns against current returns
Autocorrelation, which is Kiliaro AB 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 Kiliaro AB's stock expected returns. We can calculate the autocorrelation of Kiliaro AB returns to help us make a trade decision. For example, suppose you find that Kiliaro AB 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 |
Kiliaro AB 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 Kiliaro AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kiliaro AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kiliaro AB stock over time.
Current vs Lagged Prices |
| Timeline |
Kiliaro AB Lagged Returns
When evaluating Kiliaro AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kiliaro AB stock have on its future price. Kiliaro AB 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, Kiliaro AB autocorrelation shows the relationship between Kiliaro AB stock current value and its past values and can show if there is a momentum factor associated with investing in Kiliaro AB.
Regressed Prices |
| Timeline |
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Additional Tools for Kiliaro Stock Analysis
When running Kiliaro AB's price analysis, check to measure Kiliaro AB'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 Kiliaro AB is operating at the current time. Most of Kiliaro AB's value examination focuses on studying past and present price action to predict the probability of Kiliaro AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kiliaro AB's price. Additionally, you may evaluate how the addition of Kiliaro AB to your portfolios can decrease your overall portfolio volatility.