Kesko Oyj Stock Market Value
| KKOYF Stock | USD 20.42 0.00 0.00% |
| Symbol | Kesko |
Kesko Oyj '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 Kesko Oyj'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 Kesko Oyj.
| 05/28/2025 |
| 12/24/2025 |
If you would invest 0.00 in Kesko Oyj on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kesko Oyj or generate 0.0% return on investment in Kesko Oyj over 210 days. Kesko Oyj is related to or competes with Empire Company, Grupo Comercial, Bim Birlesik, George Weston, J Sainsbury, Toyo Suisan, and Kikkoman Corp. The company operates through Grocery Trade, Building and Technical Trade, and Car Trade segments More
Kesko Oyj 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 Kesko Oyj'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 Kesko Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 1.36 |
Kesko Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kesko Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kesko Oyj's standard deviation. In reality, there are many statistical measures that can use Kesko Oyj historical prices to predict the future Kesko Oyj's volatility.| Risk Adjusted Performance | 0.1009 | |||
| Jensen Alpha | 0.0279 | |||
| Total Risk Alpha | 0.0102 | |||
| Treynor Ratio | 2.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kesko Oyj's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kesko Oyj Backtested Returns
At this point, Kesko Oyj is very steady. Kesko Oyj has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Kesko Oyj, which you can use to evaluate the volatility of the firm. Please verify Kesko Oyj's Risk Adjusted Performance of 0.1009, standard deviation of 0.2203, and Mean Deviation of 0.0748 to check out if the risk estimate we provide is consistent with the expected return of 0.0398%. Kesko Oyj has a performance score of 14 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0119, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kesko Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kesko Oyj is expected to be smaller as well. Kesko Oyj right now secures a risk of 0.22%. Please verify Kesko Oyj risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Kesko Oyj will be following its current price movements.
Auto-correlation | 0.80 |
Very good predictability
Kesko Oyj has very good predictability. Overlapping area represents the amount of predictability between Kesko Oyj time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kesko Oyj price movement. The serial correlation of 0.8 indicates that around 80.0% of current Kesko Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Kesko Oyj lagged returns against current returns
Autocorrelation, which is Kesko Oyj 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 Kesko Oyj's pink sheet expected returns. We can calculate the autocorrelation of Kesko Oyj returns to help us make a trade decision. For example, suppose you find that Kesko Oyj 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 |
Kesko Oyj 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 Kesko Oyj pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kesko Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kesko Oyj pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kesko Oyj Lagged Returns
When evaluating Kesko Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kesko Oyj pink sheet have on its future price. Kesko Oyj 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, Kesko Oyj autocorrelation shows the relationship between Kesko Oyj pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kesko Oyj.
Regressed Prices |
| Timeline |
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Other Information on Investing in Kesko Pink Sheet
Kesko Oyj financial ratios help investors to determine whether Kesko 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 Kesko with respect to the benefits of owning Kesko Oyj security.