Klingelnberg (Switzerland) Market Value
| KLIN Stock | 10.70 0.05 0.47% |
| Symbol | Klingelnberg |
Klingelnberg '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 Klingelnberg'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 Klingelnberg.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in Klingelnberg on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding Klingelnberg AG or generate 0.0% return on investment in Klingelnberg over 180 days. Klingelnberg is related to or competes with Rieter Holding, Carlo Gavazzi, Feintool International, Starrag Group, Schlatter Industries, Adval Tech, and Mikron Holding. More
Klingelnberg 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 Klingelnberg'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 Klingelnberg AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.0 |
Klingelnberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klingelnberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klingelnberg's standard deviation. In reality, there are many statistical measures that can use Klingelnberg historical prices to predict the future Klingelnberg's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0426 |
Klingelnberg AG Backtested Returns
At this stage we consider Klingelnberg Stock to be not too volatile. Klingelnberg AG has Sharpe Ratio of 0.01, which conveys that the firm had a 0.01 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Klingelnberg, which you can use to evaluate the volatility of the firm. Please verify Klingelnberg's Risk Adjusted Performance of 0.0086, mean deviation of 1.53, and Downside Deviation of 2.3 to check out if the risk estimate we provide is consistent with the expected return of 0.0205%. The company secures a Beta (Market Risk) of -0.0894, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klingelnberg are expected to decrease at a much lower rate. During the bear market, Klingelnberg is likely to outperform the market. Klingelnberg AG right now secures a risk of 2.04%. Please verify Klingelnberg AG jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Klingelnberg AG will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
Klingelnberg AG has poor reverse predictability. Overlapping area represents the amount of predictability between Klingelnberg time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Klingelnberg AG price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Klingelnberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Klingelnberg AG lagged returns against current returns
Autocorrelation, which is Klingelnberg 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 Klingelnberg's stock expected returns. We can calculate the autocorrelation of Klingelnberg returns to help us make a trade decision. For example, suppose you find that Klingelnberg 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 |
Klingelnberg 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 Klingelnberg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klingelnberg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klingelnberg stock over time.
Current vs Lagged Prices |
| Timeline |
Klingelnberg Lagged Returns
When evaluating Klingelnberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klingelnberg stock have on its future price. Klingelnberg 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, Klingelnberg autocorrelation shows the relationship between Klingelnberg stock current value and its past values and can show if there is a momentum factor associated with investing in Klingelnberg AG.
Regressed Prices |
| Timeline |
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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 Klingelnberg Stock Analysis
When running Klingelnberg's price analysis, check to measure Klingelnberg'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 Klingelnberg is operating at the current time. Most of Klingelnberg's value examination focuses on studying past and present price action to predict the probability of Klingelnberg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klingelnberg's price. Additionally, you may evaluate how the addition of Klingelnberg to your portfolios can decrease your overall portfolio volatility.