Klpierre Sa Stock Market Value
| KLPEF Stock | USD 29.62 0.19 0.64% |
| Symbol | Klépierre |
Klépierre '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 Klépierre'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 Klépierre.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Klépierre on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Klpierre SA or generate 0.0% return on investment in Klépierre over 30 days. Klépierre is related to or competes with Smart REIT, Riocan REIT, Plaza Retail, Choice Properties, Firm Capital, Acadia Realty, and Rithm Property. Klpierre is the European leader in shopping malls, combining property development and asset management skills More
Klépierre 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 Klépierre'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 Klpierre SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 13.38 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.56 |
Klépierre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klépierre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klépierre's standard deviation. In reality, there are many statistical measures that can use Klépierre historical prices to predict the future Klépierre's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.4107 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Klépierre'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.
Klpierre SA Backtested Returns
Klpierre SA has Sharpe Ratio of -0.0816, which conveys that the firm had a -0.0816 % return per unit of risk over the last 3 months. Klépierre exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Klépierre's Mean Deviation of 0.663, risk adjusted performance of (0.06), and Standard Deviation of 1.47 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Klépierre are expected to decrease at a much lower rate. During the bear market, Klépierre is likely to outperform the market. At this point, Klpierre SA has a negative expected return of -0.13%. Please make sure to verify Klépierre's kurtosis, and the relationship between the treynor ratio and day median price , to decide if Klpierre SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Klpierre SA has good predictability. Overlapping area represents the amount of predictability between Klépierre time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 Klpierre SA price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Klépierre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Klpierre SA lagged returns against current returns
Autocorrelation, which is Klépierre 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 Klépierre's pink sheet expected returns. We can calculate the autocorrelation of Klépierre returns to help us make a trade decision. For example, suppose you find that Klépierre 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 |
Klépierre 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 Klépierre pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klépierre pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klépierre pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Klépierre Lagged Returns
When evaluating Klépierre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klépierre pink sheet have on its future price. Klépierre 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, Klépierre autocorrelation shows the relationship between Klépierre pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Klpierre SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Klépierre Pink Sheet
Klépierre financial ratios help investors to determine whether Klépierre 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 Klépierre with respect to the benefits of owning Klépierre security.