Knorr Bremse's market value is the price at which a share of Knorr Bremse trades on a public exchange. It measures the collective expectations of Knorr Bremse Aktiengesellschaft investors about its performance. Knorr Bremse is trading at 100.26 as of the 26th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 100.26. With this module, you can estimate the performance of a buy and hold strategy of Knorr Bremse Aktiengesellschaft and determine expected loss or profit from investing in Knorr Bremse over a given investment horizon. Check out Knorr Bremse Correlation, Knorr Bremse Volatility and Knorr Bremse Alpha and Beta module to complement your research on Knorr Bremse.
Please note, there is a significant difference between Knorr Bremse's value and its price as these two are different measures arrived at by different means. Investors typically determine if Knorr Bremse is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Knorr Bremse's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Knorr Bremse '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 Knorr Bremse'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 Knorr Bremse.
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11/26/2025
No Change 0.00
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In 30 days
12/26/2025
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If you would invest 0.00 in Knorr Bremse on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Knorr Bremse Aktiengesellschaft or generate 0.0% return on investment in Knorr Bremse over 30 days. Knorr Bremse is related to or competes with Monro Muffler, Fox Factory, Lear, Dorman Products, Motorcar Parts, BorgWarner, and American Axle. Knorr-Bremse Aktiengesellschaft develops, produces, markets, and services braking and other systems for rail and commerc... More
Knorr Bremse 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 Knorr Bremse'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 Knorr Bremse Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Knorr Bremse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Knorr Bremse's standard deviation. In reality, there are many statistical measures that can use Knorr Bremse historical prices to predict the future Knorr Bremse's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Knorr Bremse. Your research has to be compared to or analyzed against Knorr Bremse's peers to derive any actionable benefits. When done correctly, Knorr Bremse's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Knorr Bremse Aktieng.
Knorr Bremse Aktieng Backtested Returns
At this point, Knorr Bremse is very steady. Knorr Bremse Aktieng has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Knorr Bremse, which you can use to evaluate the volatility of the firm. Please verify Knorr Bremse's Risk Adjusted Performance of 0.0771, standard deviation of 1.19, and Mean Deviation of 0.4791 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Knorr Bremse has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0129, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Knorr Bremse are expected to decrease at a much lower rate. During the bear market, Knorr Bremse is likely to outperform the market. Knorr Bremse Aktieng right now secures a risk of 1.19%. Please verify Knorr Bremse Aktiengesellschaft value at risk, as well as the relationship between the kurtosis and day typical price , to decide if Knorr Bremse Aktiengesellschaft will be following its current price movements.
Auto-correlation
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No correlation between past and present
Knorr Bremse Aktiengesellschaft has no correlation between past and present. Overlapping area represents the amount of predictability between Knorr Bremse time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Knorr Bremse Aktieng price movement. The serial correlation of 0.0 indicates that just 0.0% of current Knorr Bremse price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Knorr Bremse Aktieng lagged returns against current returns
Autocorrelation, which is Knorr Bremse 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 Knorr Bremse's pink sheet expected returns. We can calculate the autocorrelation of Knorr Bremse returns to help us make a trade decision. For example, suppose you find that Knorr Bremse 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
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Knorr Bremse 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 Knorr Bremse pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Knorr Bremse pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Knorr Bremse pink sheet over time.
Current vs Lagged Prices
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Knorr Bremse Lagged Returns
When evaluating Knorr Bremse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Knorr Bremse pink sheet have on its future price. Knorr Bremse 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, Knorr Bremse autocorrelation shows the relationship between Knorr Bremse pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Knorr Bremse Aktiengesellschaft.
Other Information on Investing in Knorr Pink Sheet
Knorr Bremse financial ratios help investors to determine whether Knorr 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 Knorr with respect to the benefits of owning Knorr Bremse security.