Kuehne Nagel (Switzerland) Market Value
| KNIN Stock | 209.50 1.50 0.72% |
| Symbol | Kuehne |
Kuehne Nagel '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 Kuehne Nagel'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 Kuehne Nagel.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Kuehne Nagel on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Kuehne Nagel or generate 0.0% return on investment in Kuehne Nagel over 30 days. Kuehne Nagel is related to or competes with Geberit AG, Givaudan, SGS SA, and Swiss Life. More
Kuehne Nagel 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 Kuehne Nagel'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 Kuehne Nagel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.19 |
Kuehne Nagel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kuehne Nagel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kuehne Nagel's standard deviation. In reality, there are many statistical measures that can use Kuehne Nagel historical prices to predict the future Kuehne Nagel's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (3.69) |
Kuehne Nagel Backtested Returns
Kuehne Nagel has Sharpe Ratio of -0.27, which conveys that the firm had a -0.27% return per unit of risk over the last 3 months. Kuehne Nagel exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kuehne Nagel's Risk Adjusted Performance of (0.22), standard deviation of 1.16, and Mean Deviation of 0.8539 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0928, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kuehne Nagel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kuehne Nagel is expected to be smaller as well. At this point, Kuehne Nagel has a negative expected return of -0.32%. Please make sure to verify Kuehne Nagel's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Kuehne Nagel performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Kuehne Nagel has modest reverse predictability. Overlapping area represents the amount of predictability between Kuehne Nagel time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 Kuehne Nagel price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Kuehne Nagel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 4.44 |
Kuehne Nagel lagged returns against current returns
Autocorrelation, which is Kuehne Nagel 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 Kuehne Nagel's stock expected returns. We can calculate the autocorrelation of Kuehne Nagel returns to help us make a trade decision. For example, suppose you find that Kuehne Nagel 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 |
Kuehne Nagel 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 Kuehne Nagel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kuehne Nagel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kuehne Nagel stock over time.
Current vs Lagged Prices |
| Timeline |
Kuehne Nagel Lagged Returns
When evaluating Kuehne Nagel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kuehne Nagel stock have on its future price. Kuehne Nagel 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, Kuehne Nagel autocorrelation shows the relationship between Kuehne Nagel stock current value and its past values and can show if there is a momentum factor associated with investing in Kuehne Nagel.
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 Kuehne Stock Analysis
When running Kuehne Nagel's price analysis, check to measure Kuehne Nagel'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 Kuehne Nagel is operating at the current time. Most of Kuehne Nagel's value examination focuses on studying past and present price action to predict the probability of Kuehne Nagel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kuehne Nagel's price. Additionally, you may evaluate how the addition of Kuehne Nagel to your portfolios can decrease your overall portfolio volatility.