Kuehne Nagel (Germany) Market Value
| KNIU Stock | EUR 45.20 1.40 3.20% |
| 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.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Kuehne Nagel on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Kuehne Nagel International or generate 0.0% return on investment in Kuehne Nagel over 30 days. Kuehne Nagel is related to or competes with Gamma Communications, Shenandoah Telecommunicatio, COMBA TELECOM, Spirent Communications, Charter Communications, Comba Telecom, and Consolidated Communications. Kuehne Nagel International AG, together with its subsidiaries, provides integrated logistics services worldwide 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 International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 8.17 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 1.38 |
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 | (0.13) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 2.21 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kuehne Nagel'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.
Kuehne Nagel Interna Backtested Returns
Kuehne Nagel Interna has Sharpe Ratio of -0.17, which conveys that the firm had a -0.17% return per unit of risk over the last 3 months. Kuehne Nagel exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kuehne Nagel's Mean Deviation of 1.08, risk adjusted performance of (0.13), and Standard Deviation of 1.53 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kuehne Nagel are expected to decrease at a much lower rate. During the bear market, Kuehne Nagel is likely to outperform the market. At this point, Kuehne Nagel Interna has a negative expected return of -0.27%. Please make sure to verify Kuehne Nagel's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Kuehne Nagel Interna performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.55 |
Good reverse predictability
Kuehne Nagel International has good reverse predictability. Overlapping area represents the amount of predictability between Kuehne Nagel time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Interna price movement. The serial correlation of -0.55 indicates that about 55.0% of current Kuehne Nagel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Kuehne Nagel Interna 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 |
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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 |
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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 International.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Kuehne Stock
Kuehne Nagel financial ratios help investors to determine whether Kuehne Stock 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 Kuehne with respect to the benefits of owning Kuehne Nagel security.