Keppel Dc Reit Stock Market Value
| KPDCF Stock | USD 1.77 0.30 14.49% |
| Symbol | Keppel |
Keppel DC '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 Keppel DC's otc 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 Keppel DC.
| 01/06/2024 |
| 12/26/2025 |
If you would invest 0.00 in Keppel DC on January 6, 2024 and sell it all today you would earn a total of 0.00 from holding Keppel DC REIT or generate 0.0% return on investment in Keppel DC over 720 days. Keppel DC is related to or competes with Keppel REIT, British Land, Charter Hall, Mapletree Industrial, Japan Metropolitan, UOL Group, and Tokyu Fudosan. Listed on 12 December 2014, Keppel DC REIT is the first pure-play data centre REIT listed in Asia and on the Singapore E... More
Keppel DC 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 Keppel DC's otc 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 Keppel DC REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.65 | |||
| Information Ratio | 3.0E-4 | |||
| Maximum Drawdown | 43.81 | |||
| Value At Risk | (6.86) | |||
| Potential Upside | 8.51 |
Keppel DC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keppel DC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keppel DC's standard deviation. In reality, there are many statistical measures that can use Keppel DC historical prices to predict the future Keppel DC's volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.2178 | |||
| Total Risk Alpha | (0.53) | |||
| Sortino Ratio | 1.0E-4 | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Keppel DC'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.
Keppel DC REIT Backtested Returns
At this point, Keppel DC is dangerous. Keppel DC REIT has Sharpe Ratio of 0.0135, which conveys that the firm had a 0.0135 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Keppel DC, which you can use to evaluate the volatility of the firm. Please verify Keppel DC's Mean Deviation of 2.41, downside deviation of 10.65, and Risk Adjusted Performance of 0.0184 to check out if the risk estimate we provide is consistent with the expected return of 0.0805%. Keppel DC has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -2.08, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Keppel DC are expected to decrease by larger amounts. On the other hand, during market turmoil, Keppel DC is expected to outperform it. Keppel DC REIT right now secures a risk of 5.95%. Please verify Keppel DC REIT semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Keppel DC REIT will be following its current price movements.
Auto-correlation | 0.43 |
Average predictability
Keppel DC REIT has average predictability. Overlapping area represents the amount of predictability between Keppel DC time series from 6th of January 2024 to 31st of December 2024 and 31st of December 2024 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 Keppel DC REIT price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Keppel DC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Keppel DC REIT lagged returns against current returns
Autocorrelation, which is Keppel DC otc 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 Keppel DC's otc stock expected returns. We can calculate the autocorrelation of Keppel DC returns to help us make a trade decision. For example, suppose you find that Keppel DC has exhibited high autocorrelation historically, and you observe that the otc 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 |
Keppel DC 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 Keppel DC otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keppel DC otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keppel DC otc stock over time.
Current vs Lagged Prices |
| Timeline |
Keppel DC Lagged Returns
When evaluating Keppel DC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keppel DC otc stock have on its future price. Keppel DC 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, Keppel DC autocorrelation shows the relationship between Keppel DC otc stock current value and its past values and can show if there is a momentum factor associated with investing in Keppel DC REIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Keppel OTC Stock
Keppel DC financial ratios help investors to determine whether Keppel OTC 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 Keppel with respect to the benefits of owning Keppel DC security.