Keppel Limited Stock Market Value
| KPELF Stock | USD 7.70 0.00 0.00% |
| Symbol | Keppel |
Keppel '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'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 Keppel.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Keppel on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Keppel Limited or generate 0.0% return on investment in Keppel over 30 days. Keppel is related to or competes with Swire Pacific, Swire Pacific, Wrtsil Oyj, Eiffage SA, Veolia Environnement, Obayashi, and Ebara Corp. Keppel Corporation Limited, an investment holding company, engages in the offshore and marine, property, infrastructure,... More
Keppel 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'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 Keppel Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.091 | |||
| Maximum Drawdown | 23.76 | |||
| Value At Risk | (0.13) |
Keppel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keppel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keppel's standard deviation. In reality, there are many statistical measures that can use Keppel historical prices to predict the future Keppel's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.3196 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.57 |
Keppel Limited Backtested Returns
Keppel appears to be somewhat reliable, given 3 months investment horizon. Keppel Limited has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Keppel, which you can use to evaluate the volatility of the firm. Please exercise Keppel's Mean Deviation of 0.7739, standard deviation of 2.73, and Risk Adjusted Performance of 0.096 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Keppel holds a performance score of 10. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keppel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keppel is expected to be smaller as well. Please check Keppel's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Keppel's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Keppel Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Keppel time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. 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 Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Keppel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Keppel Limited lagged returns against current returns
Autocorrelation, which is Keppel 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 Keppel's pink sheet expected returns. We can calculate the autocorrelation of Keppel returns to help us make a trade decision. For example, suppose you find that Keppel 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 |
Keppel 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keppel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keppel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Keppel Lagged Returns
When evaluating Keppel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keppel pink sheet have on its future price. Keppel 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 autocorrelation shows the relationship between Keppel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Keppel Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Keppel Pink Sheet
Keppel financial ratios help investors to determine whether Keppel 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 Keppel with respect to the benefits of owning Keppel security.