Ks Ag Drc Stock Market Value
| KPLUY Stock | USD 5.91 0.08 1.37% |
| Symbol | KPLUY |
KS AG '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 KS AG'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 KS AG.
| 08/31/2024 |
| 11/29/2024 |
If you would invest 0.00 in KS AG on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding KS AG DRC or generate 0.0% return on investment in KS AG over 90 days. KS AG is related to or competes with Yara International, Boswell J, ICL Israel, CF Industries, Intrepid Potash, China Green, and Bioceres Crop. KS Aktiengesellschaft, together with its subsidiaries, operates as a supplier of mineral products for the agricultural, ... More
KS AG 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 KS AG'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 KS AG DRC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.06 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 2.94 |
KS AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KS AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KS AG's standard deviation. In reality, there are many statistical measures that can use KS AG historical prices to predict the future KS AG's volatility.| Risk Adjusted Performance | 0.0138 | |||
| Jensen Alpha | 0.0077 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.3016 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KS AG'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.
KS AG DRC Backtested Returns
At this stage we consider KPLUY OTC Stock to be slightly risky. KS AG DRC retains Efficiency (Sharpe Ratio) of 0.0435, which conveys that the firm had a 0.0435% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for KS AG, which you can use to evaluate the volatility of the firm. Please verify KS AG's Standard Deviation of 2.5, market risk adjusted performance of 0.3116, and Mean Deviation of 1.72 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. KS AG has a performance score of 3 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.0415, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KS AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding KS AG is expected to be smaller as well. KS AG DRC today owns a risk of 2.43%. Please verify KS AG DRC potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if KS AG DRC will be following its current price history.
Auto-correlation | 0.18 |
Very weak predictability
KS AG DRC has very weak predictability. Overlapping area represents the amount of predictability between KS AG time series from 31st of August 2024 to 15th of October 2024 and 15th of October 2024 to 29th 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 KS AG DRC price movement. The serial correlation of 0.18 indicates that over 18.0% of current KS AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
KS AG DRC lagged returns against current returns
Autocorrelation, which is KS AG 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 KS AG's otc stock expected returns. We can calculate the autocorrelation of KS AG returns to help us make a trade decision. For example, suppose you find that KS AG 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 |
KS AG 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 KS AG otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KS AG otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KS AG otc stock over time.
Current vs Lagged Prices |
| Timeline |
KS AG Lagged Returns
When evaluating KS AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KS AG otc stock have on its future price. KS AG 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, KS AG autocorrelation shows the relationship between KS AG otc stock current value and its past values and can show if there is a momentum factor associated with investing in KS AG DRC.
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 KPLUY OTC Stock Analysis
When running KS AG's price analysis, check to measure KS AG'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 KS AG is operating at the current time. Most of KS AG's value examination focuses on studying past and present price action to predict the probability of KS AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KS AG's price. Additionally, you may evaluate how the addition of KS AG to your portfolios can decrease your overall portfolio volatility.