Kinepolis Group (Germany) Market Value
| KPSN Stock | EUR 38.05 0.40 1.06% |
| Symbol | Kinepolis |
Kinepolis Group '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 Kinepolis Group'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 Kinepolis Group.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Kinepolis Group on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Kinepolis Group NV or generate 0.0% return on investment in Kinepolis Group over 90 days. Kinepolis Group is related to or competes with Lamar Advertising, FORMPIPE SOFTWARE, LION ONE, MAGIC SOFTWARE, and Evolution Mining. Kinepolis Group NV operates cinema complexes in Belgium, the Netherlands, France, Spain, Luxembourg, Switzerland, Poland... More
Kinepolis Group 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 Kinepolis Group'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 Kinepolis Group NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 2.13 |
Kinepolis Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinepolis Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinepolis Group's standard deviation. In reality, there are many statistical measures that can use Kinepolis Group historical prices to predict the future Kinepolis Group's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | 0.2277 |
Kinepolis Group NV Backtested Returns
Kinepolis Group NV has Sharpe Ratio of -0.013, which conveys that the firm had a -0.013% return per unit of risk over the last 3 months. Kinepolis Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kinepolis Group's Risk Adjusted Performance of (0.04), standard deviation of 1.62, and Mean Deviation of 1.19 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kinepolis Group are expected to decrease at a much lower rate. During the bear market, Kinepolis Group is likely to outperform the market. At this point, Kinepolis Group NV has a negative expected return of -0.0192%. Please make sure to verify Kinepolis Group's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Kinepolis Group NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Kinepolis Group NV has weak reverse predictability. Overlapping area represents the amount of predictability between Kinepolis Group time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 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 Kinepolis Group NV price movement. The serial correlation of -0.23 indicates that over 23.0% of current Kinepolis Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Kinepolis Group NV lagged returns against current returns
Autocorrelation, which is Kinepolis Group 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 Kinepolis Group's stock expected returns. We can calculate the autocorrelation of Kinepolis Group returns to help us make a trade decision. For example, suppose you find that Kinepolis Group 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 |
Kinepolis Group 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 Kinepolis Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinepolis Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinepolis Group stock over time.
Current vs Lagged Prices |
| Timeline |
Kinepolis Group Lagged Returns
When evaluating Kinepolis Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinepolis Group stock have on its future price. Kinepolis Group 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, Kinepolis Group autocorrelation shows the relationship between Kinepolis Group stock current value and its past values and can show if there is a momentum factor associated with investing in Kinepolis Group NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kinepolis Stock
Kinepolis Group financial ratios help investors to determine whether Kinepolis 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 Kinepolis with respect to the benefits of owning Kinepolis Group security.