Keppel Reit Stock Market Value
| KREVF Stock | USD 0.61 0.11 22.00% |
| Symbol | Keppel |
Keppel REIT '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 REIT'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 REIT.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Keppel REIT on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Keppel REIT or generate 0.0% return on investment in Keppel REIT over 30 days. Keppel REIT is related to or competes with Gecina SA, Mirvac, Stockland, Swiss Prime, Wharf (Holdings), Scout24 AG, and MERLIN Properties. Listed by way of an introduction on 28 April 2006, Keppel REIT is one of Asias leading REITs with a portfolio of Grade A... More
Keppel REIT 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 REIT'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 REIT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 23.25 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 2.67 |
Keppel REIT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keppel REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keppel REIT's standard deviation. In reality, there are many statistical measures that can use Keppel REIT historical prices to predict the future Keppel REIT's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | 7.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Keppel REIT'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 REIT Backtested Returns
Keppel REIT has Sharpe Ratio of -0.052, which conveys that the firm had a -0.052 % return per unit of risk over the last 3 months. Keppel REIT exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keppel REIT's Mean Deviation of 1.85, standard deviation of 4.53, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0332, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Keppel REIT are expected to decrease at a much lower rate. During the bear market, Keppel REIT is likely to outperform the market. At this point, Keppel REIT has a negative expected return of -0.24%. Please make sure to verify Keppel REIT's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Keppel REIT performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.80 |
Very good predictability
Keppel REIT has very good predictability. Overlapping area represents the amount of predictability between Keppel REIT time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 REIT price movement. The serial correlation of 0.8 indicates that around 80.0% of current Keppel REIT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Keppel REIT lagged returns against current returns
Autocorrelation, which is Keppel REIT 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 REIT's pink sheet expected returns. We can calculate the autocorrelation of Keppel REIT returns to help us make a trade decision. For example, suppose you find that Keppel REIT 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 REIT 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 REIT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keppel REIT 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 REIT pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Keppel REIT Lagged Returns
When evaluating Keppel REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keppel REIT pink sheet have on its future price. Keppel REIT 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 REIT autocorrelation shows the relationship between Keppel REIT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Keppel REIT.
Regressed Prices |
| Timeline |
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Other Information on Investing in Keppel Pink Sheet
Keppel REIT 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 REIT security.