KSB SE (Germany) Market Value
| KSB3 Stock | 612.00 2.00 0.33% |
| Symbol | KSB |
KSB SE '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 KSB SE'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 KSB SE.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in KSB SE on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding KSB SE Co or generate 0.0% return on investment in KSB SE over 360 days. KSB SE is related to or competes with CARSALES, Salesforce, Magic Software, CyberArk Software, Take-Two Interactive, and USU Software. More
KSB SE 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 KSB SE'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 KSB SE Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.95 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.07 |
KSB SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSB SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KSB SE's standard deviation. In reality, there are many statistical measures that can use KSB SE historical prices to predict the future KSB SE's volatility.| Risk Adjusted Performance | 0.0578 | |||
| Jensen Alpha | 0.0392 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2538 |
KSB SE Backtested Returns
At this point, KSB SE is very steady. KSB SE retains Efficiency (Sharpe Ratio) of 0.0797, which conveys that the firm had a 0.0797% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for KSB SE, which you can use to evaluate the volatility of the firm. Please verify KSB SE's Mean Deviation of 0.9699, market risk adjusted performance of 0.2638, and Downside Deviation of 1.2 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. KSB SE has a performance score of 6 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KSB SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSB SE is expected to be smaller as well. KSB SE now owns a risk of 1.26%. Please verify KSB SE Co mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if KSB SE Co will be following its current price history.
Auto-correlation | -0.23 |
Weak reverse predictability
KSB SE Co has weak reverse predictability. Overlapping area represents the amount of predictability between KSB SE time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 KSB SE price movement. The serial correlation of -0.23 indicates that over 23.0% of current KSB SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 736.8 |
KSB SE lagged returns against current returns
Autocorrelation, which is KSB SE 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 KSB SE's stock expected returns. We can calculate the autocorrelation of KSB SE returns to help us make a trade decision. For example, suppose you find that KSB SE 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 |
KSB SE 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 KSB SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KSB SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KSB SE stock over time.
Current vs Lagged Prices |
| Timeline |
KSB SE Lagged Returns
When evaluating KSB SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KSB SE stock have on its future price. KSB SE 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, KSB SE autocorrelation shows the relationship between KSB SE stock current value and its past values and can show if there is a momentum factor associated with investing in KSB SE Co.
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.Other Information on Investing in KSB Stock
KSB SE financial ratios help investors to determine whether KSB 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 KSB with respect to the benefits of owning KSB SE security.