Ktima Kostas (Greece) Market Value
| KTILA Stock | EUR 1.72 0.02 1.15% |
| Symbol | Ktima |
Ktima Kostas '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 Ktima Kostas' 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 Ktima Kostas.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Ktima Kostas on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Ktima Kostas Lazaridis or generate 0.0% return on investment in Ktima Kostas over 30 days. Ktima Kostas is related to or competes with Marfin Investment, Performance Technologies, General Commercial, Aegean Airlines, Hellenic Telecommunicatio, CPI Computer, and Optronics Technologies. Ktima Kostas Lazaridis S.A. engages in the production and sale of wines in Greece More
Ktima Kostas 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 Ktima Kostas' 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 Ktima Kostas Lazaridis upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 13.84 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 3.03 |
Ktima Kostas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ktima Kostas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ktima Kostas' standard deviation. In reality, there are many statistical measures that can use Ktima Kostas historical prices to predict the future Ktima Kostas' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.22) |
Ktima Kostas Lazaridis Backtested Returns
Ktima Kostas Lazaridis has Sharpe Ratio of -0.0345, which conveys that the firm had a -0.0345% return per unit of risk over the last 3 months. Ktima Kostas exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Ktima Kostas' Mean Deviation of 1.23, risk adjusted performance of (0.02), and Standard Deviation of 2.1 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ktima Kostas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ktima Kostas is expected to be smaller as well. At this point, Ktima Kostas Lazaridis has a negative expected return of -0.0731%. Please make sure to verify Ktima Kostas' potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if Ktima Kostas Lazaridis performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Ktima Kostas Lazaridis has very weak reverse predictability. Overlapping area represents the amount of predictability between Ktima Kostas time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Ktima Kostas Lazaridis price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Ktima Kostas price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ktima Kostas Lazaridis lagged returns against current returns
Autocorrelation, which is Ktima Kostas 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 Ktima Kostas' stock expected returns. We can calculate the autocorrelation of Ktima Kostas returns to help us make a trade decision. For example, suppose you find that Ktima Kostas 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 |
Ktima Kostas 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 Ktima Kostas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ktima Kostas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ktima Kostas stock over time.
Current vs Lagged Prices |
| Timeline |
Ktima Kostas Lagged Returns
When evaluating Ktima Kostas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ktima Kostas stock have on its future price. Ktima Kostas 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, Ktima Kostas autocorrelation shows the relationship between Ktima Kostas stock current value and its past values and can show if there is a momentum factor associated with investing in Ktima Kostas Lazaridis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ktima Stock
Ktima Kostas financial ratios help investors to determine whether Ktima 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 Ktima with respect to the benefits of owning Ktima Kostas security.