Kvasir Education (Israel) Market Value
| KVSR Stock | ILA 923.90 17.40 1.92% |
| Symbol | Kvasir |
Kvasir Education '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 Kvasir Education'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 Kvasir Education.
| 02/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Kvasir Education on February 9, 2023 and sell it all today you would earn a total of 0.00 from holding Kvasir Education or generate 0.0% return on investment in Kvasir Education over 660 days. Kvasir Education is related to or competes with Brainsway, Mivne Real, Photomyne, Israel Land, Bezeq Israeli, and ICL Israel. It offers content, such as bite-sized, on-demand video tutorials and study guides through team of lecturers in various f... More
Kvasir Education 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 Kvasir Education'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 Kvasir Education upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.05 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 3.44 |
Kvasir Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kvasir Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kvasir Education's standard deviation. In reality, there are many statistical measures that can use Kvasir Education historical prices to predict the future Kvasir Education's volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | 0.0563 | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.01) |
Kvasir Education Backtested Returns
At this point, Kvasir Education is very steady. Kvasir Education has Sharpe Ratio of 0.0261, which conveys that the firm had a 0.0261% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Kvasir Education, which you can use to evaluate the volatility of the firm. Please verify Kvasir Education's Mean Deviation of 0.6809, risk adjusted performance of 0.0111, and Standard Deviation of 1.79 to check out if the risk estimate we provide is consistent with the expected return of 0.0557%. Kvasir Education has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kvasir Education are expected to decrease at a much lower rate. During the bear market, Kvasir Education is likely to outperform the market. Kvasir Education right now secures a risk of 2.14%. Please verify Kvasir Education standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Kvasir Education will be following its current price movements.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Kvasir Education has insignificant reverse predictability. Overlapping area represents the amount of predictability between Kvasir Education time series from 9th of February 2023 to 5th of January 2024 and 5th of January 2024 to 30th 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 Kvasir Education price movement. The serial correlation of -0.19 indicates that over 19.0% of current Kvasir Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 3864.27 |
Kvasir Education lagged returns against current returns
Autocorrelation, which is Kvasir Education 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 Kvasir Education's stock expected returns. We can calculate the autocorrelation of Kvasir Education returns to help us make a trade decision. For example, suppose you find that Kvasir Education 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 |
Kvasir Education 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 Kvasir Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kvasir Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kvasir Education stock over time.
Current vs Lagged Prices |
| Timeline |
Kvasir Education Lagged Returns
When evaluating Kvasir Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kvasir Education stock have on its future price. Kvasir Education 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, Kvasir Education autocorrelation shows the relationship between Kvasir Education stock current value and its past values and can show if there is a momentum factor associated with investing in Kvasir Education.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Kvasir Stock
Kvasir Education financial ratios help investors to determine whether Kvasir 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 Kvasir with respect to the benefits of owning Kvasir Education security.