KWS SAAT (Germany) Market Value
| KWS Stock | EUR 59.80 0.90 1.53% |
| Symbol | KWS |
KWS SAAT '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 KWS SAAT'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 KWS SAAT.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in KWS SAAT on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding KWS SAAT SE or generate 0.0% return on investment in KWS SAAT over 540 days. KWS SAAT is related to or competes with CompuGroup Medical, MeVis Medical, SPORTING, Gaztransport Technigaz, and Avanos Medical. KGaA, together with its subsidiaries, engages in the development, production, and distribution of seeds for farmers worl... More
KWS SAAT 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 KWS SAAT'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 KWS SAAT SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 9.33 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 2.22 |
KWS SAAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KWS SAAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KWS SAAT's standard deviation. In reality, there are many statistical measures that can use KWS SAAT historical prices to predict the future KWS SAAT's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 3.37 |
KWS SAAT SE Backtested Returns
KWS SAAT SE has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12% return per unit of volatility over the last 3 months. KWS SAAT exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KWS SAAT's mean deviation of 1.02, and Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0546, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KWS SAAT are expected to decrease at a much lower rate. During the bear market, KWS SAAT is likely to outperform the market. At this point, KWS SAAT SE has a negative expected return of -0.18%. Please make sure to verify KWS SAAT's potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if KWS SAAT SE performance from the past will be repeated at some future point.
Auto-correlation | -0.61 |
Very good reverse predictability
KWS SAAT SE has very good reverse predictability. Overlapping area represents the amount of predictability between KWS SAAT time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 KWS SAAT SE price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current KWS SAAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 42.25 |
KWS SAAT SE lagged returns against current returns
Autocorrelation, which is KWS SAAT 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 KWS SAAT's stock expected returns. We can calculate the autocorrelation of KWS SAAT returns to help us make a trade decision. For example, suppose you find that KWS SAAT 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 |
KWS SAAT 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 KWS SAAT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KWS SAAT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KWS SAAT stock over time.
Current vs Lagged Prices |
| Timeline |
KWS SAAT Lagged Returns
When evaluating KWS SAAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KWS SAAT stock have on its future price. KWS SAAT 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, KWS SAAT autocorrelation shows the relationship between KWS SAAT stock current value and its past values and can show if there is a momentum factor associated with investing in KWS SAAT SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KWS Stock
KWS SAAT financial ratios help investors to determine whether KWS 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 KWS with respect to the benefits of owning KWS SAAT security.