KS Aktiengesellscha (Germany) Market Value
| SDF1 Stock | EUR 7.05 0.10 1.44% |
| Symbol | SDF1 |
KS Aktiengesellscha '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 KS Aktiengesellscha'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 KS Aktiengesellscha.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in KS Aktiengesellscha on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding KS Aktiengesellschaft or generate 0.0% return on investment in KS Aktiengesellscha over 90 days. KS Aktiengesellscha is related to or competes with Abbott Laboratories, DANAHER (DAPSG), Merck, Advanced Micro, Philip Morris, BANK OF CHINA, and TotalEnergies. KS Aktiengesellscha is entity of Germany More
KS Aktiengesellscha 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 KS Aktiengesellscha'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 KS Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.61 | |||
| Information Ratio | 0.0939 | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 7.27 |
KS Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KS Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KS Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use KS Aktiengesellscha historical prices to predict the future KS Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.098 | |||
| Jensen Alpha | 0.4553 | |||
| Total Risk Alpha | 0.1372 | |||
| Sortino Ratio | 0.0803 | |||
| Treynor Ratio | (1.02) |
KS Aktiengesellscha February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.098 | |||
| Market Risk Adjusted Performance | (1.01) | |||
| Mean Deviation | 2.89 | |||
| Semi Deviation | 3.64 | |||
| Downside Deviation | 4.61 | |||
| Coefficient Of Variation | 895.83 | |||
| Standard Deviation | 3.94 | |||
| Variance | 15.54 | |||
| Information Ratio | 0.0939 | |||
| Jensen Alpha | 0.4553 | |||
| Total Risk Alpha | 0.1372 | |||
| Sortino Ratio | 0.0803 | |||
| Treynor Ratio | (1.02) | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 7.27 | |||
| Downside Variance | 21.23 | |||
| Semi Variance | 13.28 | |||
| Expected Short fall | (3.51) | |||
| Skewness | (0.29) | |||
| Kurtosis | 0.3507 |
KS Aktiengesellschaft Backtested Returns
KS Aktiengesellscha appears to be moderately volatile, given 3 months investment horizon. KS Aktiengesellschaft retains Efficiency (Sharpe Ratio) of 0.14, which conveys that the firm had a 0.14 % return per unit of price deviation over the last 3 months. By analyzing KS Aktiengesellscha's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise KS Aktiengesellscha's Market Risk Adjusted Performance of (1.01), mean deviation of 2.89, and Standard Deviation of 3.94 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KS Aktiengesellscha holds a performance score of 11. The company owns a Beta (Systematic Risk) of -0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KS Aktiengesellscha are expected to decrease at a much lower rate. During the bear market, KS Aktiengesellscha is likely to outperform the market. Please check KS Aktiengesellscha's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether KS Aktiengesellscha's current price history will revert.
Auto-correlation | 0.68 |
Good predictability
KS Aktiengesellschaft has good predictability. Overlapping area represents the amount of predictability between KS Aktiengesellscha time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KS Aktiengesellschaft price movement. The serial correlation of 0.68 indicates that around 68.0% of current KS Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in SDF1 Stock
KS Aktiengesellscha financial ratios help investors to determine whether SDF1 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 SDF1 with respect to the benefits of owning KS Aktiengesellscha security.