Kemper (Germany) Market Value
| UI2 Stock | EUR 67.00 0.50 0.75% |
| Symbol | Kemper |
Kemper '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 Kemper'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 Kemper.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Kemper on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Kemper or generate 0.0% return on investment in Kemper over 720 days. Kemper is related to or competes with Peoples Insurance, Loews Corp, Hanover Insurance, Superior Plus, NMI Holdings, Origin Agritech, and SIVERS SEMICONDUCTORS. Kemper Corporation, a diversified insurance holding company, provides property and casualty, and life and health insuran... More
Kemper 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 Kemper'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 Kemper upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0712 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 3.76 |
Kemper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kemper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kemper's standard deviation. In reality, there are many statistical measures that can use Kemper historical prices to predict the future Kemper's volatility.| Risk Adjusted Performance | 0.1109 | |||
| Jensen Alpha | 0.248 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0658 | |||
| Treynor Ratio | 1.2 |
Kemper Backtested Returns
Kemper appears to be very steady, given 3 months investment horizon. Kemper has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kemper, which you can use to evaluate the volatility of the firm. Please exercise Kemper's Risk Adjusted Performance of 0.1109, downside deviation of 2.27, and Mean Deviation of 1.44 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kemper holds a performance score of 11. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kemper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kemper is expected to be smaller as well. Please check Kemper's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Kemper's current price movements will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Kemper has modest reverse predictability. Overlapping area represents the amount of predictability between Kemper time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 Kemper price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Kemper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 24.63 |
Kemper lagged returns against current returns
Autocorrelation, which is Kemper 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 Kemper's stock expected returns. We can calculate the autocorrelation of Kemper returns to help us make a trade decision. For example, suppose you find that Kemper 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 |
Kemper 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 Kemper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kemper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kemper stock over time.
Current vs Lagged Prices |
| Timeline |
Kemper Lagged Returns
When evaluating Kemper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kemper stock have on its future price. Kemper 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, Kemper autocorrelation shows the relationship between Kemper stock current value and its past values and can show if there is a momentum factor associated with investing in Kemper.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Kemper Stock
When determining whether Kemper is a strong investment it is important to analyze Kemper's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Kemper's future performance. For an informed investment choice regarding Kemper Stock, refer to the following important reports:Check out Kemper Correlation, Kemper Volatility and Kemper Alpha and Beta module to complement your research on Kemper. For more detail on how to invest in Kemper Stock please use our How to Invest in Kemper guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Kemper technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.