Kbc Group Nv Stock Market Value
| KBCSF Stock | USD 73.25 0.25 0.34% |
| Symbol | KBC |
KBC Group '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 KBC Group's pink sheet 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 KBC Group.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in KBC Group on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding KBC Group NV or generate 0.0% return on investment in KBC Group over 30 days. KBC Group is related to or competes with DBS Group, Swedbank, United Overseas, Bank Mandiri, and Nordea Bank. KBC Group NV, together with its subsidiaries, provides integrated bank-insurance services primarily for retail, private ... More
KBC Group 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 KBC Group's pink sheet 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 KBC Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.0669 | |||
| Maximum Drawdown | 7.03 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 3.25 |
KBC Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC Group's standard deviation. In reality, there are many statistical measures that can use KBC Group historical prices to predict the future KBC Group's volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.1432 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0367 | |||
| Treynor Ratio | 1.6 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBC Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
KBC Group NV Backtested Returns
We consider KBC Group very steady. KBC Group NV retains Efficiency (Sharpe Ratio) of 0.17, which conveys that the company had a 0.17% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for KBC Group, which you can use to evaluate the volatility of the entity. Please verify KBC Group's Market Risk Adjusted Performance of 1.61, downside deviation of 2.46, and Mean Deviation of 0.5948 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. KBC Group has a performance score of 13 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0927, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBC Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBC Group is expected to be smaller as well. KBC Group NV at this time owns a risk of 1.11%. Please verify KBC Group NV information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if KBC Group NV will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
KBC Group NV has no correlation between past and present. Overlapping area represents the amount of predictability between KBC Group time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 KBC Group NV price movement. The serial correlation of 0.0 indicates that just 0.0% of current KBC Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
KBC Group NV lagged returns against current returns
Autocorrelation, which is KBC Group pink sheet'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 KBC Group's pink sheet expected returns. We can calculate the autocorrelation of KBC Group returns to help us make a trade decision. For example, suppose you find that KBC Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
KBC Group 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 KBC Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KBC Group Lagged Returns
When evaluating KBC Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC Group pink sheet have on its future price. KBC Group 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, KBC Group autocorrelation shows the relationship between KBC Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KBC Group NV.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards KBC Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, KBC Group's short interest history, or implied volatility extrapolated from KBC Group options trading.
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Complementary Tools for KBC Pink Sheet analysis
When running KBC Group's price analysis, check to measure KBC Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy KBC Group is operating at the current time. Most of KBC Group's value examination focuses on studying past and present price action to predict the probability of KBC Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC Group's price. Additionally, you may evaluate how the addition of KBC Group to your portfolios can decrease your overall portfolio volatility.
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KBC Group technical pink sheet 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, pink sheet market cycles, or different charting patterns.