Klabin SA (Brazil) Market Value
| KLBN11 Stock | BRL 23.33 0.16 0.69% |
| Symbol | Klabin |
Klabin SA '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 Klabin SA'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 Klabin SA.
| 04/04/2024 |
| 05/04/2024 |
If you would invest 0.00 in Klabin SA on April 4, 2024 and sell it all today you would earn a total of 0.00 from holding Klabin SA or generate 0.0% return on investment in Klabin SA over 30 days. Klabin SA is related to or competes with Suzano SA, Transmissora Aliana, BB Seguridade, Engie Brasil, and WEG SA. More
Klabin SA 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 Klabin SA'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 Klabin SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.0415 | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.15 |
Klabin SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klabin SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klabin SA's standard deviation. In reality, there are many statistical measures that can use Klabin SA historical prices to predict the future Klabin SA's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 0.0912 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0453 | |||
| Treynor Ratio | 0.3084 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Klabin SA'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.
Klabin SA Backtested Returns
We consider Klabin SA very steady. Klabin SA 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 Klabin SA, which you can use to evaluate the volatility of the firm. Please verify Klabin SA's Downside Deviation of 1.07, mean deviation of 0.9688, and Risk Adjusted Performance of 0.074 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Klabin SA has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Klabin SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Klabin SA is expected to be smaller as well. Klabin SA right now secures a risk of 1.19%. Please verify Klabin SA mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Klabin SA will be following its current price movements.
Auto-correlation | 0.16 |
Very weak predictability
Klabin SA has very weak predictability. Overlapping area represents the amount of predictability between Klabin SA time series from 4th of April 2024 to 19th of April 2024 and 19th of April 2024 to 4th of May 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 Klabin SA price movement. The serial correlation of 0.16 indicates that over 16.0% of current Klabin SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Klabin SA lagged returns against current returns
Autocorrelation, which is Klabin SA 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 Klabin SA's stock expected returns. We can calculate the autocorrelation of Klabin SA returns to help us make a trade decision. For example, suppose you find that Klabin SA 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 |
Klabin SA 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 Klabin SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klabin SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klabin SA stock over time.
Current vs Lagged Prices |
| Timeline |
Klabin SA Lagged Returns
When evaluating Klabin SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klabin SA stock have on its future price. Klabin SA 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, Klabin SA autocorrelation shows the relationship between Klabin SA stock current value and its past values and can show if there is a momentum factor associated with investing in Klabin SA.
Regressed Prices |
| Timeline |
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Complementary Tools for Klabin Stock analysis
When running Klabin SA's price analysis, check to measure Klabin SA'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 Klabin SA is operating at the current time. Most of Klabin SA's value examination focuses on studying past and present price action to predict the probability of Klabin SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klabin SA's price. Additionally, you may evaluate how the addition of Klabin SA to your portfolios can decrease your overall portfolio volatility.
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Klabin SA 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.