Klpierre Sa Stock Market Value
| KLPEF Stock | USD 27.04 1.29 5.01% |
| Symbol | Klépierre |
Klépierre '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 Klépierre'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 Klépierre.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Klépierre on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Klpierre SA or generate 0.0% return on investment in Klépierre over 720 days. Klépierre is related to or competes with Smart REIT, Riocan REIT, Plaza Retail, Choice Properties, Firm Capital, Acadia Realty, and Urban Edge. Klpierre is the European leader in shopping malls, combining property development and asset management skills More
Klépierre 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 Klépierre'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 Klpierre SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.83 |
Klépierre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klépierre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klépierre's standard deviation. In reality, there are many statistical measures that can use Klépierre historical prices to predict the future Klépierre's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.0246 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.123 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Klépierre'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.
Klpierre SA Backtested Returns
We consider Klépierre very steady. Klpierre SA has Sharpe Ratio of 0.0425, which conveys that the firm had a 0.0425% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Klépierre, which you can use to evaluate the volatility of the firm. Please verify Klépierre's Mean Deviation of 1.12, downside deviation of 2.65, and Risk Adjusted Performance of 0.0328 to check out if the risk estimate we provide is consistent with the expected return of 0.0791%. Klépierre has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.56, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Klépierre's returns are expected to increase less than the market. However, during the bear market, the loss of holding Klépierre is expected to be smaller as well. Klpierre SA right now secures a risk of 1.86%. Please verify Klpierre SA semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Klpierre SA will be following its current price movements.
Auto-correlation | 0.31 |
Below average predictability
Klpierre SA has below average predictability. Overlapping area represents the amount of predictability between Klépierre time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd 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 Klpierre SA price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Klépierre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Klpierre SA lagged returns against current returns
Autocorrelation, which is Klépierre 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 Klépierre's pink sheet expected returns. We can calculate the autocorrelation of Klépierre returns to help us make a trade decision. For example, suppose you find that Klépierre 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 |
Klépierre 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 Klépierre pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klépierre pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klépierre pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Klépierre Lagged Returns
When evaluating Klépierre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klépierre pink sheet have on its future price. Klépierre 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, Klépierre autocorrelation shows the relationship between Klépierre pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Klpierre SA.
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 Klépierre 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, Klépierre's short interest history, or implied volatility extrapolated from Klépierre options trading.
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Try AI Portfolio ArchitectCheck out Klépierre Correlation, Klépierre Volatility and Klépierre Alpha and Beta module to complement your research on Klépierre. Note that the Klpierre SA information on this page should be used as a complementary analysis to other Klépierre's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Klépierre Pink Sheet analysis
When running Klépierre's price analysis, check to measure Klépierre'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 Klépierre is operating at the current time. Most of Klépierre's value examination focuses on studying past and present price action to predict the probability of Klépierre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klépierre's price. Additionally, you may evaluate how the addition of Klépierre to your portfolios can decrease your overall portfolio volatility.
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Klépierre 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.