Kerry Properties Ltd Stock Market Value
| KRYPY Stock | USD 9.24 0.00 0.00% |
| Symbol | Kerry |
Kerry Properties '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 Kerry Properties' 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 Kerry Properties.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Kerry Properties on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Kerry Properties Ltd or generate 0.0% return on investment in Kerry Properties over 720 days. Kerry Properties is related to or competes with Sino Land, Sun Hung, Daiwa House, and China Overseas. Kerry Properties Limited, an investment holding company, engages in the development, investment, management, and trading... More
Kerry Properties 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 Kerry Properties' 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 Kerry Properties Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.035 | |||
| Maximum Drawdown | 14.38 | |||
| Potential Upside | 2.78 |
Kerry Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kerry Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kerry Properties' standard deviation. In reality, there are many statistical measures that can use Kerry Properties historical prices to predict the future Kerry Properties' volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 0.1339 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.52 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kerry Properties' 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.
Kerry Properties Backtested Returns
We consider Kerry Properties not too volatile. Kerry Properties has Sharpe Ratio of 0.083, which conveys that the firm had a 0.083% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Kerry Properties, which you can use to evaluate the volatility of the firm. Please verify Kerry Properties' Mean Deviation of 0.7397, risk adjusted performance of 0.056, and Standard Deviation of 1.87 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Kerry Properties has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0926, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kerry Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Kerry Properties is expected to be smaller as well. Kerry Properties right now secures a risk of 1.93%. Please verify Kerry Properties Ltd jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Kerry Properties Ltd will be following its current price movements.
Auto-correlation | -0.26 |
Weak reverse predictability
Kerry Properties Ltd has weak reverse predictability. Overlapping area represents the amount of predictability between Kerry Properties 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 Kerry Properties price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Kerry Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
Kerry Properties lagged returns against current returns
Autocorrelation, which is Kerry Properties 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 Kerry Properties' pink sheet expected returns. We can calculate the autocorrelation of Kerry Properties returns to help us make a trade decision. For example, suppose you find that Kerry Properties 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 |
Kerry Properties 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 Kerry Properties pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kerry Properties pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kerry Properties pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kerry Properties Lagged Returns
When evaluating Kerry Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kerry Properties pink sheet have on its future price. Kerry Properties 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, Kerry Properties autocorrelation shows the relationship between Kerry Properties pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kerry Properties Ltd.
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 Kerry Properties 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, Kerry Properties' short interest history, or implied volatility extrapolated from Kerry Properties options trading.
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Complementary Tools for Kerry Pink Sheet analysis
When running Kerry Properties' price analysis, check to measure Kerry Properties' 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 Kerry Properties is operating at the current time. Most of Kerry Properties' value examination focuses on studying past and present price action to predict the probability of Kerry Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kerry Properties' price. Additionally, you may evaluate how the addition of Kerry Properties to your portfolios can decrease your overall portfolio volatility.
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Kerry Properties 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.