Kimberly-Clark OTC Stock Volatility

KCDMF -  USA Stock  

USD 1.53  0.07  4.38%

Kimberly-Clark DE Mexico has Sharpe Ratio of -0.0197, which conveys that the firm had -0.0197% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Kimberly-Clark exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Kimberly-Clark DE Mexico mean deviation of 1.47, and Risk Adjusted Performance of 0.0069 to check out the risk estimate we provide.

Kimberly-Clark Volatility 

 
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Kimberly-Clark OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Kimberly-Clark daily returns, and it is calculated using variance and standard deviation. We also use Kimberly-Clark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Kimberly-Clark volatility.

30 Days Market Risk

Very risky

Chance of Distress

High

30 Days Economic Sensitivity

Slowly supersedes the market

Kimberly-Clark Market Sensitivity And Downside Risk

Kimberly-Clark's beta coefficient measures the volatility of Kimberly-Clark otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Kimberly-Clark otc stock's returns against your selected market. In other words, Kimberly-Clark's beta of 0.34 provides an investor with an approximation of how much risk Kimberly-Clark otc stock can potentially add to one of your existing portfolios.
Let's try to break down what Kimberly-Clark's beta means in this case. As returns on the market increase, Kimberly-Clark returns are expected to increase less than the market. However, during the bear market, the loss on holding Kimberly-Clark will be expected to be smaller as well.
3 Months Beta |Analyze Kimberly-Clark DE Mexico Demand Trend
Check current 90 days Kimberly-Clark correlation with market (DOW)

Kimberly-Clark Beta

    
  0.34  
Kimberly-Clark standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  2.48  
It is essential to understand the difference between upside risk (as represented by Kimberly-Clark's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Kimberly-Clark stock's daily returns or price. Since the actual investment returns on holding a position in Kimberly-Clark stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Kimberly-Clark.

Kimberly-Clark DE Mexico OTC Stock Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Kimberly-Clark DE Mexico Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Kimberly-Clark Projected Return Density Against Market

Assuming the 90 days horizon Kimberly-Clark has a beta of 0.3425 . This indicates as returns on the market go up, Kimberly-Clark average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Kimberly-Clark DE Mexico will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Kimberly-Clark or Consumer Defensive sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Kimberly-Clark stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Kimberly-Clark stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Kimberly-Clark DE Mexico is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

Kimberly-Clark OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Kimberly-Clark or Consumer Defensive sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Kimberly-Clark stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Kimberly-Clark stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of Kimberly-Clark is -5085.22. The daily returns are distributed with a variance of 6.14 and standard deviation of 2.48. The mean deviation of Kimberly-Clark DE Mexico is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
-0.03
β
Beta against DOW0.34
σ
Overall volatility
2.48
Ir
Information ratio -0.01

Kimberly-Clark OTC Stock Return Volatility

Kimberly-Clark historical daily return volatility represents how much Kimberly-Clark stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The firm shows 2.4787% volatility of returns over 90 . By contrast, DOW inherits 0.7131% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Kimberly-Clark Volatility

Volatility is a rate at which the price of Kimberly-Clark or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Kimberly-Clark may increase or decrease. In other words, similar to Kimberly-Clark's beta indicator, it measures the risk of Kimberly-Clark and helps estimate the fluctuations that may happen in a short period of time. So if prices of Kimberly-Clark fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Mexico. V. offers its products primarily under the Huggies, KleenBeb, Kleenex, Evenflo, Ptalo, Suavel, Cottonelle, Depend, Kotex, Escudo Antibacterial, and Kimberly-Clark Professional brands. Kimberly-Clark operates under Household Personal Products classification in the United States and is traded on OTC Exchange. It employs 10329 people.

Kimberly-Clark Investment Opportunity

Kimberly-Clark DE Mexico has a volatility of 2.48 and is 3.49 times more volatile than DOW. 21  of all equities and portfolios are less risky than Kimberly-Clark. Compared to the overall equity markets, volatility of historical daily returns of Kimberly-Clark DE Mexico is lower than 21 () of all global equities and portfolios over the last 90 days. Use Kimberly-Clark DE Mexico to protect your portfolios against small market fluctuations. The otc stock experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Kimberly-Clark to be traded at $1.4535 in 90 days. . Let's try to break down what Kimberly-Clark's beta means in this case. As returns on the market increase, Kimberly-Clark returns are expected to increase less than the market. However, during the bear market, the loss on holding Kimberly-Clark will be expected to be smaller as well.

Significant diversification

The correlation between Kimberly-Clark DE Mexico and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kimberly-Clark DE Mexico and DJI in the same portfolio assuming nothing else is changed.

Kimberly-Clark Additional Risk Indicators

The analysis of Kimberly-Clark's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Kimberly-Clark's investment and either accepting that risk or mitigating it. Along with some common measures of Kimberly-Clark stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.0069
Market Risk Adjusted Performance(0.048832)
Mean Deviation1.47
Coefficient Of Variation(45,586)
Standard Deviation4.63
Variance21.41
Information Ratio(0.010217)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Kimberly-Clark Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Kimberly-Clark as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Kimberly-Clark's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Kimberly-Clark's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Kimberly-Clark DE Mexico.
Please see Stocks Correlation. Note that the Kimberly-Clark DE Mexico information on this page should be used as a complementary analysis to other Kimberly-Clark'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running Kimberly-Clark DE Mexico price analysis, check to measure Kimberly-Clark'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 Kimberly-Clark is operating at the current time. Most of Kimberly-Clark's value examination focuses on studying past and present price action to predict the probability of Kimberly-Clark's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kimberly-Clark's price. Additionally, you may evaluate how the addition of Kimberly-Clark to your portfolios can decrease your overall portfolio volatility.
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The market value of Kimberly-Clark DE Mexico is measured differently than its book value, which is the value of Kimberly-Clark that is recorded on the company's balance sheet. Investors also form their own opinion of Kimberly-Clark's value that differs from its market value or its book value, called intrinsic value, which is Kimberly-Clark's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Kimberly-Clark's market value can be influenced by many factors that don't directly affect Kimberly-Clark DE Mexico underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Kimberly-Clark's value and its price as these two are different measures arrived at by different means. Investors typically determine Kimberly-Clark value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kimberly-Clark's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.