Kko International (France) Market Value
| ALKKO Stock | EUR 0.17 0.01 6.25% |
| Symbol | Kko |
Kko International '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 Kko International'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 Kko International.
| 04/27/2024 |
| 12/23/2024 |
If you would invest 0.00 in Kko International on April 27, 2024 and sell it all today you would earn a total of 0.00 from holding Kko International SA or generate 0.0% return on investment in Kko International over 240 days. Kko International is related to or competes with DBT SA, and Acheter Louer. KKO International SA, through its subsidiary, cultivates, sells, and exports cocoa beans worldwide More
Kko International 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 Kko International'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 Kko International SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.21 | |||
| Information Ratio | 0.1697 | |||
| Maximum Drawdown | 103.33 | |||
| Value At Risk | (8.24) | |||
| Potential Upside | 18.18 |
Kko International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kko International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kko International's standard deviation. In reality, there are many statistical measures that can use Kko International historical prices to predict the future Kko International's volatility.| Risk Adjusted Performance | 0.1458 | |||
| Jensen Alpha | 2.28 | |||
| Total Risk Alpha | 1.9 | |||
| Sortino Ratio | 0.3623 | |||
| Treynor Ratio | (6.65) |
Kko International Backtested Returns
Kko International is out of control given 3 months investment horizon. Kko International has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.6% are justified by taking the suggested risk. Use Kko International Risk Adjusted Performance of 0.1458, downside deviation of 6.21, and Mean Deviation of 6.37 to evaluate company specific risk that cannot be diversified away. Kko International holds a performance score of 15 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kko International are expected to decrease at a much lower rate. During the bear market, Kko International is likely to outperform the market. Use Kko International treynor ratio and the relationship between the semi variance and price action indicator , to analyze future returns on Kko International.
Auto-correlation | -0.25 |
Weak reverse predictability
Kko International SA has weak reverse predictability. Overlapping area represents the amount of predictability between Kko International time series from 27th of April 2024 to 25th of August 2024 and 25th of August 2024 to 23rd of December 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 Kko International price movement. The serial correlation of -0.25 indicates that over 25.0% of current Kko International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kko International lagged returns against current returns
Autocorrelation, which is Kko International 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 Kko International's stock expected returns. We can calculate the autocorrelation of Kko International returns to help us make a trade decision. For example, suppose you find that Kko International 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 |
Kko International 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 Kko International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kko International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kko International stock over time.
Current vs Lagged Prices |
| Timeline |
Kko International Lagged Returns
When evaluating Kko International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kko International stock have on its future price. Kko International 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, Kko International autocorrelation shows the relationship between Kko International stock current value and its past values and can show if there is a momentum factor associated with investing in Kko International SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Kko Stock Analysis
When running Kko International's price analysis, check to measure Kko International'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 Kko International is operating at the current time. Most of Kko International's value examination focuses on studying past and present price action to predict the probability of Kko International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kko International's price. Additionally, you may evaluate how the addition of Kko International to your portfolios can decrease your overall portfolio volatility.