Kbc Groep Nv Stock Market Value
| KBCSY Stock | USD 35.57 0.03 0.08% |
| Symbol | KBC |
KBC Groep '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 KBC Groep'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 KBC Groep.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in KBC Groep on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding KBC Groep NV or generate 0.0% return on investment in KBC Groep over 570 days. KBC Groep is related to or competes with Bank Mandiri, Piraeus Bank, Eurobank Ergasias, Kasikornbank Public, Turkiye Garanti, Hang Seng, and Delhi Bank. KBC Group NV, together with its subsidiaries, provides integrated bank-insurance services primarily for retail, private ... More
KBC Groep 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 KBC Groep'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 KBC Groep NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.22 |
KBC Groep Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC Groep's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC Groep's standard deviation. In reality, there are many statistical measures that can use KBC Groep historical prices to predict the future KBC Groep's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBC Groep'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.
KBC Groep NV Backtested Returns
KBC Groep NV retains Efficiency (Sharpe Ratio) of -0.0283, which conveys that the company had a -0.0283% return per unit of return volatility over the last 3 months. KBC Groep exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KBC Groep's Market Risk Adjusted Performance of (0.32), standard deviation of 1.36, and Mean Deviation of 1.07 to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KBC Groep's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBC Groep is expected to be smaller as well. At this point, KBC Groep NV has a negative expected return of -0.0354%. Please make sure to verify KBC Groep's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if KBC Groep NV performance from the past will be repeated in the future.
Auto-correlation | -0.37 |
Poor reverse predictability
KBC Groep NV has poor reverse predictability. Overlapping area represents the amount of predictability between KBC Groep time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th of November 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 KBC Groep NV price movement. The serial correlation of -0.37 indicates that just about 37.0% of current KBC Groep price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.34 |
KBC Groep NV lagged returns against current returns
Autocorrelation, which is KBC Groep 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 KBC Groep's pink sheet expected returns. We can calculate the autocorrelation of KBC Groep returns to help us make a trade decision. For example, suppose you find that KBC Groep 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 |
KBC Groep 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 KBC Groep pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC Groep pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC Groep pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KBC Groep Lagged Returns
When evaluating KBC Groep's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC Groep pink sheet have on its future price. KBC Groep 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, KBC Groep autocorrelation shows the relationship between KBC Groep pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KBC Groep NV.
Regressed Prices |
| Timeline |
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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 KBC Pink Sheet Analysis
When running KBC Groep's price analysis, check to measure KBC Groep'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 KBC Groep is operating at the current time. Most of KBC Groep's value examination focuses on studying past and present price action to predict the probability of KBC Groep's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC Groep's price. Additionally, you may evaluate how the addition of KBC Groep to your portfolios can decrease your overall portfolio volatility.