KELLOGG Dusseldorf (Germany) Market Value
| KEL Stock | EUR 77.12 0.42 0.54% |
| Symbol | KELLOGG |
KELLOGG Dusseldorf '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 KELLOGG Dusseldorf'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 KELLOGG Dusseldorf.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in KELLOGG Dusseldorf on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding KELLOGG Dusseldorf or generate 0.0% return on investment in KELLOGG Dusseldorf over 720 days. KELLOGG Dusseldorf is related to or competes with Apple, Apple, and Apple. More
KELLOGG Dusseldorf 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 KELLOGG Dusseldorf'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 KELLOGG Dusseldorf upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.388 | |||
| Information Ratio | 0.1851 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.896 |
KELLOGG Dusseldorf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KELLOGG Dusseldorf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KELLOGG Dusseldorf's standard deviation. In reality, there are many statistical measures that can use KELLOGG Dusseldorf historical prices to predict the future KELLOGG Dusseldorf's volatility.| Risk Adjusted Performance | 0.1924 | |||
| Jensen Alpha | 0.1079 | |||
| Total Risk Alpha | 0.0995 | |||
| Sortino Ratio | 0.2348 | |||
| Treynor Ratio | 0.4628 |
KELLOGG Dusseldorf Backtested Returns
Currently, KELLOGG Dusseldorf is very steady. KELLOGG Dusseldorf has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for KELLOGG Dusseldorf, which you can use to evaluate the volatility of the firm. Please verify KELLOGG Dusseldorf's mean deviation of 0.3775, and Risk Adjusted Performance of 0.1924 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. KELLOGG Dusseldorf has a performance score of 17 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KELLOGG Dusseldorf's returns are expected to increase less than the market. However, during the bear market, the loss of holding KELLOGG Dusseldorf is expected to be smaller as well. KELLOGG Dusseldorf now secures a risk of 0.5%. Please verify KELLOGG Dusseldorf variance, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if KELLOGG Dusseldorf will be following its current price movements.
Auto-correlation | -0.88 |
Excellent reverse predictability
KELLOGG Dusseldorf has excellent reverse predictability. Overlapping area represents the amount of predictability between KELLOGG Dusseldorf time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 KELLOGG Dusseldorf price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current KELLOGG Dusseldorf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 120.49 |
KELLOGG Dusseldorf lagged returns against current returns
Autocorrelation, which is KELLOGG Dusseldorf 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 KELLOGG Dusseldorf's stock expected returns. We can calculate the autocorrelation of KELLOGG Dusseldorf returns to help us make a trade decision. For example, suppose you find that KELLOGG Dusseldorf 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 |
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KELLOGG Dusseldorf 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 KELLOGG Dusseldorf stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KELLOGG Dusseldorf stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KELLOGG Dusseldorf stock over time.
Current vs Lagged Prices |
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KELLOGG Dusseldorf Lagged Returns
When evaluating KELLOGG Dusseldorf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KELLOGG Dusseldorf stock have on its future price. KELLOGG Dusseldorf 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, KELLOGG Dusseldorf autocorrelation shows the relationship between KELLOGG Dusseldorf stock current value and its past values and can show if there is a momentum factor associated with investing in KELLOGG Dusseldorf.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for KELLOGG Stock Analysis
When running KELLOGG Dusseldorf's price analysis, check to measure KELLOGG Dusseldorf'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 KELLOGG Dusseldorf is operating at the current time. Most of KELLOGG Dusseldorf's value examination focuses on studying past and present price action to predict the probability of KELLOGG Dusseldorf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KELLOGG Dusseldorf's price. Additionally, you may evaluate how the addition of KELLOGG Dusseldorf to your portfolios can decrease your overall portfolio volatility.