Kellogg (Germany) Market Value
| KEL Stock | EUR 76.34 0.32 0.42% |
| Symbol | Kellogg |
Kellogg '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'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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Kellogg on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Kellogg Company or generate 0.0% return on investment in Kellogg over 720 days. Kellogg is related to or competes with Reinsurance Group, Take-Two Interactive, PSI Software, LIFENET INSURANCE, INSURANCE AUST, Ping An, and MAGIC SOFTWARE. Kellogg Company, together with its subsidiaries, manufactures and markets ready-to-eat cereal and convenience foods More
Kellogg 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'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 Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5119 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.8359 |
Kellogg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kellogg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kellogg's standard deviation. In reality, there are many statistical measures that can use Kellogg historical prices to predict the future Kellogg's volatility.| Risk Adjusted Performance | 0.1364 | |||
| Jensen Alpha | 0.0911 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (4.19) |
Kellogg Company Backtested Returns
At this point, Kellogg is out of control. Kellogg Company has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for Kellogg, which you can use to evaluate the volatility of the firm. Please verify Kellogg's Risk Adjusted Performance of 0.1364, mean deviation of 0.3847, and Downside Deviation of 0.5119 to check out if the risk estimate we provide is consistent with the expected return of 0.0902%. Kellogg has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0211, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kellogg are expected to decrease at a much lower rate. During the bear market, Kellogg is likely to outperform the market. Kellogg Company right now secures a risk of 0.54%. Please verify Kellogg Company jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Kellogg Company will be following its current price movements.
Auto-correlation | -0.87 |
Excellent reverse predictability
Kellogg Company has excellent reverse predictability. Overlapping area represents the amount of predictability between Kellogg time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Company price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Kellogg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 109.85 |
Kellogg Company lagged returns against current returns
Autocorrelation, which is Kellogg 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's stock expected returns. We can calculate the autocorrelation of Kellogg returns to help us make a trade decision. For example, suppose you find that Kellogg 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 |
Kellogg 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kellogg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kellogg stock over time.
Current vs Lagged Prices |
| Timeline |
Kellogg Lagged Returns
When evaluating Kellogg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kellogg stock have on its future price. Kellogg 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 autocorrelation shows the relationship between Kellogg stock current value and its past values and can show if there is a momentum factor associated with investing in Kellogg Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kellogg Stock
Kellogg financial ratios help investors to determine whether Kellogg Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kellogg with respect to the benefits of owning Kellogg security.