Kepler Weber (Brazil) Market Value
| KEPL3 Stock | BRL 9.85 0.25 2.60% |
| Symbol | Kepler |
Kepler Weber '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 Kepler Weber'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 Kepler Weber.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Kepler Weber on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Kepler Weber SA or generate 0.0% return on investment in Kepler Weber over 30 days. Kepler Weber is related to or competes with BrasilAgro Companhia, Cia De, Schulz SA, SLC Agrcola, and Tupy SA. Kepler Weber S.A. manufactures and sells equipment for grain storage, cleaning, and conveyance applications in Brazil an... More
Kepler Weber 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 Kepler Weber'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 Kepler Weber SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.2 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 3.0 |
Kepler Weber Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kepler Weber's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kepler Weber's standard deviation. In reality, there are many statistical measures that can use Kepler Weber historical prices to predict the future Kepler Weber's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 3.72 |
Kepler Weber SA Backtested Returns
Kepler Weber SA has Sharpe Ratio of -0.089, which conveys that the firm had a -0.089% return per unit of risk over the last 3 months. Kepler Weber exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kepler Weber's Standard Deviation of 2.06, risk adjusted performance of (0.05), and Mean Deviation of 1.59 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0417, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kepler Weber are expected to decrease at a much lower rate. During the bear market, Kepler Weber is likely to outperform the market. At this point, Kepler Weber SA has a negative expected return of -0.18%. Please make sure to verify Kepler Weber's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Kepler Weber SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Kepler Weber SA has modest reverse predictability. Overlapping area represents the amount of predictability between Kepler Weber time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Kepler Weber SA price movement. The serial correlation of -0.47 indicates that about 47.0% of current Kepler Weber price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Kepler Weber SA lagged returns against current returns
Autocorrelation, which is Kepler Weber 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 Kepler Weber's stock expected returns. We can calculate the autocorrelation of Kepler Weber returns to help us make a trade decision. For example, suppose you find that Kepler Weber 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 |
Kepler Weber 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 Kepler Weber stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kepler Weber stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kepler Weber stock over time.
Current vs Lagged Prices |
| Timeline |
Kepler Weber Lagged Returns
When evaluating Kepler Weber's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kepler Weber stock have on its future price. Kepler Weber 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, Kepler Weber autocorrelation shows the relationship between Kepler Weber stock current value and its past values and can show if there is a momentum factor associated with investing in Kepler Weber SA.
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 Kepler Stock Analysis
When running Kepler Weber's price analysis, check to measure Kepler Weber'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 Kepler Weber is operating at the current time. Most of Kepler Weber's value examination focuses on studying past and present price action to predict the probability of Kepler Weber's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kepler Weber's price. Additionally, you may evaluate how the addition of Kepler Weber to your portfolios can decrease your overall portfolio volatility.