KeyCorp (Germany) Market Value
| KEY Stock | EUR 16.02 0.17 1.05% |
| Symbol | KeyCorp |
KeyCorp '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 KeyCorp'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 KeyCorp.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in KeyCorp on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding KeyCorp or generate 0.0% return on investment in KeyCorp over 720 days. KeyCorp is related to or competes with PNC Financial, MT Bank, Huntington Bancshares, Regions Financial, and Citizens Financial. KeyCorp operates as the holding company for KeyBank National Association that provides various retail and commercial ban... More
KeyCorp 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 KeyCorp'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 KeyCorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.0344 | |||
| Maximum Drawdown | 13.6 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.45 |
KeyCorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KeyCorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KeyCorp's standard deviation. In reality, there are many statistical measures that can use KeyCorp historical prices to predict the future KeyCorp's volatility.| Risk Adjusted Performance | 0.046 | |||
| Jensen Alpha | 0.0601 | |||
| Total Risk Alpha | 0.0348 | |||
| Sortino Ratio | 0.0468 | |||
| Treynor Ratio | 0.0658 |
KeyCorp Backtested Returns
At this point, KeyCorp is not too volatile. KeyCorp has Sharpe Ratio of 0.0566, which conveys that the firm had a 0.0566% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for KeyCorp, which you can use to evaluate the volatility of the firm. Please verify KeyCorp's Risk Adjusted Performance of 0.046, downside deviation of 1.46, and Mean Deviation of 1.18 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. KeyCorp has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.38, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, KeyCorp will likely underperform. KeyCorp right now secures a risk of 1.99%. Please verify KeyCorp value at risk, expected short fall, rate of daily change, as well as the relationship between the downside variance and kurtosis , to decide if KeyCorp will be following its current price movements.
Auto-correlation | -0.18 |
Insignificant reverse predictability
KeyCorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between KeyCorp time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 KeyCorp price movement. The serial correlation of -0.18 indicates that over 18.0% of current KeyCorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 2.99 |
KeyCorp lagged returns against current returns
Autocorrelation, which is KeyCorp 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 KeyCorp's stock expected returns. We can calculate the autocorrelation of KeyCorp returns to help us make a trade decision. For example, suppose you find that KeyCorp 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 |
KeyCorp 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 KeyCorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KeyCorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KeyCorp stock over time.
Current vs Lagged Prices |
| Timeline |
KeyCorp Lagged Returns
When evaluating KeyCorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KeyCorp stock have on its future price. KeyCorp 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, KeyCorp autocorrelation shows the relationship between KeyCorp stock current value and its past values and can show if there is a momentum factor associated with investing in KeyCorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in KeyCorp Stock
When determining whether KeyCorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KeyCorp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Keycorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Keycorp Stock:Check out KeyCorp Correlation, KeyCorp Volatility and KeyCorp Alpha and Beta module to complement your research on KeyCorp. For more detail on how to invest in KeyCorp Stock please use our How to Invest in KeyCorp guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
KeyCorp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.