Kimco Realty (Germany) Market Value
| KIC Stock | EUR 24.20 0.20 0.82% |
| Symbol | Kimco |
Kimco Realty '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 Kimco Realty'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 Kimco Realty.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Kimco Realty on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Kimco Realty or generate 0.0% return on investment in Kimco Realty over 30 days. Kimco Realty is related to or competes with BYD ELECTRONIC, Methode Electronics, Eastman Chemical, Nucletron Electronic, Sekisui Chemical, ELECTRONIC ARTS, and Sumitomo Chemical. is a real estate investment trust headquartered in New Hyde Park, N.Y., that is one of North Americas largest publicly t... More
Kimco Realty 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 Kimco Realty'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 Kimco Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.0867 | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.92 |
Kimco Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimco Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimco Realty's standard deviation. In reality, there are many statistical measures that can use Kimco Realty historical prices to predict the future Kimco Realty's volatility.| Risk Adjusted Performance | 0.1593 | |||
| Jensen Alpha | 0.2377 | |||
| Total Risk Alpha | 0.0334 | |||
| Sortino Ratio | 0.0696 | |||
| Treynor Ratio | (3.53) |
Kimco Realty Backtested Returns
Kimco Realty appears to be very steady, given 3 months investment horizon. Kimco Realty has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kimco Realty, which you can use to evaluate the volatility of the firm. Please exercise Kimco Realty's Downside Deviation of 1.46, risk adjusted performance of 0.1593, and Mean Deviation of 0.9317 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kimco Realty holds a performance score of 16. The company secures a Beta (Market Risk) of -0.065, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kimco Realty are expected to decrease at a much lower rate. During the bear market, Kimco Realty is likely to outperform the market. Please check Kimco Realty's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Kimco Realty's current price movements will revert.
Auto-correlation | 0.85 |
Very good predictability
Kimco Realty has very good predictability. Overlapping area represents the amount of predictability between Kimco Realty time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Kimco Realty price movement. The serial correlation of 0.85 indicates that around 85.0% of current Kimco Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Kimco Realty lagged returns against current returns
Autocorrelation, which is Kimco Realty 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 Kimco Realty's stock expected returns. We can calculate the autocorrelation of Kimco Realty returns to help us make a trade decision. For example, suppose you find that Kimco Realty 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 |
Kimco Realty 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 Kimco Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimco Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimco Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Kimco Realty Lagged Returns
When evaluating Kimco Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimco Realty stock have on its future price. Kimco Realty 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, Kimco Realty autocorrelation shows the relationship between Kimco Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Kimco Realty.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Kimco Stock
When determining whether Kimco Realty is a strong investment it is important to analyze Kimco Realty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Kimco Realty's future performance. For an informed investment choice regarding Kimco Stock, refer to the following important reports:Check out Kimco Realty Correlation, Kimco Realty Volatility and Kimco Realty Alpha and Beta module to complement your research on Kimco Realty. For more detail on how to invest in Kimco Stock please use our How to Invest in Kimco Realty guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Kimco Realty 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.