Keppel Limited Stock Market Value
| KPELY Stock | USD 9.68 0.48 4.72% |
| Symbol | KeppelLimited |
KeppelLimited '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 KeppelLimited's pink sheet 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 KeppelLimited.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in KeppelLimited on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Keppel Limited or generate 0.0% return on investment in KeppelLimited over 720 days. KeppelLimited is related to or competes with Singapore Telecommunicatio, United Overseas, DBS Group, Power Assets, and Itochu Corp. Keppel Corporation Limited, an investment holding company, engages in the offshore and marine, property, infrastructure,... More
KeppelLimited 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 KeppelLimited's pink sheet 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 Keppel Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 14.68 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.05 |
KeppelLimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KeppelLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KeppelLimited's standard deviation. In reality, there are many statistical measures that can use KeppelLimited historical prices to predict the future KeppelLimited's volatility.| Risk Adjusted Performance | 0.0311 | |||
| Jensen Alpha | 0.1531 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.15) |
Keppel Limited Backtested Returns
At this stage we consider KeppelLimited Pink Sheet to be somewhat reliable. Keppel Limited has Sharpe Ratio of 0.0248, which conveys that the firm had a 0.0248% return per unit of risk over the last 3 months. We have found thirty technical indicators for KeppelLimited, which you can use to evaluate the volatility of the firm. Please verify KeppelLimited's Mean Deviation of 2.37, risk adjusted performance of 0.0311, and Downside Deviation of 3.6 to check out if the risk estimate we provide is consistent with the expected return of 0.0769%. KeppelLimited has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KeppelLimited are expected to decrease at a much lower rate. During the bear market, KeppelLimited is likely to outperform the market. Keppel Limited right now secures a risk of 3.11%. Please verify Keppel Limited value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Keppel Limited will be following its current price movements.
Auto-correlation | -0.46 |
Modest reverse predictability
Keppel Limited has modest reverse predictability. Overlapping area represents the amount of predictability between KeppelLimited time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 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 Keppel Limited price movement. The serial correlation of -0.46 indicates that about 46.0% of current KeppelLimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Keppel Limited lagged returns against current returns
Autocorrelation, which is KeppelLimited pink sheet'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 KeppelLimited's pink sheet expected returns. We can calculate the autocorrelation of KeppelLimited returns to help us make a trade decision. For example, suppose you find that KeppelLimited has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
KeppelLimited 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 KeppelLimited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KeppelLimited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KeppelLimited pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KeppelLimited Lagged Returns
When evaluating KeppelLimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KeppelLimited pink sheet have on its future price. KeppelLimited 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, KeppelLimited autocorrelation shows the relationship between KeppelLimited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Keppel Limited.
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 KeppelLimited Pink Sheet Analysis
When running KeppelLimited's price analysis, check to measure KeppelLimited'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 KeppelLimited is operating at the current time. Most of KeppelLimited's value examination focuses on studying past and present price action to predict the probability of KeppelLimited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KeppelLimited's price. Additionally, you may evaluate how the addition of KeppelLimited to your portfolios can decrease your overall portfolio volatility.