Kilroy Realty (Germany) Market Value
| KRC Stock | EUR 38.60 0.60 1.53% |
| Symbol | Kilroy |
Kilroy 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 Kilroy 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 Kilroy Realty.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Kilroy Realty on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Kilroy Realty Corp or generate 0.0% return on investment in Kilroy Realty over 540 days. Kilroy Realty is related to or competes with TYSON FOODS, Entravision Communications, Ribbon Communications, INTERSHOP Communications, and COMBA TELECOM. Kilroy Realty Corporation , a publicly traded real estate investment trust and member of the SP MidCap 400 Index, is one... More
Kilroy 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 Kilroy 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 Kilroy Realty Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0773 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 3.68 |
Kilroy Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kilroy Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kilroy Realty's standard deviation. In reality, there are many statistical measures that can use Kilroy Realty historical prices to predict the future Kilroy Realty's volatility.| Risk Adjusted Performance | 0.1187 | |||
| Jensen Alpha | 0.2321 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0903 | |||
| Treynor Ratio | 0.7503 |
Kilroy Realty Corp Backtested Returns
Kilroy Realty appears to be very steady, given 3 months investment horizon. Kilroy Realty Corp has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Kilroy Realty, which you can use to evaluate the volatility of the firm. Please exercise Kilroy Realty's Risk Adjusted Performance of 0.1187, mean deviation of 1.59, and Downside Deviation of 1.69 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kilroy Realty holds a performance score of 12. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kilroy Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kilroy Realty is expected to be smaller as well. Please check Kilroy Realty's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Kilroy Realty's current price movements will revert.
Auto-correlation | 0.49 |
Average predictability
Kilroy Realty Corp has average predictability. Overlapping area represents the amount of predictability between Kilroy Realty time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th of November 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 Kilroy Realty Corp price movement. The serial correlation of 0.49 indicates that about 49.0% of current Kilroy Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 10.35 |
Kilroy Realty Corp lagged returns against current returns
Autocorrelation, which is Kilroy 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 Kilroy Realty's stock expected returns. We can calculate the autocorrelation of Kilroy Realty returns to help us make a trade decision. For example, suppose you find that Kilroy 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 |
Kilroy 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 Kilroy Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kilroy Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kilroy Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Kilroy Realty Lagged Returns
When evaluating Kilroy Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kilroy Realty stock have on its future price. Kilroy 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, Kilroy Realty autocorrelation shows the relationship between Kilroy Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Kilroy Realty Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Kilroy Stock
When determining whether Kilroy Realty Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kilroy Realty'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 Kilroy Realty Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kilroy Realty Corp Stock:Check out Kilroy Realty Correlation, Kilroy Realty Volatility and Kilroy Realty Alpha and Beta module to complement your research on Kilroy Realty. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Kilroy 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.