Kudelski (Switzerland) Market Value
| KUD Stock | CHF 1.38 0.03 2.13% |
| Symbol | Kudelski |
Kudelski '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 Kudelski'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 Kudelski.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Kudelski on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Kudelski or generate 0.0% return on investment in Kudelski over 720 days. Kudelski is related to or competes with Relief Therapeutics, Ams AG, Logitech International, SPDR Dow, Baloise Holding, Banque Cantonale, and UBS ETF. Kudelski SA develops and delivers a range of secure content protection solutions to address the needs of the digital tel... More
Kudelski 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 Kudelski'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 Kudelski upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 12.41 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 6.77 |
Kudelski Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kudelski's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kudelski's standard deviation. In reality, there are many statistical measures that can use Kudelski historical prices to predict the future Kudelski's volatility.| Risk Adjusted Performance | 0.0064 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.0923 |
Kudelski Backtested Returns
At this stage we consider Kudelski Stock to be dangerous. Kudelski has Sharpe Ratio of 0.0258, which conveys that the firm had a 0.0258% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Kudelski, which you can use to evaluate the volatility of the firm. Please verify Kudelski's Risk Adjusted Performance of 0.0064, standard deviation of 2.88, and Mean Deviation of 2.1 to check out if the risk estimate we provide is consistent with the expected return of 0.0734%. Kudelski has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kudelski are expected to decrease at a much lower rate. During the bear market, Kudelski is likely to outperform the market. Kudelski right now secures a risk of 2.84%. Please verify Kudelski skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Kudelski will be following its current price movements.
Auto-correlation | -0.31 |
Poor reverse predictability
Kudelski has poor reverse predictability. Overlapping area represents the amount of predictability between Kudelski time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th 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 Kudelski price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Kudelski price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Kudelski lagged returns against current returns
Autocorrelation, which is Kudelski 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 Kudelski's stock expected returns. We can calculate the autocorrelation of Kudelski returns to help us make a trade decision. For example, suppose you find that Kudelski 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 |
Kudelski 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 Kudelski stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kudelski stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kudelski stock over time.
Current vs Lagged Prices |
| Timeline |
Kudelski Lagged Returns
When evaluating Kudelski's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kudelski stock have on its future price. Kudelski 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, Kudelski autocorrelation shows the relationship between Kudelski stock current value and its past values and can show if there is a momentum factor associated with investing in Kudelski.
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 Kudelski Stock Analysis
When running Kudelski's price analysis, check to measure Kudelski'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 Kudelski is operating at the current time. Most of Kudelski's value examination focuses on studying past and present price action to predict the probability of Kudelski's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kudelski's price. Additionally, you may evaluate how the addition of Kudelski to your portfolios can decrease your overall portfolio volatility.