Kiriacoulis Mediterranean (Greece) Market Value
| KYRI Stock | EUR 0.97 0.01 1.02% |
| Symbol | Kiriacoulis |
Kiriacoulis Mediterranean '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 Kiriacoulis Mediterranean'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 Kiriacoulis Mediterranean.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Kiriacoulis Mediterranean on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Kiriacoulis Mediterranean Cruises or generate 0.0% return on investment in Kiriacoulis Mediterranean over 30 days. Kiriacoulis Mediterranean is related to or competes with Bank of Greece, Thrace Plastics, Lampsa Hellenic, National Bank, General Commercial, and Piraeus Financial. Kiriacoulis Mediterranean Cruises Shipping S.A., together with its subsidiaries, engages in the professional sea tourism... More
Kiriacoulis Mediterranean 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 Kiriacoulis Mediterranean'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 Kiriacoulis Mediterranean Cruises upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.58 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 3.3 |
Kiriacoulis Mediterranean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kiriacoulis Mediterranean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kiriacoulis Mediterranean's standard deviation. In reality, there are many statistical measures that can use Kiriacoulis Mediterranean historical prices to predict the future Kiriacoulis Mediterranean's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.25) |
Kiriacoulis Mediterranean Backtested Returns
Kiriacoulis Mediterranean has Sharpe Ratio of -0.0611, which conveys that the firm had a -0.0611% return per unit of risk over the last 3 months. Kiriacoulis Mediterranean exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kiriacoulis Mediterranean's Standard Deviation of 2.14, risk adjusted performance of (0.04), and Mean Deviation of 1.51 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kiriacoulis Mediterranean's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kiriacoulis Mediterranean is expected to be smaller as well. At this point, Kiriacoulis Mediterranean has a negative expected return of -0.14%. Please make sure to verify Kiriacoulis Mediterranean's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Kiriacoulis Mediterranean performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Kiriacoulis Mediterranean Cruises has poor reverse predictability. Overlapping area represents the amount of predictability between Kiriacoulis Mediterranean time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Kiriacoulis Mediterranean price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Kiriacoulis Mediterranean price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kiriacoulis Mediterranean lagged returns against current returns
Autocorrelation, which is Kiriacoulis Mediterranean 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 Kiriacoulis Mediterranean's stock expected returns. We can calculate the autocorrelation of Kiriacoulis Mediterranean returns to help us make a trade decision. For example, suppose you find that Kiriacoulis Mediterranean 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 |
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Kiriacoulis Mediterranean 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 Kiriacoulis Mediterranean stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kiriacoulis Mediterranean stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kiriacoulis Mediterranean stock over time.
Current vs Lagged Prices |
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Kiriacoulis Mediterranean Lagged Returns
When evaluating Kiriacoulis Mediterranean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kiriacoulis Mediterranean stock have on its future price. Kiriacoulis Mediterranean 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, Kiriacoulis Mediterranean autocorrelation shows the relationship between Kiriacoulis Mediterranean stock current value and its past values and can show if there is a momentum factor associated with investing in Kiriacoulis Mediterranean Cruises.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Kiriacoulis Stock Analysis
When running Kiriacoulis Mediterranean's price analysis, check to measure Kiriacoulis Mediterranean'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 Kiriacoulis Mediterranean is operating at the current time. Most of Kiriacoulis Mediterranean's value examination focuses on studying past and present price action to predict the probability of Kiriacoulis Mediterranean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kiriacoulis Mediterranean's price. Additionally, you may evaluate how the addition of Kiriacoulis Mediterranean to your portfolios can decrease your overall portfolio volatility.