Kt Corporation Stock Market Value
| KT Stock | USD 12.51 0.14 1.11% |
| Symbol | KT |
KT Corporation Price To Book Ratio
Is KT's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of KT. If investors know KT will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about KT listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.77) | Earnings Share 1.46 | Revenue Per Share 52.9 K | Quarterly Revenue Growth 0.016 | Return On Assets 0.0246 |
The market value of KT Corporation is measured differently than its book value, which is the value of KT that is recorded on the company's balance sheet. Investors also form their own opinion of KT's value that differs from its market value or its book value, called intrinsic value, which is KT's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KT's market value can be influenced by many factors that don't directly affect KT's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KT's value and its price as these two are different measures arrived at by different means. Investors typically determine if KT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KT's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
KT '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 KT'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 KT.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in KT on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding KT Corporation or generate 0.0% return on investment in KT over 30 days. KT is related to or competes with VEON, and America Movil. KT Corporation provides integrated telecommunications and platform services in Korea and internationally More
KT 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 KT'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 KT Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.81 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.21 |
KT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KT's standard deviation. In reality, there are many statistical measures that can use KT historical prices to predict the future KT's volatility.| Risk Adjusted Performance | 0.0139 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.012 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KT's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
KT Corporation Backtested Returns
KT Corporation retains Efficiency (Sharpe Ratio) of -0.0236, which conveys that the firm had a -0.0236% return per unit of price deviation over the last 3 months. KT exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KT's Market Risk Adjusted Performance of 0.022, standard deviation of 1.5, and Mean Deviation of 1.03 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KT's returns are expected to increase less than the market. However, during the bear market, the loss of holding KT is expected to be smaller as well. KT Corporation has an expected return of -0.0356%. Please make sure to verify KT Corporation maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if KT Corporation performance from the past will be repeated sooner or later.
Auto-correlation | 0.60 |
Good predictability
KT Corporation has good predictability. Overlapping area represents the amount of predictability between KT time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 KT Corporation price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current KT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
KT Corporation lagged returns against current returns
Autocorrelation, which is KT 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 KT's stock expected returns. We can calculate the autocorrelation of KT returns to help us make a trade decision. For example, suppose you find that KT 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 |
KT 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 KT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KT stock over time.
Current vs Lagged Prices |
| Timeline |
KT Lagged Returns
When evaluating KT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KT stock have on its future price. KT 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, KT autocorrelation shows the relationship between KT stock current value and its past values and can show if there is a momentum factor associated with investing in KT Corporation.
Regressed Prices |
| Timeline |
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Complementary Tools for KT Stock analysis
When running KT's price analysis, check to measure KT'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 KT is operating at the current time. Most of KT's value examination focuses on studying past and present price action to predict the probability of KT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KT's price. Additionally, you may evaluate how the addition of KT to your portfolios can decrease your overall portfolio volatility.
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KT 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.