KBC Groep (Belgium) Market Value
| KBC Stock | EUR 68.92 0.58 0.83% |
| Symbol | KBC |
KBC Groep '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 KBC Groep'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 KBC Groep.
| 03/28/2024 |
| 04/27/2024 |
If you would invest 0.00 in KBC Groep on March 28, 2024 and sell it all today you would earn a total of 0.00 from holding KBC Groep NV or generate 0.0% return on investment in KBC Groep over 30 days. KBC Groep is related to or competes with Solvay SA, NV Bekaert, Umicore SA, AGFA Gevaert, DIeteren Group, Fluxys Belgium, and VGP NV. KBC Group NV, together with its subsidiaries, provides integrated bank-insurance services primarily for retail, private ... More
KBC Groep 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 KBC Groep'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 KBC Groep NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.1061 | |||
| Maximum Drawdown | 8.14 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.75 |
KBC Groep Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBC Groep's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBC Groep's standard deviation. In reality, there are many statistical measures that can use KBC Groep historical prices to predict the future KBC Groep's volatility.| Risk Adjusted Performance | 0.112 | |||
| Jensen Alpha | 0.2359 | |||
| Total Risk Alpha | 0.0505 | |||
| Sortino Ratio | 0.1311 | |||
| Treynor Ratio | (1.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBC Groep'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.
KBC Groep NV Backtested Returns
KBC Groep appears to be very steady, given 3 months investment horizon. KBC Groep NV retains Efficiency (Sharpe Ratio) of 0.16, which conveys that the company had a 0.16% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for KBC Groep, which you can use to evaluate the volatility of the entity. Please exercise KBC Groep's Downside Deviation of 1.12, mean deviation of 0.9708, and Market Risk Adjusted Performance of (1.75) to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KBC Groep holds a performance score of 12. The firm owns a Beta (Systematic Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBC Groep are expected to decrease at a much lower rate. During the bear market, KBC Groep is likely to outperform the market. Please check KBC Groep's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether KBC Groep's current price history will revert.
Auto-correlation | -0.51 |
Good reverse predictability
KBC Groep NV has good reverse predictability. Overlapping area represents the amount of predictability between KBC Groep time series from 28th of March 2024 to 12th of April 2024 and 12th of April 2024 to 27th 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 KBC Groep NV price movement. The serial correlation of -0.51 indicates that about 51.0% of current KBC Groep price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.39 |
KBC Groep NV lagged returns against current returns
Autocorrelation, which is KBC Groep 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 KBC Groep's stock expected returns. We can calculate the autocorrelation of KBC Groep returns to help us make a trade decision. For example, suppose you find that KBC Groep 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 |
KBC Groep 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 KBC Groep stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBC Groep stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBC Groep stock over time.
Current vs Lagged Prices |
| Timeline |
KBC Groep Lagged Returns
When evaluating KBC Groep's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBC Groep stock have on its future price. KBC Groep 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, KBC Groep autocorrelation shows the relationship between KBC Groep stock current value and its past values and can show if there is a momentum factor associated with investing in KBC Groep NV.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out KBC Groep Correlation, KBC Groep Volatility and KBC Groep Alpha and Beta module to complement your research on KBC Groep. Note that the KBC Groep NV information on this page should be used as a complementary analysis to other KBC Groep's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for KBC Stock analysis
When running KBC Groep's price analysis, check to measure KBC Groep'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 KBC Groep is operating at the current time. Most of KBC Groep's value examination focuses on studying past and present price action to predict the probability of KBC Groep's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBC Groep's price. Additionally, you may evaluate how the addition of KBC Groep to your portfolios can decrease your overall portfolio volatility.
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KBC Groep 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.