Kardex (Switzerland) Market Value
| KARN Stock | CHF 301.00 13.00 4.14% |
| Symbol | Kardex |
Kardex '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 Kardex'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 Kardex.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Kardex on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Kardex or generate 0.0% return on investment in Kardex over 90 days. Kardex is related to or competes with Interroll Holding, VAT Group, Comet Holding, Bossard Holding, and Komax Holding. Kardex Holding AG provides intralogistics solutions, and supplies automated storage solutions and materials handling sys... More
Kardex 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 Kardex'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 Kardex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9188 | |||
| Information Ratio | 0.401 | |||
| Maximum Drawdown | 7.48 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 3.12 |
Kardex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kardex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kardex's standard deviation. In reality, there are many statistical measures that can use Kardex historical prices to predict the future Kardex's volatility.| Risk Adjusted Performance | 0.3817 | |||
| Jensen Alpha | 0.6733 | |||
| Total Risk Alpha | 0.4963 | |||
| Sortino Ratio | 0.6358 | |||
| Treynor Ratio | 4.98 |
Kardex Backtested Returns
Kardex appears to be very steady, given 3 months investment horizon. Kardex has Sharpe Ratio of 0.34, which conveys that the firm had a 0.34 % return per unit of risk over the last 3 months. By analyzing Kardex's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Kardex's Coefficient Of Variation of 208.82, mean deviation of 1.16, and Risk Adjusted Performance of 0.3817 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kardex holds a performance score of 26. 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, Kardex's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kardex is expected to be smaller as well. Please check Kardex's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Kardex's current price movements will revert.
Auto-correlation | 0.88 |
Very good predictability
Kardex has very good predictability. Overlapping area represents the amount of predictability between Kardex time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kardex price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Kardex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 310.77 |
Kardex lagged returns against current returns
Autocorrelation, which is Kardex 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 Kardex's stock expected returns. We can calculate the autocorrelation of Kardex returns to help us make a trade decision. For example, suppose you find that Kardex 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 |
Kardex 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 Kardex stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kardex stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kardex stock over time.
Current vs Lagged Prices |
| Timeline |
Kardex Lagged Returns
When evaluating Kardex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kardex stock have on its future price. Kardex 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, Kardex autocorrelation shows the relationship between Kardex stock current value and its past values and can show if there is a momentum factor associated with investing in Kardex.
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 Kardex Stock Analysis
When running Kardex's price analysis, check to measure Kardex'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 Kardex is operating at the current time. Most of Kardex's value examination focuses on studying past and present price action to predict the probability of Kardex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kardex's price. Additionally, you may evaluate how the addition of Kardex to your portfolios can decrease your overall portfolio volatility.