Kimberly Clark De Mexico Stock Market Value
| KCDMY Stock | USD 9.45 0.07 0.74% |
| Symbol | Kimberly |
Kimberly Clark '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 Kimberly Clark's pink sheet 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 Kimberly Clark.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Kimberly Clark on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark de Mexico or generate 0.0% return on investment in Kimberly Clark over 90 days. Kimberly Clark is related to or competes with Hang Lung, Honest, Inter Parfums, Kingfisher PLC, Kimberly Clark, Reckitt Benckiser, and Sekisui House. V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Me... More
Kimberly Clark 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 Kimberly Clark's pink sheet 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 Kimberly Clark de Mexico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0238 | |||
| Maximum Drawdown | 7.8 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 3.11 |
Kimberly Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimberly Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimberly Clark's standard deviation. In reality, there are many statistical measures that can use Kimberly Clark historical prices to predict the future Kimberly Clark's volatility.| Risk Adjusted Performance | 0.1246 | |||
| Jensen Alpha | 0.259 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0261 | |||
| Treynor Ratio | (0.67) |
Kimberly Clark de Backtested Returns
At this stage we consider Kimberly Pink Sheet to be not too volatile. Kimberly Clark de has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kimberly Clark, which you can use to evaluate the volatility of the firm. Please verify Kimberly Clark's Mean Deviation of 1.25, downside deviation of 1.49, and Risk Adjusted Performance of 0.1246 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Kimberly Clark has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kimberly Clark are expected to decrease at a much lower rate. During the bear market, Kimberly Clark is likely to outperform the market. Kimberly Clark de right now secures a risk of 1.65%. Please verify Kimberly Clark de Mexico maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Kimberly Clark de Mexico will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
Kimberly Clark de Mexico has weak predictability. Overlapping area represents the amount of predictability between Kimberly Clark time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 Kimberly Clark de price movement. The serial correlation of 0.21 indicates that over 21.0% of current Kimberly Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Kimberly Clark de lagged returns against current returns
Autocorrelation, which is Kimberly Clark pink sheet'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 Kimberly Clark's pink sheet expected returns. We can calculate the autocorrelation of Kimberly Clark returns to help us make a trade decision. For example, suppose you find that Kimberly Clark has exhibited high autocorrelation historically, and you observe that the pink sheet 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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Kimberly Clark 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 Kimberly Clark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimberly Clark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimberly Clark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kimberly Clark Lagged Returns
When evaluating Kimberly Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimberly Clark pink sheet have on its future price. Kimberly Clark 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, Kimberly Clark autocorrelation shows the relationship between Kimberly Clark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kimberly Clark de Mexico.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Kimberly Pink Sheet Analysis
When running Kimberly Clark's price analysis, check to measure Kimberly Clark'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 Kimberly Clark is operating at the current time. Most of Kimberly Clark's value examination focuses on studying past and present price action to predict the probability of Kimberly Clark's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimberly Clark's price. Additionally, you may evaluate how the addition of Kimberly Clark to your portfolios can decrease your overall portfolio volatility.