Knorr Bremse Aktiengesellschaft Stock Market Value
| KNRRY Stock | USD 25.58 0.06 0.24% |
| Symbol | Knorr-Bremse |
Knorr-Bremse Aktiengesellscha '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 Knorr-Bremse Aktiengesellscha'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 Knorr-Bremse Aktiengesellscha.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Knorr-Bremse Aktiengesellscha on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Knorr Bremse Aktiengesellschaft or generate 0.0% return on investment in Knorr-Bremse Aktiengesellscha over 90 days. Knorr-Bremse Aktiengesellscha is related to or competes with Iochpe Maxion, Straumann Holding, Kesko Oyj, Fresenius, Recruit Holdings, and ZALANDO SE. Knorr-Bremse Aktiengesellschaft develops, produces, markets, and services braking and other systems for rail and commerc... More
Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Aktiengesellscha'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 Knorr Bremse Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.47 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.18 |
Knorr-Bremse Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Knorr-Bremse Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Knorr-Bremse Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Knorr-Bremse Aktiengesellscha historical prices to predict the future Knorr-Bremse Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.0743 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3354 |
Knorr-Bremse Aktiengesellscha Backtested Returns
At this stage we consider Knorr-Bremse Pink Sheet to be very steady. Knorr-Bremse Aktiengesellscha has Sharpe Ratio of 0.0841, which conveys that the firm had a 0.0841 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Knorr-Bremse Aktiengesellscha, which you can use to evaluate the volatility of the firm. Please verify Knorr-Bremse Aktiengesellscha's Downside Deviation of 1.46, mean deviation of 1.33, and Risk Adjusted Performance of 0.0916 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Knorr-Bremse Aktiengesellscha has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Knorr-Bremse Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Knorr-Bremse Aktiengesellscha is expected to be smaller as well. Knorr-Bremse Aktiengesellscha right now secures a risk of 1.75%. Please verify Knorr Bremse Aktiengesellschaft value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Knorr Bremse Aktiengesellschaft will be following its current price movements.
Auto-correlation | 0.23 |
Weak predictability
Knorr Bremse Aktiengesellschaft has weak predictability. Overlapping area represents the amount of predictability between Knorr-Bremse Aktiengesellscha time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Knorr-Bremse Aktiengesellscha price movement. The serial correlation of 0.23 indicates that over 23.0% of current Knorr-Bremse Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Knorr-Bremse Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of Knorr-Bremse Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Knorr-Bremse Aktiengesellscha 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 |
| Timeline |
Knorr-Bremse Aktiengesellscha 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 Knorr-Bremse Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Knorr-Bremse Aktiengesellscha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Knorr-Bremse Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Knorr-Bremse Aktiengesellscha Lagged Returns
When evaluating Knorr-Bremse Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Knorr-Bremse Aktiengesellscha pink sheet have on its future price. Knorr-Bremse Aktiengesellscha 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, Knorr-Bremse Aktiengesellscha autocorrelation shows the relationship between Knorr-Bremse Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Knorr Bremse Aktiengesellschaft.
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 Knorr-Bremse Pink Sheet Analysis
When running Knorr-Bremse Aktiengesellscha's price analysis, check to measure Knorr-Bremse Aktiengesellscha'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 Knorr-Bremse Aktiengesellscha is operating at the current time. Most of Knorr-Bremse Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Knorr-Bremse Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Knorr-Bremse Aktiengesellscha's price. Additionally, you may evaluate how the addition of Knorr-Bremse Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.