K+S Aktiengesellscha (Germany) Market Value
| SDF Stock | 13.05 0.09 0.68% |
| Symbol | K+S |
K+S 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 K+S Aktiengesellscha'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 K+S Aktiengesellscha.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in K+S Aktiengesellscha on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding KS Aktiengesellschaft or generate 0.0% return on investment in K+S Aktiengesellscha over 90 days. K+S Aktiengesellscha is related to or competes with ALBIS LEASING, SEDANA MEDICAL, China Medical, Pembina Pipeline, Advanced Medical, ONWARD MEDICAL, and SPECTRAL MEDICAL. More
K+S 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 K+S Aktiengesellscha'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 KS Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 13.45 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 2.58 |
K+S Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for K+S Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as K+S Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use K+S Aktiengesellscha historical prices to predict the future K+S Aktiengesellscha's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of K+S Aktiengesellscha'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.
KS Aktiengesellschaft Backtested Returns
KS Aktiengesellschaft retains Efficiency (Sharpe Ratio) of -0.0965, which conveys that the firm had a -0.0965 % return per unit of price deviation over the last 3 months. K+S Aktiengesellscha exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify K+S Aktiengesellscha's Mean Deviation of 1.28, market risk adjusted performance of (0.78), and Information Ratio of (0.19) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, K+S Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding K+S Aktiengesellscha is expected to be smaller as well. At this point, KS Aktiengesellschaft has a negative expected return of -0.19%. Please make sure to verify K+S Aktiengesellscha's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if KS Aktiengesellschaft performance from the past will be repeated sooner or later.
Auto-correlation | -0.52 |
Good reverse predictability
KS Aktiengesellschaft has good reverse predictability. Overlapping area represents the amount of predictability between K+S Aktiengesellscha time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 KS Aktiengesellschaft price movement. The serial correlation of -0.52 indicates that about 52.0% of current K+S Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.12 |
KS Aktiengesellschaft lagged returns against current returns
Autocorrelation, which is K+S Aktiengesellscha 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 K+S Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of K+S Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that K+S Aktiengesellscha 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 |
K+S 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 K+S Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if K+S Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in K+S Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
K+S Aktiengesellscha Lagged Returns
When evaluating K+S Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of K+S Aktiengesellscha stock have on its future price. K+S 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, K+S Aktiengesellscha autocorrelation shows the relationship between K+S Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in KS 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 K+S Stock Analysis
When running K+S Aktiengesellscha's price analysis, check to measure K+S 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 K+S Aktiengesellscha is operating at the current time. Most of K+S Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of K+S 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 K+S Aktiengesellscha's price. Additionally, you may evaluate how the addition of K+S Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.