KAP AG (Germany) Market Value
| IUR Stock | EUR 9.55 0.10 1.06% |
| Symbol | KAP |
KAP AG '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 KAP AG'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 KAP AG.
| 06/22/2025 |
| 07/22/2025 |
If you would invest 0.00 in KAP AG on June 22, 2025 and sell it all today you would earn a total of 0.00 from holding KAP AG or generate 0.0% return on investment in KAP AG over 30 days. KAP AG is related to or competes with Singapore Telecommunicatio, Haverty Furniture, CAIRN HOMES, Corporate Office, SmarTone Telecommunicatio, Taylor Morrison, and Japan Tobacco. KAP AG, through its subsidiaries, primarily provides engineered products in Germany, rest of Europe, NorthSouth America,... More
KAP AG 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 KAP AG'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 KAP AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.5 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 36.51 | |||
| Value At Risk | (4.50) | |||
| Potential Upside | 5.0 |
KAP AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KAP AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KAP AG's standard deviation. In reality, there are many statistical measures that can use KAP AG historical prices to predict the future KAP AG's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0762 |
KAP AG Backtested Returns
At this point, KAP AG is slightly risky. KAP AG has Sharpe Ratio of 0.0215, which conveys that the company had a 0.0215 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for KAP AG, which you can use to evaluate the volatility of the entity. Please verify KAP AG's Downside Deviation of 4.5, market risk adjusted performance of 0.0862, and Mean Deviation of 2.03 to check out if the risk estimate we provide is consistent with the expected return of 0.0868%. KAP AG has a performance score of 1 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. KAP AG returns are very sensitive to returns on the market. As the market goes up or down, KAP AG is expected to follow. KAP AG now secures a risk of 4.03%. Please verify KAP AG total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if KAP AG will be following its current price movements.
Auto-correlation | 0.10 |
Insignificant predictability
KAP AG has insignificant predictability. Overlapping area represents the amount of predictability between KAP AG time series from 22nd of June 2025 to 7th of July 2025 and 7th of July 2025 to 22nd 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 KAP AG price movement. The serial correlation of 0.1 indicates that less than 10.0% of current KAP AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
KAP AG lagged returns against current returns
Autocorrelation, which is KAP AG 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 KAP AG's stock expected returns. We can calculate the autocorrelation of KAP AG returns to help us make a trade decision. For example, suppose you find that KAP AG 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 |
KAP AG 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 KAP AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KAP AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KAP AG stock over time.
Current vs Lagged Prices |
| Timeline |
KAP AG Lagged Returns
When evaluating KAP AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KAP AG stock have on its future price. KAP AG 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, KAP AG autocorrelation shows the relationship between KAP AG stock current value and its past values and can show if there is a momentum factor associated with investing in KAP AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KAP Stock
KAP AG financial ratios help investors to determine whether KAP Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KAP with respect to the benefits of owning KAP AG security.