Karelia Tobacco (Greece) Market Value
| KARE Stock | EUR 314.00 2.00 0.63% |
| Symbol | Karelia |
Karelia Tobacco '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 Karelia Tobacco'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 Karelia Tobacco.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Karelia Tobacco on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Karelia Tobacco or generate 0.0% return on investment in Karelia Tobacco over 90 days. Karelia Tobacco is related to or competes with Greek Organization, Jumbo SA, Mytilineos, Motor Oil, and Athens Water. Karelia Tobacco Company Inc. engages in the manufacture and wholesale of tobacco products in Greece More
Karelia Tobacco 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 Karelia Tobacco'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 Karelia Tobacco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.55 |
Karelia Tobacco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karelia Tobacco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Karelia Tobacco's standard deviation. In reality, there are many statistical measures that can use Karelia Tobacco historical prices to predict the future Karelia Tobacco's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.0669 |
Karelia Tobacco Backtested Returns
Currently, Karelia Tobacco is very steady. Karelia Tobacco has Sharpe Ratio of 0.0232, which conveys that the firm had a 0.0232 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Karelia Tobacco, which you can use to evaluate the volatility of the firm. Please verify Karelia Tobacco's Mean Deviation of 0.8596, downside deviation of 1.17, and Risk Adjusted Performance of 0.0228 to check out if the risk estimate we provide is consistent with the expected return of 0.0276%. Karelia Tobacco has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Karelia Tobacco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Karelia Tobacco is expected to be smaller as well. Karelia Tobacco right now secures a risk of 1.19%. Please verify Karelia Tobacco total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Karelia Tobacco will be following its current price movements.
Auto-correlation | -0.3 |
Weak reverse predictability
Karelia Tobacco has weak reverse predictability. Overlapping area represents the amount of predictability between Karelia Tobacco time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 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 Karelia Tobacco price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Karelia Tobacco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 3.24 |
Karelia Tobacco lagged returns against current returns
Autocorrelation, which is Karelia Tobacco 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 Karelia Tobacco's stock expected returns. We can calculate the autocorrelation of Karelia Tobacco returns to help us make a trade decision. For example, suppose you find that Karelia Tobacco 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 |
Karelia Tobacco 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 Karelia Tobacco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Karelia Tobacco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Karelia Tobacco stock over time.
Current vs Lagged Prices |
| Timeline |
Karelia Tobacco Lagged Returns
When evaluating Karelia Tobacco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Karelia Tobacco stock have on its future price. Karelia Tobacco 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, Karelia Tobacco autocorrelation shows the relationship between Karelia Tobacco stock current value and its past values and can show if there is a momentum factor associated with investing in Karelia Tobacco.
Regressed Prices |
| Timeline |
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Additional Tools for Karelia Stock Analysis
When running Karelia Tobacco's price analysis, check to measure Karelia Tobacco'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 Karelia Tobacco is operating at the current time. Most of Karelia Tobacco's value examination focuses on studying past and present price action to predict the probability of Karelia Tobacco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Karelia Tobacco's price. Additionally, you may evaluate how the addition of Karelia Tobacco to your portfolios can decrease your overall portfolio volatility.