Keyence (Germany) Market Value
| KEE Stock | EUR 320.80 0.30 0.09% |
| Symbol | Keyence |
Keyence '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 Keyence'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 Keyence.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Keyence on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Keyence or generate 0.0% return on investment in Keyence over 90 days. Keyence is related to or competes with Thai Beverage, Urban Outfitters, Corsair Gaming, National Beverage, and HF SINCLAIR. Keyence Corporation, together with its subsidiaries, develops, manufactures, and sells factory automation solutions worl... More
Keyence 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 Keyence'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 Keyence upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 2.08 |
Keyence Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keyence's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keyence's standard deviation. In reality, there are many statistical measures that can use Keyence historical prices to predict the future Keyence's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 6.99 |
Keyence Backtested Returns
Keyence has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11 % return per unit of risk over the last 3 months. Keyence exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keyence's Mean Deviation of 1.32, standard deviation of 1.6, and Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0215, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Keyence are expected to decrease at a much lower rate. During the bear market, Keyence is likely to outperform the market. At this point, Keyence has a negative expected return of -0.17%. Please make sure to verify Keyence's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Keyence performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Keyence has no correlation between past and present. Overlapping area represents the amount of predictability between Keyence 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 Keyence price movement. The serial correlation of 0.0 indicates that just 0.0% of current Keyence price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 149.62 |
Keyence lagged returns against current returns
Autocorrelation, which is Keyence 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 Keyence's stock expected returns. We can calculate the autocorrelation of Keyence returns to help us make a trade decision. For example, suppose you find that Keyence 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 |
Keyence 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 Keyence stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keyence stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keyence stock over time.
Current vs Lagged Prices |
| Timeline |
Keyence Lagged Returns
When evaluating Keyence's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keyence stock have on its future price. Keyence 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, Keyence autocorrelation shows the relationship between Keyence stock current value and its past values and can show if there is a momentum factor associated with investing in Keyence.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Keyence Stock
Keyence financial ratios help investors to determine whether Keyence 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 Keyence with respect to the benefits of owning Keyence security.