Kempen Global (Netherlands) Market Value
| KGHDF Fund | EUR 40.11 0.04 0.1% |
| Symbol | Kempen |
Kempen Global '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 Kempen Global's fund 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 Kempen Global.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Kempen Global on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Kempen Global High or generate 0.0% return on investment in Kempen Global over 90 days. Kempen Global is related to or competes with Hydratec Industries, IShares Property, Aalberts Industries, Value8 NV, VanEck Sustainable, and IShares III. The Fund offers a diversified portfolio of companies worldwide with an expected attractive dividend yield More
Kempen Global 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 Kempen Global's fund 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 Kempen Global High upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5014 | |||
| Information Ratio | 0.0412 | |||
| Maximum Drawdown | 3.27 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.48 |
Kempen Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kempen Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kempen Global's standard deviation. In reality, there are many statistical measures that can use Kempen Global historical prices to predict the future Kempen Global's volatility.| Risk Adjusted Performance | 0.2324 | |||
| Jensen Alpha | 0.1687 | |||
| Total Risk Alpha | 0.0639 | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | (5.09) |
Kempen Global High Backtested Returns
At this point, Kempen Global is very steady. Kempen Global High has Sharpe Ratio of 0.25, which conveys that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Kempen Global, which you can use to evaluate the volatility of the fund. Please verify Kempen Global's Downside Deviation of 0.5014, mean deviation of 0.5655, and Risk Adjusted Performance of 0.2324 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of -0.0323, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kempen Global are expected to decrease at a much lower rate. During the bear market, Kempen Global is likely to outperform the market.
Auto-correlation | 0.36 |
Below average predictability
Kempen Global High has below average predictability. Overlapping area represents the amount of predictability between Kempen Global 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 Kempen Global High price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kempen Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Kempen Global High lagged returns against current returns
Autocorrelation, which is Kempen Global fund'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 Kempen Global's fund expected returns. We can calculate the autocorrelation of Kempen Global returns to help us make a trade decision. For example, suppose you find that Kempen Global has exhibited high autocorrelation historically, and you observe that the fund 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 |
Kempen Global 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 Kempen Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kempen Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kempen Global fund over time.
Current vs Lagged Prices |
| Timeline |
Kempen Global Lagged Returns
When evaluating Kempen Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kempen Global fund have on its future price. Kempen Global 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, Kempen Global autocorrelation shows the relationship between Kempen Global fund current value and its past values and can show if there is a momentum factor associated with investing in Kempen Global High.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Kempen Fund
Kempen Global financial ratios help investors to determine whether Kempen Fund 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 Kempen with respect to the benefits of owning Kempen Global security.
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