Kjell Group (Sweden) Market Value
| KJELL Stock | 9.84 0.08 0.81% |
| Symbol | Kjell |
Kjell Group '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 Kjell Group'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 Kjell Group.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Kjell Group on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Kjell Group AB or generate 0.0% return on investment in Kjell Group over 90 days. Kjell Group is related to or competes with AB SKF, Tele2 AB, Sandvik AB, Skanska AB, and Husqvarna. More
Kjell Group 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 Kjell Group'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 Kjell Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.09 | |||
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 48.69 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 7.79 |
Kjell Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kjell Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kjell Group's standard deviation. In reality, there are many statistical measures that can use Kjell Group historical prices to predict the future Kjell Group's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.1089 | |||
| Total Risk Alpha | (0.77) | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.2623 |
Kjell Group AB Backtested Returns
Kjell Group appears to be slightly risky, given 3 months investment horizon. Kjell Group AB has Sharpe Ratio of 0.0692, which conveys that the firm had a 0.0692 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kjell Group, which you can use to evaluate the volatility of the firm. Please exercise Kjell Group's Downside Deviation of 5.09, risk adjusted performance of 0.0576, and Mean Deviation of 3.5 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kjell Group holds a performance score of 5. The company secures a Beta (Market Risk) of 1.16, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kjell Group will likely underperform. Please check Kjell Group's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Kjell Group's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
Kjell Group AB has average predictability. Overlapping area represents the amount of predictability between Kjell Group time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Kjell Group AB price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Kjell Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Kjell Group AB lagged returns against current returns
Autocorrelation, which is Kjell Group 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 Kjell Group's stock expected returns. We can calculate the autocorrelation of Kjell Group returns to help us make a trade decision. For example, suppose you find that Kjell Group 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 |
Kjell Group 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 Kjell Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kjell Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kjell Group stock over time.
Current vs Lagged Prices |
| Timeline |
Kjell Group Lagged Returns
When evaluating Kjell Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kjell Group stock have on its future price. Kjell Group 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, Kjell Group autocorrelation shows the relationship between Kjell Group stock current value and its past values and can show if there is a momentum factor associated with investing in Kjell Group AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kjell Stock Analysis
When running Kjell Group's price analysis, check to measure Kjell Group'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 Kjell Group is operating at the current time. Most of Kjell Group's value examination focuses on studying past and present price action to predict the probability of Kjell Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kjell Group's price. Additionally, you may evaluate how the addition of Kjell Group to your portfolios can decrease your overall portfolio volatility.