Klingelnberg (Switzerland) Market Value
| KLIN Stock | 13.00 0.15 1.17% |
| Symbol | Klingelnberg |
Klingelnberg '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 Klingelnberg'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 Klingelnberg.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Klingelnberg on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Klingelnberg AG or generate 0.0% return on investment in Klingelnberg over 90 days. Klingelnberg is related to or competes with Ascom Holding, Implenia, Komax Holding, Mikron Holding, and Mobilezone. More
Klingelnberg 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 Klingelnberg'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 Klingelnberg AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | 0.1154 | |||
| Maximum Drawdown | 12.39 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 6.0 |
Klingelnberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klingelnberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klingelnberg's standard deviation. In reality, there are many statistical measures that can use Klingelnberg historical prices to predict the future Klingelnberg's volatility.| Risk Adjusted Performance | 0.1668 | |||
| Jensen Alpha | 0.4102 | |||
| Total Risk Alpha | 0.0695 | |||
| Sortino Ratio | 0.1407 | |||
| Treynor Ratio | 6.71 |
Klingelnberg AG Backtested Returns
Klingelnberg appears to be not too volatile, given 3 months investment horizon. Klingelnberg AG has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Klingelnberg, which you can use to evaluate the volatility of the firm. Please exercise Klingelnberg's Mean Deviation of 1.73, risk adjusted performance of 0.1668, and Downside Deviation of 2.04 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Klingelnberg holds a performance score of 14. The company secures a Beta (Market Risk) of 0.0623, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Klingelnberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Klingelnberg is expected to be smaller as well. Please check Klingelnberg's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Klingelnberg's current price movements will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Klingelnberg AG has virtually no predictability. Overlapping area represents the amount of predictability between Klingelnberg time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Klingelnberg AG price movement. The serial correlation of 0.02 indicates that only 2.0% of current Klingelnberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Klingelnberg AG lagged returns against current returns
Autocorrelation, which is Klingelnberg 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 Klingelnberg's stock expected returns. We can calculate the autocorrelation of Klingelnberg returns to help us make a trade decision. For example, suppose you find that Klingelnberg 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 |
Klingelnberg 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 Klingelnberg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klingelnberg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klingelnberg stock over time.
Current vs Lagged Prices |
| Timeline |
Klingelnberg Lagged Returns
When evaluating Klingelnberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klingelnberg stock have on its future price. Klingelnberg 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, Klingelnberg autocorrelation shows the relationship between Klingelnberg stock current value and its past values and can show if there is a momentum factor associated with investing in Klingelnberg AG.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Klingelnberg Stock Analysis
When running Klingelnberg's price analysis, check to measure Klingelnberg'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 Klingelnberg is operating at the current time. Most of Klingelnberg's value examination focuses on studying past and present price action to predict the probability of Klingelnberg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klingelnberg's price. Additionally, you may evaluate how the addition of Klingelnberg to your portfolios can decrease your overall portfolio volatility.