Klpierre (Germany) Market Value
| KPR Stock | EUR 32.82 0.28 0.86% |
| Symbol | Klpierre |
Klpierre '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 Klpierre'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 Klpierre.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Klpierre on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Klpierre SA or generate 0.0% return on investment in Klpierre over 90 days. Klpierre is related to or competes with CarsalesCom, United Internet, China Communications, CRISPR Therapeutics, Iridium Communications, and Liberty Broadband. Klpierre, the pan-European leader in shopping malls, combines development, property and asset management skills More
Klpierre 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 Klpierre'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 Klpierre SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.772 | |||
| Information Ratio | 0.0283 | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.58 |
Klpierre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klpierre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klpierre's standard deviation. In reality, there are many statistical measures that can use Klpierre historical prices to predict the future Klpierre's volatility.| Risk Adjusted Performance | 0.1814 | |||
| Jensen Alpha | 0.1705 | |||
| Total Risk Alpha | 0.0367 | |||
| Sortino Ratio | 0.0308 | |||
| Treynor Ratio | (1.27) |
Klpierre SA Backtested Returns
At this point, Klpierre is very steady. Klpierre SA has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Klpierre, which you can use to evaluate the volatility of the firm. Please verify Klpierre's Risk Adjusted Performance of 0.1814, downside deviation of 0.772, and Mean Deviation of 0.6214 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Klpierre has a performance score of 11 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klpierre are expected to decrease at a much lower rate. During the bear market, Klpierre is likely to outperform the market. Klpierre SA right now secures a risk of 0.81%. Please verify Klpierre SA value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Klpierre SA will be following its current price movements.
Auto-correlation | -0.29 |
Weak reverse predictability
Klpierre SA has weak reverse predictability. Overlapping area represents the amount of predictability between Klpierre time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Klpierre SA price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Klpierre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Klpierre SA lagged returns against current returns
Autocorrelation, which is Klpierre 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 Klpierre's stock expected returns. We can calculate the autocorrelation of Klpierre returns to help us make a trade decision. For example, suppose you find that Klpierre 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 |
Klpierre 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 Klpierre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klpierre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klpierre stock over time.
Current vs Lagged Prices |
| Timeline |
Klpierre Lagged Returns
When evaluating Klpierre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klpierre stock have on its future price. Klpierre 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, Klpierre autocorrelation shows the relationship between Klpierre stock current value and its past values and can show if there is a momentum factor associated with investing in Klpierre SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Klpierre Stock
Klpierre financial ratios help investors to determine whether Klpierre 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 Klpierre with respect to the benefits of owning Klpierre security.