Ktima Kostas (Greece) Market Value
| KTILA Stock | EUR 2.18 0.00 0.00% |
| Symbol | Ktima |
Ktima Kostas '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 Ktima Kostas' 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 Ktima Kostas.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Ktima Kostas on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Ktima Kostas Lazaridis or generate 0.0% return on investment in Ktima Kostas over 90 days. Ktima Kostas is related to or competes with Wool Industry, As Commercial, Daios Plastics, Interlife General, Public Power, and Elastron. Ktima Kostas Lazaridis S.A. engages in the production and sale of wines in Greece More
Ktima Kostas 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 Ktima Kostas' 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 Ktima Kostas Lazaridis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.07 | |||
| Information Ratio | 0.0365 | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 4.76 |
Ktima Kostas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ktima Kostas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ktima Kostas' standard deviation. In reality, there are many statistical measures that can use Ktima Kostas historical prices to predict the future Ktima Kostas' volatility.| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.1284 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0227 | |||
| Treynor Ratio | 0.3643 |
Ktima Kostas Lazaridis Backtested Returns
Ktima Kostas appears to be relatively risky, given 3 months investment horizon. Ktima Kostas Lazaridis has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Ktima Kostas, which you can use to evaluate the volatility of the firm. Please exercise Ktima Kostas' Downside Deviation of 3.07, risk adjusted performance of 0.1083, and Mean Deviation of 1.12 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ktima Kostas holds a performance score of 10. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ktima Kostas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ktima Kostas is expected to be smaller as well. Please check Ktima Kostas' jensen alpha, potential upside, rate of daily change, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Ktima Kostas' current price movements will revert.
Auto-correlation | 0.25 |
Poor predictability
Ktima Kostas Lazaridis has poor predictability. Overlapping area represents the amount of predictability between Ktima Kostas 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 Ktima Kostas Lazaridis price movement. The serial correlation of 0.25 indicates that over 25.0% of current Ktima Kostas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ktima Kostas Lazaridis lagged returns against current returns
Autocorrelation, which is Ktima Kostas 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 Ktima Kostas' stock expected returns. We can calculate the autocorrelation of Ktima Kostas returns to help us make a trade decision. For example, suppose you find that Ktima Kostas 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 |
Ktima Kostas 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 Ktima Kostas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ktima Kostas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ktima Kostas stock over time.
Current vs Lagged Prices |
| Timeline |
Ktima Kostas Lagged Returns
When evaluating Ktima Kostas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ktima Kostas stock have on its future price. Ktima Kostas 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, Ktima Kostas autocorrelation shows the relationship between Ktima Kostas stock current value and its past values and can show if there is a momentum factor associated with investing in Ktima Kostas Lazaridis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ktima Stock
Ktima Kostas financial ratios help investors to determine whether Ktima 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 Ktima with respect to the benefits of owning Ktima Kostas security.