Kimberly Clark (Mexico) Market Value
| KIMBERA Stock | MXN 37.81 0.03 0.08% |
| Symbol | Kimberly |
Kimberly Clark '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 Kimberly Clark'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 Kimberly Clark.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Kimberly Clark on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Kimberly Clark de Mxico or generate 0.0% return on investment in Kimberly Clark over 30 days. Kimberly Clark is related to or competes with Value Grupo, Prudential Plc, Mastercard Incorporated, NVIDIA, Visa, Eli Lilly, and FibroGen. V., together with its subsidiaries, manufactures and commercializes disposable products for daily use by consumers in Me... More
Kimberly Clark 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 Kimberly Clark'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 Kimberly Clark de Mxico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.06 |
Kimberly Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimberly Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kimberly Clark's standard deviation. In reality, there are many statistical measures that can use Kimberly Clark historical prices to predict the future Kimberly Clark's volatility.| Risk Adjusted Performance | 0.0169 | |||
| Jensen Alpha | 0.0261 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kimberly Clark's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kimberly Clark de Backtested Returns
Kimberly Clark de has Sharpe Ratio of -0.0105, which conveys that the firm had a -0.0105% return per unit of risk over the last 3 months. Kimberly Clark exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kimberly Clark's Risk Adjusted Performance of 0.0169, mean deviation of 1.02, and Downside Deviation of 1.26 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kimberly Clark are expected to decrease at a much lower rate. During the bear market, Kimberly Clark is likely to outperform the market. Kimberly Clark de has an expected return of -0.0148%. Please make sure to verify Kimberly Clark de Mxico total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Kimberly Clark de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
Kimberly Clark de Mxico has very good reverse predictability. Overlapping area represents the amount of predictability between Kimberly Clark time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kimberly Clark de price movement. The serial correlation of -0.69 indicates that around 69.0% of current Kimberly Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Kimberly Clark de lagged returns against current returns
Autocorrelation, which is Kimberly Clark 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 Kimberly Clark's stock expected returns. We can calculate the autocorrelation of Kimberly Clark returns to help us make a trade decision. For example, suppose you find that Kimberly Clark 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 |
Kimberly Clark 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 Kimberly Clark stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kimberly Clark stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kimberly Clark stock over time.
Current vs Lagged Prices |
| Timeline |
Kimberly Clark Lagged Returns
When evaluating Kimberly Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kimberly Clark stock have on its future price. Kimberly Clark 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, Kimberly Clark autocorrelation shows the relationship between Kimberly Clark stock current value and its past values and can show if there is a momentum factor associated with investing in Kimberly Clark de Mxico.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kimberly Clark in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kimberly Clark's short interest history, or implied volatility extrapolated from Kimberly Clark options trading.
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Try AI Portfolio ArchitectCheck out Kimberly Clark Correlation, Kimberly Clark Volatility and Kimberly Clark Alpha and Beta module to complement your research on Kimberly Clark. For information on how to trade Kimberly Stock refer to our How to Trade Kimberly Stock guide.Note that the Kimberly Clark de information on this page should be used as a complementary analysis to other Kimberly Clark's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Kimberly Stock analysis
When running Kimberly Clark's price analysis, check to measure Kimberly Clark'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 Kimberly Clark is operating at the current time. Most of Kimberly Clark's value examination focuses on studying past and present price action to predict the probability of Kimberly Clark's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimberly Clark's price. Additionally, you may evaluate how the addition of Kimberly Clark to your portfolios can decrease your overall portfolio volatility.
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Kimberly Clark technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.