KB Financial (Germany) Market Value
| KBIA Stock | EUR 53.50 2.00 3.88% |
| Symbol | KBIA |
KB Financial '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 KB Financial'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 KB Financial.
| 04/13/2024 |
| 05/13/2024 |
If you would invest 0.00 in KB Financial on April 13, 2024 and sell it all today you would earn a total of 0.00 from holding KB Financial Group or generate 0.0% return on investment in KB Financial over 30 days. KB Financial is related to or competes with Solstad Offshore, BW OFFSHORE, STMicroelectronics, UET United, Samsung Electronics, and Carsales. KB Financial Group Inc., a financial holding company, provides a range of banking and related financial services to cons... More
KB Financial 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 KB Financial'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 KB Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.0507 | |||
| Maximum Drawdown | 17.96 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 5.26 |
KB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KB Financial's standard deviation. In reality, there are many statistical measures that can use KB Financial historical prices to predict the future KB Financial's volatility.| Risk Adjusted Performance | 0.0557 | |||
| Jensen Alpha | 0.2083 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.7007 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KB Financial'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.
KB Financial Group Backtested Returns
KB Financial appears to be very steady, given 3 months investment horizon. KB Financial Group retains Efficiency (Sharpe Ratio) of 0.0772, which conveys that the company had a 0.0772% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for KB Financial, which you can use to evaluate the volatility of the entity. Please exercise KB Financial's Standard Deviation of 3.14, market risk adjusted performance of 0.7107, and Mean Deviation of 2.22 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KB Financial holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KB Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding KB Financial is expected to be smaller as well. Please check KB Financial's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether KB Financial's current price history will revert.
Auto-correlation | 0.87 |
Very good predictability
KB Financial Group has very good predictability. Overlapping area represents the amount of predictability between KB Financial time series from 13th of April 2024 to 28th of April 2024 and 28th of April 2024 to 13th of May 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 KB Financial Group price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current KB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 2.68 |
KB Financial Group lagged returns against current returns
Autocorrelation, which is KB Financial 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 KB Financial's stock expected returns. We can calculate the autocorrelation of KB Financial returns to help us make a trade decision. For example, suppose you find that KB Financial 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 |
KB Financial 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 KB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KB Financial stock over time.
Current vs Lagged Prices |
| Timeline |
KB Financial Lagged Returns
When evaluating KB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KB Financial stock have on its future price. KB Financial 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, KB Financial autocorrelation shows the relationship between KB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in KB Financial Group.
Regressed Prices |
| Timeline |
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Complementary Tools for KBIA Stock analysis
When running KB Financial's price analysis, check to measure KB Financial'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 KB Financial is operating at the current time. Most of KB Financial's value examination focuses on studying past and present price action to predict the probability of KB Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KB Financial's price. Additionally, you may evaluate how the addition of KB Financial to your portfolios can decrease your overall portfolio volatility.
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KB Financial 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.