Kb Financial Group Stock Volatility
| KB Stock | USD 102.58 2.83 2.84% |
KB Financial Group currently reflects a moderate volatility profile across the selected horizon. KB Financial Group indicates a Sharpe Ratio (Efficiency) of 0.14, which points to risk-adjusted returns over the last 3 months. We observed 30 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = 0.1357
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KB Financial Group posted a Market Risk Adjusted Performance of 0.2%, a Risk of 2.35, and a Risk Adjusted Performance of 0.1% for the reported period. KB Financial is currently trading at approximately 10% of its recent trend range according to monthly moving averages. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to KB Financial's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for KB Financial measures the dispersion of its stock returns around their average. Higher volatility implies greater uncertainty about KB Financial's future price, while lower volatility suggests more predictable price behavior.
KB Financial | Build AI portfolio with KB Financial Stock |
KB Financial Volatility Strategy
Market variability in KB Financial Group affects how it contributes to portfolio dispersion. Observed price cycles may shift risk-adjusted exposure. Current statistical measures show total volatility near 2.35% with a beta coefficient of 1.28, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.14, evaluates return per unit of total risk. An alpha value of 0.21 reflects performance relative to systematic market exposure. Expected return estimates near 0.32% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to KB Financial's market risk premium analysis include:
Beta 1.28 | Alpha 0.21 | Risk 2.35 | Sharpe Ratio 0.14 | Expected Return 0.32 |
Moving together with KB Financial Stock
| 0.79 | CM | Canadian Imperial Bank | PairCorr |
| 0.99 | WF | Woori Financial Group | PairCorr |
| 0.88 | CWW | Commonwealth Bank | PairCorr |
| 0.7 | BNS | Bank of Nova Scotia | PairCorr |
| 0.82 | BMO | Bank of Montreal | PairCorr |
| 0.75 | BNS | Bank of Nova Scotia | PairCorr |
| 0.81 | MFG | Mizuho Financial | PairCorr |
| 0.99 | SHG | Shinhan Financial | PairCorr |
| 0.91 | NAB | National Australia Bank | PairCorr |
| 0.72 | A6O | Alior Bank SA | PairCorr |
| 0.88 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.8 | SGIOF | Shionogi | PairCorr |
Moving against KB Financial Stock
| 0.59 | WFC | Wells Fargo | PairCorr |
| 0.56 | BAC | Bank of America | PairCorr |
| 0.53 | JPM | JPMorgan Chase | PairCorr |
| 0.53 | EK7A | AGRICULTBK HADR/25 | PairCorr |
KB Financial Sensitivity To Market
KB Financial'sBeta analysis for KB Financial Group evaluates how its price movements correlate with the broader market. Beta is calculated as the slope of the regression between asset returns and benchmark returns. With a beta of 1.28, KB Financial reflects measurable exposure to systematic risk. Observed total volatility stands near 2.35%.Recent trading in KB Financial Group shows a measurable level of volatility. Downside deviation is near 2.09% and semi-deviation is near 1.75%, which emphasize downside-focused movement. Options markets imply a forward-looking volatility estimate near 46.0%. This indicates expectations for moderate future movement relative to historical averages. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze KB Financial Group Demand TrendCheck current 90 days KB Financial correlation with market (Dow Jones Industrial)KB Financial Downside Risk
Standard deviation of KB Financial quantifies daily price dispersion around the mean over your chosen time horizon. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 2.35 |
Understanding the asymmetry between upside and downside risk is critical for investors in KB Financial. Upside risk is captured by KB Financial's standard deviation, while downside risk is measured by semi-deviation or downside deviation of KB Financial's daily returns. KB Financial Group posted a Downside Deviation of 2.09, a Downside Variance of 4.38, and a Maximum Drawdown of 13.42 for the reported period.
Using KB Financial Put Option to Manage Risk Based on 2026-06-18 Contracts
KB Financial Group posted an Option Implied Volatility of 0.46 and an Option Max Pain Price of -1 for the reported period. A put option on KB Financial gives the holder the right, but not the obligation, to sell KB Financial shares at a predetermined strike price before expiration. Investors often purchase put options on KB Financial Stock as a form of portfolio insurance.
KB Financial's PUT expiring on 2026-06-18
Profit |
| KB Financial Price At Expiration |
Current KB Financial Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | KB260618P00075000 | -0.126272 | 0.006234 | 8 | 2026-06-18 | 0.05 - 4.8 | 0.0 | View |
Put | KB260618P00085000 | -0.173995 | 0.010656 | 1 | 2026-06-18 | 0.05 - 5.0 | 0.0 | View |
Put | KB260618P00090000 | -0.203258 | 0.015015 | 2 | 2026-06-18 | 0.5 - 4.2 | 0.0 | View |
Put | KB260618P00100000 | -0.400771 | 0.020017 | 57 | 2026-06-18 | 5.4 - 7.3 | 0.0 | View |
Put | KB260618P00110000 | -0.602788 | 0.020196 | 11 | 2026-06-18 | 10.6 - 13.1 | 0.0 | View |
Put | KB260618P00115000 | -0.696787 | 0.018677 | 11 | 2026-06-18 | 13.9 - 16.7 | 0.0 | View |
KB Financial Group Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of KB Financial stock returns over a given period of time. It is generally measured from either the standard deviation or variance between returns from that same stock. In most cases, the higher the volatility, the riskier the stock.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. KB Financial Group Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
KB Financial Projected Return Density Against Market
Allowing for the 90-day total investment horizon the stock has the beta coefficient of 1.2797 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, KB Financial will likely underperform.Risk for KB Financial can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the stock market cannot be eliminated. Historical beta and volatility measures provide context. KB Financial Group posted a Downside Deviation of 2.09, a Mean Deviation of 1.59, and an Option Implied Volatility of 0.46 for the reported period.
Predicted Return Density |
| Returns |
What Drives a KB Financial Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.KB Financial Stock Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of KB Financial is 737.04. The daily returns are distributed with a variance of 5.54 and standard deviation of 2.35. The mean deviation of KB Financial Group is currently at 1.62. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.21 | |
β | Beta against Dow Jones | 1.28 | |
σ | Overall volatility | 2.35 | |
Ir | Information ratio | 0.09 |
KB Financial Stock Return Volatility
KB Financial historical daily return volatility represents how much of KB Financial stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.353% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7925% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.5 | 0.42 | 0.8 | 0.85 | 0.94 | 0.4 | TFC | ||
| 0.5 | 0.88 | 0.85 | 0.74 | 0.65 | 0.01 | BBDO | ||
| 0.42 | 0.88 | 0.77 | 0.66 | 0.57 | -0.24 | SHG | ||
| 0.8 | 0.85 | 0.77 | 0.95 | 0.9 | 0.04 | MTB | ||
| 0.85 | 0.74 | 0.66 | 0.95 | 0.95 | 0.19 | FITB | ||
| 0.94 | 0.65 | 0.57 | 0.9 | 0.95 | 0.34 | USB | ||
| 0.4 | 0.01 | -0.24 | 0.04 | 0.19 | 0.34 | NWG | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between KB Financial Stock performing well and KB Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze KB Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TFC | 1.16 | -0.08 | 0.00 | 4.63 | 0.00 | 2.00 | 6.87 | |||
| BBDO | 1.82 | 0.10 | 0.04 | 0.13 | 2.34 | 4.43 | 10.02 | |||
| SHG | 1.62 | 0.15 | 0.08 | 0.18 | 1.78 | 3.19 | 10.43 | |||
| MTB | 1.10 | 0.05 | 0.03 | -0.26 | 1.41 | 1.94 | 7.99 | |||
| FITB | 1.30 | 0.00 | 0.00 | 0.00 | 1.82 | 2.54 | 10.89 | |||
| USB | 1.18 | -0.04 | 0.00 | 7.60 | 0.00 | 2.23 | 7.75 | |||
| NWG | 1.50 | -0.08 | 0.00 | 0.11 | 0.00 | 2.52 | 10.10 |
KB Financial Price Volatility and Risk
Volatility for KB Financial measures return dispersion and uncertainty over time. Lower liquidity may increase execution variability. KB Financial is assessed in terms of its structural contribution to portfolio diversification and long-term stability.
Methodology
Unless otherwise specified, financial data for KB Financial Group is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. KB Financial (USA Stocks:KB) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
Underlying inputs rely on public filings and market reference sources, including disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Values may reflect publication timing differences. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
KB Financial Group is covered by 2 analysts. 1 analyst has submitted revenue and/or earnings estimates that may be incorporated into Macroaxis consensus inputs where available. Representative analyst firms may include Oppenheimer & Co., Jefferies, Stifel, BMO Capital Markets, HSBC Global Research, among others. Updates may occur throughout the day.
KB Financial Investment Opportunity
Measured over the selected horizon, KB Financial Group carries roughly 2.97 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use KB Financial Group to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. an unexpected upward trend. Watch out for market signals. Check odds of KB Financial to be traded at $123.1 in 90 days.Very weak diversification
Across the chosen horizon, KB and DJI show a correlation of 0.49 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
KB Financial Additional Risk Indicators
Risk analysis around KB Financial Group becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0811 | |||
| Market Risk Adjusted Performance | 0.1746 | |||
| Mean Deviation | 1.59 | |||
| Semi Deviation | 1.75 | |||
| Downside Deviation | 2.09 | |||
| Coefficient Of Variation | 1043.53 | |||
| Standard Deviation | 2.3 |
KB Financial Suggested Diversification Pairs
Pair trading with KB Financial can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against KB Financial as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. KB Financial's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, KB Financial's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to KB Financial Group.
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