Kfa Mount Lucas Etf Performance
| KMLM Etf | USD 27.51 0.22 0.79% |
The etf owns a Beta (Systematic Risk) of 0.0398, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KFA Mount's returns are expected to increase less than the market. However, during the bear market, the loss of holding KFA Mount is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days KFA Mount Lucas has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy essential indicators, KFA Mount is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors. ...more
1 | KMLM 5 Reasons Now Is The Time To Buy This 8 percent Yielding ETF - Seeking Alpha | 10/10/2024 |
2 | Trading Advice - Stock Traders Daily | 11/19/2024 |
| In Threey Sharp Ratio | 0.09 |
KFA |
KFA Mount Relative Risk vs. Return Landscape
If you would invest 2,927 in KFA Mount Lucas on September 1, 2024 and sell it today you would lose (176.00) from holding KFA Mount Lucas or give up 6.01% of portfolio value over 90 days. KFA Mount Lucas is currently does not generate positive expected returns and assumes 0.7255% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than KFA, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
KFA Mount Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KFA Mount's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KFA Mount Lucas, and traders can use it to determine the average amount a KFA Mount's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1299
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| Negative Returns | KMLM |
Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KFA Mount is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of KFA Mount by adding KFA Mount to a well-diversified portfolio.
KFA Mount Fundamentals Growth
KFA Etf prices reflect investors' perceptions of the future prospects and financial health of KFA Mount, and KFA Mount fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on KFA Etf performance.
| Total Asset | 274.24 M | |||
About KFA Mount Performance
By examining KFA Mount's fundamental ratios, stakeholders can obtain critical insights into KFA Mount's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that KFA Mount is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund seeks to achieve its goal by investing in commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges that are the same as or similar to those included in the index. Kfa Mount is traded on NYSEARCA Exchange in the United States.| KFA Mount Lucas generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Trading Advice - Stock Traders Daily | |
| The fund maintains most of the assets in different exotic instruments. |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in KFA Mount Lucas. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of KFA Mount Lucas is measured differently than its book value, which is the value of KFA that is recorded on the company's balance sheet. Investors also form their own opinion of KFA Mount's value that differs from its market value or its book value, called intrinsic value, which is KFA Mount's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KFA Mount's market value can be influenced by many factors that don't directly affect KFA Mount's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KFA Mount's value and its price as these two are different measures arrived at by different means. Investors typically determine if KFA Mount is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KFA Mount's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.