KFA Mount Lucas ETF Key Fundamental And Technical Indicators
| KMLM ETF | USD 29.04 -0.47 -1.59% |
Momentum
OversoldOverbought
56 · Buy Extended
As of the 7th of May, KFA Mount is valued at 29.04 per share. Indicator levels currently stand at Downside Deviation of 1.13, mean deviation of 0.7098, and Market Risk Adjusted Performance of -0.49. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
KFA Mount discloses its performance through quarterly and annual statements used to model future cash flows. Performance benchmarked against historical norms is reflected in the key metrics below: Year-over-year changes in KFA Mount's income statement and balance sheet highlight improvement or deterioration. Key indicators supporting valuation and risk profile assessment are shown below:
Market Capitalisation {Big=0, Small=0.14633, Mega=0, Medium=0, Micro=0} |
KFA Mount's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it tends to significantly outperform the market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Beta | = | CovarianceVariance |
Current KFA Mount Trailing Beta | -0.44 |
Core metrics such as Trailing Beta form the backbone of any value-based review of KFA Mount. When core analysis points to a higher value than the market sets, it may signal a chance for more research. Cross-checking multiple valuation measures reduces the risk of drawing conclusions from one metric's blind spots.
| Competition |
Main Technical Indicators as of May 7, 2026
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1538 | |||
| Market Risk Adjusted Performance | -0.49 | |||
| Mean Deviation | 0.7098 | |||
| Semi Deviation | 0.9254 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 624.83 | |||
| Standard Deviation | 0.922 | |||
| Variance | 0.8502 | |||
| Information Ratio | 0.1385 | |||
| Jensen Alpha | 0.1403 | |||
| Total Risk Alpha | 0.1281 | |||
| Sortino Ratio | 0.1127 | |||
| Treynor Ratio | -0.50 | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | -1.59 | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 1.28 | |||
| Semi Variance | 0.8563 | |||
| Expected Short fall | -0.73 | |||
| Skewness | -0.86 | |||
| Kurtosis | 0.5677 |
Daily Market Strength Indicators
For investors tracking KFA Mount Lucas, market strength indicators offer quantitative evaluation of ETF behavior. When Rate of Change diverges from price direction, it often signals weakening momentum before a visible reversal in KFA Mount. These metrics are particularly useful when KFA Mount ETF shows divergence from broader market trends. These metrics provide additional context for comparing intraday conviction with broader price movement in KFA Mount.
Basic Forecasting Models
Volume-weighted price analysis for KFA Mount ETF gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line identify shifts in KFA Mount momentum before they appear in raw price. Comparing KFA Mount's realized volatility to implied volatility reveals whether the options market expects larger or smaller moves. Readings above 80 or below 20 highlight potential reversal zones in KFA Mount ETF price action.KFA Mount Related Equities
Checking KFA Mount against related firms within the Systematic Trend space reveals where the stock stands among peers. Growth rate gaps between KFA Mount and its peers often explain pricing differences in the market. A stock that beats its peers on many metrics often deserves a closer look from value-focused investors.
| Risk & Return | Correlation |
Trailing Beta Peer Comparison
Peer comparison of KFA Mount using Trailing Beta provides a quantitative benchmark against similar ETFs. Identifying gaps in KFA Mount's Trailing Beta relative to peers supports more targeted investment analysis. This relative framework helps distinguish company-specific Trailing Beta drivers from broader sector trends. Reviewing KFA Mount's Trailing Beta peer data as part of a broader comparative analysis adds relative context.KFA Mount is currently under evaluation in trailing beta against similar ETFs.
Financial Ratios Relationships
As returns on the market increase, returns on KFA Mount tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, KFA Mount tends to outperform the market.
Important Fundamentals
| Trailing Beta | -0.44 | |||
| Total Asset TTM | 274.24 M | |||
| One Year Return | 15.20 % | |||
| Three Year Return | -0.40 % | |||
| Five Year Return | 4.70 % | |||
| Net Asset | 274.24 M | |||
| Equity Positions Weight | 0.39 % | |||
| Bond Positions Weight | -90.03 % |
Financial Metrics, Fundamentals & Methodology
Core exposure indicators for KFA Mount measure diversification and concentration dynamics. Expense ratio and turnover can affect long-run net-of-fee outcomes.
KFA Mount Lucas metrics draw on fund disclosures and market reference feeds, standardized for cross-period comparison. Statement-level metrics reflect company-reported GAAP or IFRS formats for the relevant filing period.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board