Lotus KFM (Malaysia) Market Value
| 8303 Stock | 0.16 0.00 0.00% |
| Symbol | Lotus |
Lotus KFM '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 Lotus KFM'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 Lotus KFM.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Lotus KFM on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Lotus KFM Bhd or generate 0.0% return on investment in Lotus KFM over 720 days. Lotus KFM is related to or competes with Minetech Resources, CSC Steel, Rubberex M, ES Ceramics, MI Technovation, and Binasat Communications. More
Lotus KFM 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 Lotus KFM'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 Lotus KFM Bhd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.26 |
Lotus KFM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotus KFM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lotus KFM's standard deviation. In reality, there are many statistical measures that can use Lotus KFM historical prices to predict the future Lotus KFM's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.93) | |||
| Treynor Ratio | (17.03) |
Lotus KFM Bhd Backtested Returns
Lotus KFM Bhd has Sharpe Ratio of -0.0639, which conveys that the firm had a -0.0639% return per unit of risk over the last 3 months. Lotus KFM exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lotus KFM's Standard Deviation of 4.27, mean deviation of 2.51, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0153, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lotus KFM's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lotus KFM is expected to be smaller as well. At this point, Lotus KFM Bhd has a negative expected return of -0.28%. Please make sure to verify Lotus KFM's jensen alpha, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Lotus KFM Bhd performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Lotus KFM Bhd has weak reverse predictability. Overlapping area represents the amount of predictability between Lotus KFM time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Lotus KFM Bhd price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Lotus KFM price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lotus KFM Bhd lagged returns against current returns
Autocorrelation, which is Lotus KFM 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 Lotus KFM's stock expected returns. We can calculate the autocorrelation of Lotus KFM returns to help us make a trade decision. For example, suppose you find that Lotus KFM 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 |
Lotus KFM 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 Lotus KFM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lotus KFM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lotus KFM stock over time.
Current vs Lagged Prices |
| Timeline |
Lotus KFM Lagged Returns
When evaluating Lotus KFM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lotus KFM stock have on its future price. Lotus KFM 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, Lotus KFM autocorrelation shows the relationship between Lotus KFM stock current value and its past values and can show if there is a momentum factor associated with investing in Lotus KFM Bhd.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lotus Stock
Lotus KFM financial ratios help investors to determine whether Lotus Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lotus with respect to the benefits of owning Lotus KFM security.