Koios Beverage Corp Stock Market Value
| FITSF Stock | USD 0.01 0.01 30.00% |
| Symbol | Koios |
Koios Beverage '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 Koios Beverage's pink sheet 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 Koios Beverage.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Koios Beverage on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Koios Beverage Corp or generate 0.0% return on investment in Koios Beverage over 30 days. Koios Beverage is related to or competes with Artisan Consumer, Aryzta AG, A2 Milk, and General Mills. Koios Beverage Corp., together with its subsidiaries, produces, markets, and sells functional beverages in the United St... More
Koios Beverage 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 Koios Beverage's pink sheet 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 Koios Beverage Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 36.74 | |||
| Information Ratio | 0.1155 | |||
| Maximum Drawdown | 982.46 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 38.89 |
Koios Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koios Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koios Beverage's standard deviation. In reality, there are many statistical measures that can use Koios Beverage historical prices to predict the future Koios Beverage's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 10.31 | |||
| Total Risk Alpha | (4.62) | |||
| Sortino Ratio | 0.355 | |||
| Treynor Ratio | 0.5581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koios Beverage'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.
Koios Beverage Corp Backtested Returns
Koios Beverage Corp has Sharpe Ratio of -0.0832, which conveys that the firm had a -0.0832% return per unit of risk over the last 3 months. Koios Beverage exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Koios Beverage's Downside Deviation of 36.74, risk adjusted performance of 0.0994, and Mean Deviation of 32.63 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 23.59, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Koios Beverage will likely underperform. At this point, Koios Beverage Corp has a negative expected return of -1.62%. Please make sure to verify Koios Beverage's total risk alpha and the relationship between the potential upside and price action indicator , to decide if Koios Beverage Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Koios Beverage Corp has good predictability. Overlapping area represents the amount of predictability between Koios Beverage time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Koios Beverage Corp price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Koios Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Koios Beverage Corp lagged returns against current returns
Autocorrelation, which is Koios Beverage pink sheet'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 Koios Beverage's pink sheet expected returns. We can calculate the autocorrelation of Koios Beverage returns to help us make a trade decision. For example, suppose you find that Koios Beverage has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Koios Beverage 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 Koios Beverage pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koios Beverage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koios Beverage pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koios Beverage Lagged Returns
When evaluating Koios Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koios Beverage pink sheet have on its future price. Koios Beverage 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, Koios Beverage autocorrelation shows the relationship between Koios Beverage pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koios Beverage Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Koios Pink Sheet
Koios Beverage financial ratios help investors to determine whether Koios Pink Sheet 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 Koios with respect to the benefits of owning Koios Beverage security.