Horizon Kinetics' market value is the price at which a share of Horizon Kinetics trades on a public exchange. It measures the collective expectations of Horizon Kinetics Holding investors about its performance. Horizon Kinetics is trading at 23.55 as of the 27th of December 2025, a 0.42% down since the beginning of the trading day. The stock's open price was 23.65. With this module, you can estimate the performance of a buy and hold strategy of Horizon Kinetics Holding and determine expected loss or profit from investing in Horizon Kinetics over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.
Symbol
Horizon
Horizon Kinetics '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 Horizon Kinetics' 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 Horizon Kinetics.
0.00
11/27/2025
No Change 0.00
0.0
In 31 days
12/27/2025
0.00
If you would invest 0.00 in Horizon Kinetics on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Horizon Kinetics Holding or generate 0.0% return on investment in Horizon Kinetics over 30 days.
Horizon Kinetics 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 Horizon Kinetics' 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 Horizon Kinetics Holding upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Horizon Kinetics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Horizon Kinetics' standard deviation. In reality, there are many statistical measures that can use Horizon Kinetics historical prices to predict the future Horizon Kinetics' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Horizon Kinetics. Your research has to be compared to or analyzed against Horizon Kinetics' peers to derive any actionable benefits. When done correctly, Horizon Kinetics' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Horizon Kinetics Holding.
Horizon Kinetics Holding Backtested Returns
Horizon Kinetics Holding holds Efficiency (Sharpe) Ratio of -0.28, which attests that the entity had a -0.28 % return per unit of risk over the last 3 months. Horizon Kinetics Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Horizon Kinetics' Standard Deviation of 2.47, risk adjusted performance of (0.20), and Market Risk Adjusted Performance of (3.18) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Horizon Kinetics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Horizon Kinetics is expected to be smaller as well. At this point, Horizon Kinetics Holding has a negative expected return of -0.7%. Please make sure to check out Horizon Kinetics' accumulation distribution, and the relationship between the potential upside and day median price , to decide if Horizon Kinetics Holding performance from the past will be repeated at some point in the near future.
Auto-correlation
0.31
Below average predictability
Horizon Kinetics Holding has below average predictability. Overlapping area represents the amount of predictability between Horizon Kinetics time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Horizon Kinetics Holding price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Horizon Kinetics price fluctuation can be explain by its past prices.
Correlation Coefficient
0.31
Spearman Rank Test
0.48
Residual Average
0.0
Price Variance
0.99
Horizon Kinetics Holding lagged returns against current returns
Autocorrelation, which is Horizon Kinetics 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 Horizon Kinetics' pink sheet expected returns. We can calculate the autocorrelation of Horizon Kinetics returns to help us make a trade decision. For example, suppose you find that Horizon Kinetics 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
Horizon Kinetics 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 Horizon Kinetics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Horizon Kinetics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Horizon Kinetics pink sheet over time.
Current vs Lagged Prices
Timeline
Horizon Kinetics Lagged Returns
When evaluating Horizon Kinetics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Horizon Kinetics pink sheet have on its future price. Horizon Kinetics 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, Horizon Kinetics autocorrelation shows the relationship between Horizon Kinetics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Horizon Kinetics Holding.
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.