Kaanapali Land Llc Stock Market Value
| KANP Stock | USD 42.00 0.00 0.00% |
| Symbol | Kaanapali |
Kaanapali Land '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 Kaanapali Land'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 Kaanapali Land.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Kaanapali Land on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Kaanapali Land LLC or generate 0.0% return on investment in Kaanapali Land over 30 days. Kaanapali Land is related to or competes with Xinyuan Real, AMREP, Alset Ehome, and Landsea Homes. Kaanapali Land, LLC engages in the property and agriculture businesses in the state of Hawaii More
Kaanapali Land 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 Kaanapali Land'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 Kaanapali Land LLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 7.54 |
Kaanapali Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaanapali Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaanapali Land's standard deviation. In reality, there are many statistical measures that can use Kaanapali Land historical prices to predict the future Kaanapali Land's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (1.08) |
Kaanapali Land LLC Backtested Returns
Kaanapali Land LLC has Sharpe Ratio of -0.0853, which conveys that the firm had a -0.0853% return per unit of risk over the last 3 months. Kaanapali Land exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kaanapali Land's Mean Deviation of 0.2385, standard deviation of 0.7945, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0715, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kaanapali Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kaanapali Land is expected to be smaller as well. At this point, Kaanapali Land LLC has a negative expected return of -0.0683%. Please make sure to verify Kaanapali Land's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Kaanapali Land LLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Kaanapali Land LLC has no correlation between past and present. Overlapping area represents the amount of predictability between Kaanapali Land 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 Kaanapali Land LLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Kaanapali Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kaanapali Land LLC lagged returns against current returns
Autocorrelation, which is Kaanapali Land 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 Kaanapali Land's pink sheet expected returns. We can calculate the autocorrelation of Kaanapali Land returns to help us make a trade decision. For example, suppose you find that Kaanapali Land 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 |
Kaanapali Land 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 Kaanapali Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaanapali Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaanapali Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kaanapali Land Lagged Returns
When evaluating Kaanapali Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaanapali Land pink sheet have on its future price. Kaanapali Land 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, Kaanapali Land autocorrelation shows the relationship between Kaanapali Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kaanapali Land LLC.
Regressed Prices |
| Timeline |
Pair Trading with Kaanapali Land
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Kaanapali Land position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Kaanapali Land will appreciate offsetting losses from the drop in the long position's value.Moving together with Kaanapali Pink Sheet
Moving against Kaanapali Pink Sheet
| 0.61 | JPM | JPMorgan Chase Fiscal Year End 10th of January 2025 | PairCorr |
| 0.49 | WMT | Walmart Aggressive Push | PairCorr |
| 0.47 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.4 | DIS | Walt Disney | PairCorr |
| 0.37 | CVX | Chevron Corp Fiscal Year End 7th of February 2025 | PairCorr |
The ability to find closely correlated positions to Kaanapali Land could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Kaanapali Land when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Kaanapali Land - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Kaanapali Land LLC to buy it.
The correlation of Kaanapali Land is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Kaanapali Land moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Kaanapali Land LLC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Kaanapali Land can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Kaanapali Pink Sheet Analysis
When running Kaanapali Land's price analysis, check to measure Kaanapali Land's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kaanapali Land is operating at the current time. Most of Kaanapali Land's value examination focuses on studying past and present price action to predict the probability of Kaanapali Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kaanapali Land's price. Additionally, you may evaluate how the addition of Kaanapali Land to your portfolios can decrease your overall portfolio volatility.