Kaya Holdings Stock Market Value
| KAYS Stock | USD 0.04 0 7.04% |
| Symbol | Kaya |
Kaya Holdings '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 Kaya Holdings' otc 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 Kaya Holdings.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Kaya Holdings on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Kaya Holdings or generate 0.0% return on investment in Kaya Holdings over 30 days. Kaya Holdings is related to or competes with Grown Rogue, and C21 Investments. Kaya Holdings, Inc., a vertically integrated legal marijuana enterprise, produces, distributes, andor sells a range of c... More
Kaya Holdings 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 Kaya Holdings' otc 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 Kaya Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 45.86 | |||
| Value At Risk | (14.50) | |||
| Potential Upside | 17.21 |
Kaya Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaya Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaya Holdings' standard deviation. In reality, there are many statistical measures that can use Kaya Holdings historical prices to predict the future Kaya Holdings' volatility.| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (1.63) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kaya Holdings' 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.
Kaya Holdings Backtested Returns
Kaya Holdings appears to be out of control, given 3 months investment horizon. Kaya Holdings has Sharpe Ratio of 0.0272, which conveys that the firm had a 0.0272% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Kaya Holdings, which you can use to evaluate the volatility of the firm. Please exercise Kaya Holdings' standard deviation of 9.06, and Mean Deviation of 5.78 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kaya Holdings holds a performance score of 2. The company secures a Beta (Market Risk) of 3.31, 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, Kaya Holdings will likely underperform. Please check Kaya Holdings' potential upside and day median price , to make a quick decision on whether Kaya Holdings' current price movements will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Kaya Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Kaya Holdings time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Kaya Holdings price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Kaya Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kaya Holdings lagged returns against current returns
Autocorrelation, which is Kaya Holdings otc 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 Kaya Holdings' otc stock expected returns. We can calculate the autocorrelation of Kaya Holdings returns to help us make a trade decision. For example, suppose you find that Kaya Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Kaya Holdings 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 Kaya Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaya Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaya Holdings otc stock over time.
Current vs Lagged Prices |
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Kaya Holdings Lagged Returns
When evaluating Kaya Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaya Holdings otc stock have on its future price. Kaya Holdings 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, Kaya Holdings autocorrelation shows the relationship between Kaya Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kaya Holdings.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Kaya OTC Stock Analysis
When running Kaya Holdings' price analysis, check to measure Kaya Holdings' 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 Kaya Holdings is operating at the current time. Most of Kaya Holdings' value examination focuses on studying past and present price action to predict the probability of Kaya Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kaya Holdings' price. Additionally, you may evaluate how the addition of Kaya Holdings to your portfolios can decrease your overall portfolio volatility.