KGeN Market Value
| KGEN Crypto | USD 0.20 0.01 4.76% |
| Symbol | KGeN |
KGeN '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 KGeN's crypto coin 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 KGeN.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in KGeN on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding KGeN or generate 0.0% return on investment in KGeN over 30 days. KGeN is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. KGeN is peer-to-peer digital currency powered by the Blockchain technology.
KGeN 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 KGeN's crypto coin 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 KGeN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.58 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 103.06 | |||
| Value At Risk | (19.05) | |||
| Potential Upside | 30.77 |
KGeN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KGeN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KGeN's standard deviation. In reality, there are many statistical measures that can use KGeN historical prices to predict the future KGeN's volatility.| Risk Adjusted Performance | 0.0644 | |||
| Jensen Alpha | 0.8801 | |||
| Total Risk Alpha | (0.57) | |||
| Sortino Ratio | 0.0608 | |||
| Treynor Ratio | 0.5727 |
KGeN Backtested Returns
KGeN appears to be abnormally risky, given 3 months investment horizon. KGeN has Sharpe Ratio of 0.0407, which conveys that digital coin had a 0.0407 % return per unit of risk over the last 3 months. By reviewing KGeN's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please exercise KGeN's Risk Adjusted Performance of 0.0644, mean deviation of 8.39, and Downside Deviation of 15.58 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of 1.8, 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, KGeN will likely underperform.
Auto-correlation | 0.55 |
Modest predictability
KGeN has modest predictability. Overlapping area represents the amount of predictability between KGeN time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KGeN price movement. The serial correlation of 0.55 indicates that about 55.0% of current KGeN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KGeN lagged returns against current returns
Autocorrelation, which is KGeN crypto coin'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 KGeN's crypto coin expected returns. We can calculate the autocorrelation of KGeN returns to help us make a trade decision. For example, suppose you find that KGeN has exhibited high autocorrelation historically, and you observe that the crypto coin 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 |
KGeN 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 KGeN crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KGeN crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KGeN crypto coin over time.
Current vs Lagged Prices |
| Timeline |
KGeN Lagged Returns
When evaluating KGeN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KGeN crypto coin have on its future price. KGeN 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, KGeN autocorrelation shows the relationship between KGeN crypto coin current value and its past values and can show if there is a momentum factor associated with investing in KGeN.
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.When determining whether KGeN offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KGeN's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kgen Crypto.Check out KGeN Correlation, KGeN Volatility and Investing Opportunities module to complement your research on KGeN. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
KGeN technical crypto coin analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, crypto market cycles, or different charting patterns.