Kkr Credit (Australia) Market Value
| KKC Stock | 2.37 0.01 0.42% |
| Symbol | Kkr |
Kkr Credit '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 Kkr Credit's 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 Kkr Credit.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Kkr Credit on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Kkr Credit Income or generate 0.0% return on investment in Kkr Credit over 720 days. Kkr Credit is related to or competes with Oceania Healthcare, Event Hospitality, Sports Entertainment, Microequities Asset, Healthco Healthcare, Regis Healthcare, and Austco Healthcare. Kkr Credit is entity of Australia. It is traded as Stock on AU exchange. More
Kkr Credit 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 Kkr Credit's 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 Kkr Credit Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7292 | |||
| Information Ratio | 0.0843 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.3 |
Kkr Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kkr Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kkr Credit's standard deviation. In reality, there are many statistical measures that can use Kkr Credit historical prices to predict the future Kkr Credit's volatility.| Risk Adjusted Performance | 0.0709 | |||
| Jensen Alpha | 0.0576 | |||
| Total Risk Alpha | 0.0565 | |||
| Sortino Ratio | 0.0774 | |||
| Treynor Ratio | (1.32) |
Kkr Credit Income Backtested Returns
Currently, Kkr Credit Income is somewhat reliable. Kkr Credit Income has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kkr Credit, which you can use to evaluate the volatility of the firm. Please verify Kkr Credit's Mean Deviation of 0.5063, downside deviation of 0.7292, and Risk Adjusted Performance of 0.0709 to check out if the risk estimate we provide is consistent with the expected return of 0.0946%. Kkr Credit has a performance score of 11 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0435, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kkr Credit are expected to decrease at a much lower rate. During the bear market, Kkr Credit is likely to outperform the market. Kkr Credit Income right now secures a risk of 0.64%. Please verify Kkr Credit Income treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Kkr Credit Income will be following its current price movements.
Auto-correlation | 0.91 |
Excellent predictability
Kkr Credit Income has excellent predictability. Overlapping area represents the amount of predictability between Kkr Credit time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Kkr Credit Income price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Kkr Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Kkr Credit Income lagged returns against current returns
Autocorrelation, which is Kkr Credit 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 Kkr Credit's stock expected returns. We can calculate the autocorrelation of Kkr Credit returns to help us make a trade decision. For example, suppose you find that Kkr Credit has exhibited high autocorrelation historically, and you observe that the 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 |
| Timeline |
Kkr Credit 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 Kkr Credit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kkr Credit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kkr Credit stock over time.
Current vs Lagged Prices |
| Timeline |
Kkr Credit Lagged Returns
When evaluating Kkr Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kkr Credit stock have on its future price. Kkr Credit 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, Kkr Credit autocorrelation shows the relationship between Kkr Credit stock current value and its past values and can show if there is a momentum factor associated with investing in Kkr Credit Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kkr Stock Analysis
When running Kkr Credit's price analysis, check to measure Kkr Credit'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 Kkr Credit is operating at the current time. Most of Kkr Credit's value examination focuses on studying past and present price action to predict the probability of Kkr Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kkr Credit's price. Additionally, you may evaluate how the addition of Kkr Credit to your portfolios can decrease your overall portfolio volatility.