Kirkland Lake Discoveries Stock Market Value
| KLDC Stock | 0.31 0.02 6.06% |
| Symbol | Kirkland |
Kirkland Lake '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 Kirkland Lake'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 Kirkland Lake.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Kirkland Lake on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Kirkland Lake Discoveries or generate 0.0% return on investment in Kirkland Lake over 30 days. Kirkland Lake is related to or competes with Velocity Minerals, North Peak, Grande Portage, Cassiar Gold, Big Ridge, GFG Resources, and Phenom Resources. More
Kirkland Lake 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 Kirkland Lake'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 Kirkland Lake Discoveries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.87 | |||
| Information Ratio | 0.0219 | |||
| Maximum Drawdown | 28.67 | |||
| Value At Risk | (8.82) | |||
| Potential Upside | 9.09 |
Kirkland Lake Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kirkland Lake's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kirkland Lake's standard deviation. In reality, there are many statistical measures that can use Kirkland Lake historical prices to predict the future Kirkland Lake's volatility.| Risk Adjusted Performance | 0.0344 | |||
| Jensen Alpha | 0.0651 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0214 | |||
| Treynor Ratio | 0.1088 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kirkland Lake's 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.
Kirkland Lake Discoveries Backtested Returns
Kirkland Lake appears to be out of control, given 3 months investment horizon. Kirkland Lake Discoveries has Sharpe Ratio of 0.0365, which conveys that the firm had a 0.0365 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kirkland Lake, which you can use to evaluate the volatility of the firm. Please exercise Kirkland Lake's Risk Adjusted Performance of 0.0344, downside deviation of 5.87, and Mean Deviation of 4.3 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kirkland Lake holds a performance score of 2. The company secures a Beta (Market Risk) of 1.83, 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, Kirkland Lake will likely underperform. Please check Kirkland Lake's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Kirkland Lake's current price movements will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Kirkland Lake Discoveries has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Kirkland Lake time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Kirkland Lake Discoveries price movement. The serial correlation of -0.72 indicates that around 72.0% of current Kirkland Lake price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kirkland Lake Discoveries lagged returns against current returns
Autocorrelation, which is Kirkland Lake 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 Kirkland Lake's stock expected returns. We can calculate the autocorrelation of Kirkland Lake returns to help us make a trade decision. For example, suppose you find that Kirkland Lake 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 |
Kirkland Lake 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 Kirkland Lake stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kirkland Lake stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kirkland Lake stock over time.
Current vs Lagged Prices |
| Timeline |
Kirkland Lake Lagged Returns
When evaluating Kirkland Lake's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kirkland Lake stock have on its future price. Kirkland Lake 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, Kirkland Lake autocorrelation shows the relationship between Kirkland Lake stock current value and its past values and can show if there is a momentum factor associated with investing in Kirkland Lake Discoveries.
Regressed Prices |
| Timeline |
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Additional Tools for Kirkland Stock Analysis
When running Kirkland Lake's price analysis, check to measure Kirkland Lake'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 Kirkland Lake is operating at the current time. Most of Kirkland Lake's value examination focuses on studying past and present price action to predict the probability of Kirkland Lake's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kirkland Lake's price. Additionally, you may evaluate how the addition of Kirkland Lake to your portfolios can decrease your overall portfolio volatility.