Kelso Technologies Stock Market Value
| KLS Stock | CAD 0.20 0.01 5.26% |
| Symbol | Kelso |
Kelso Technologies Price To Book Ratio
Kelso Technologies '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 Kelso Technologies' 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 Kelso Technologies.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Kelso Technologies on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Kelso Technologies or generate 0.0% return on investment in Kelso Technologies over 30 days. Kelso Technologies is related to or competes with Questor Technology, High Arctic, and Next Hydrogen. Kelso Technologies Inc., designs, engineers, produces, markets, and distributes various products for the rail sector in ... More
Kelso Technologies 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 Kelso Technologies' 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 Kelso Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.3 | |||
| Information Ratio | 0.0296 | |||
| Maximum Drawdown | 31.55 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 11.76 |
Kelso Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kelso Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kelso Technologies' standard deviation. In reality, there are many statistical measures that can use Kelso Technologies historical prices to predict the future Kelso Technologies' volatility.| Risk Adjusted Performance | 0.0387 | |||
| Jensen Alpha | 0.297 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0295 | |||
| Treynor Ratio | (0.44) |
Kelso Technologies Backtested Returns
As of now, Kelso Stock is out of control. Kelso Technologies has Sharpe Ratio of 0.0269, which conveys that the firm had a 0.0269 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Kelso Technologies, which you can use to evaluate the volatility of the firm. Please verify Kelso Technologies' Mean Deviation of 4.49, risk adjusted performance of 0.0387, and Downside Deviation of 6.3 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Kelso Technologies has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kelso Technologies are expected to decrease at a much lower rate. During the bear market, Kelso Technologies is likely to outperform the market. Kelso Technologies right now secures a risk of 5.6%. Please verify Kelso Technologies sortino ratio and the relationship between the potential upside and day median price , to decide if Kelso Technologies will be following its current price movements.
Auto-correlation | -0.42 |
Modest reverse predictability
Kelso Technologies has modest reverse predictability. Overlapping area represents the amount of predictability between Kelso Technologies time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Kelso Technologies price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Kelso Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kelso Technologies lagged returns against current returns
Autocorrelation, which is Kelso Technologies 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 Kelso Technologies' stock expected returns. We can calculate the autocorrelation of Kelso Technologies returns to help us make a trade decision. For example, suppose you find that Kelso Technologies 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 |
Kelso Technologies 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 Kelso Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kelso Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kelso Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Kelso Technologies Lagged Returns
When evaluating Kelso Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kelso Technologies stock have on its future price. Kelso Technologies 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, Kelso Technologies autocorrelation shows the relationship between Kelso Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Kelso Technologies.
Regressed Prices |
| Timeline |
Other Information on Investing in Kelso Stock
Kelso Technologies financial ratios help investors to determine whether Kelso Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kelso with respect to the benefits of owning Kelso Technologies security.