Kfa Mount Lucas Etf Market Value
| KMLM Etf | USD 26.62 0.05 0.19% |
| Symbol | KFA |
The market value of KFA Mount Lucas is measured differently than its book value, which is the value of KFA that is recorded on the company's balance sheet. Investors also form their own opinion of KFA Mount's value that differs from its market value or its book value, called intrinsic value, which is KFA Mount's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because KFA Mount's market value can be influenced by many factors that don't directly affect KFA Mount's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that KFA Mount's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether KFA Mount represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, KFA Mount's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
KFA Mount '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 KFA Mount's etf 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 KFA Mount.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in KFA Mount on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding KFA Mount Lucas or generate 0.0% return on investment in KFA Mount over 90 days. KFA Mount is related to or competes with WisdomTree Europe, Alpha Architect, IShares MSCI, 2023 ETF, First Trust, Northern Lights, and SPDR SP. The fund seeks to achieve its goal by investing in commodity, currency, and global fixed income futures contracts traded... More
KFA Mount 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 KFA Mount's etf 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 KFA Mount Lucas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6386 | |||
| Information Ratio | 0.007 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.8725 |
KFA Mount Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KFA Mount's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KFA Mount's standard deviation. In reality, there are many statistical measures that can use KFA Mount historical prices to predict the future KFA Mount's volatility.| Risk Adjusted Performance | 0.0816 | |||
| Jensen Alpha | 0.0451 | |||
| Total Risk Alpha | 0.014 | |||
| Sortino Ratio | 0.0066 | |||
| Treynor Ratio | 0.2354 |
KFA Mount February 5, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0816 | |||
| Market Risk Adjusted Performance | 0.2454 | |||
| Mean Deviation | 0.4495 | |||
| Semi Deviation | 0.5247 | |||
| Downside Deviation | 0.6386 | |||
| Coefficient Of Variation | 878.36 | |||
| Standard Deviation | 0.6037 | |||
| Variance | 0.3645 | |||
| Information Ratio | 0.007 | |||
| Jensen Alpha | 0.0451 | |||
| Total Risk Alpha | 0.014 | |||
| Sortino Ratio | 0.0066 | |||
| Treynor Ratio | 0.2354 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.8725 | |||
| Downside Variance | 0.4078 | |||
| Semi Variance | 0.2753 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.75) | |||
| Kurtosis | 3.38 |
KFA Mount Lucas Backtested Returns
As of now, KFA Etf is very steady. KFA Mount Lucas retains Efficiency (Sharpe Ratio) of 0.15, which conveys that the entity had a 0.15 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for KFA Mount, which you can use to evaluate the volatility of the etf. Please verify KFA Mount's Market Risk Adjusted Performance of 0.2454, downside deviation of 0.6386, and Mean Deviation of 0.4495 to check out if the risk estimate we provide is consistent with the expected return of 0.0886%. The etf owns a Beta (Systematic Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KFA Mount's returns are expected to increase less than the market. However, during the bear market, the loss of holding KFA Mount is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
KFA Mount Lucas has below average predictability. Overlapping area represents the amount of predictability between KFA Mount time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 KFA Mount Lucas price movement. The serial correlation of 0.37 indicates that just about 37.0% of current KFA Mount price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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KFA Mount technical etf 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, etf market cycles, or different charting patterns.