Kingsmen Creatives Stock Market Value
| KMNCF Stock | USD 0.17 0.00 0.00% |
| Symbol | Kingsmen |
Kingsmen Creatives '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 Kingsmen Creatives' pink sheet 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 Kingsmen Creatives.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Kingsmen Creatives on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Kingsmen Creatives or generate 0.0% return on investment in Kingsmen Creatives over 30 days. Kingsmen Creatives is related to or competes with Pembina Pipeline, Vasta Platform, Adtalem Global, Strategic Education, Major Drilling, Transocean, and Delek Drilling. Kingsmen Creatives Ltd., an investment holding company, engages in exhibitions and thematic, retail and corporate interi... More
Kingsmen Creatives 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 Kingsmen Creatives' pink sheet 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 Kingsmen Creatives upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.05 |
Kingsmen Creatives Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kingsmen Creatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kingsmen Creatives' standard deviation. In reality, there are many statistical measures that can use Kingsmen Creatives historical prices to predict the future Kingsmen Creatives' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (2.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kingsmen Creatives' 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.
Kingsmen Creatives Backtested Returns
Kingsmen Creatives has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13 % return per unit of risk over the last 3 months. Kingsmen Creatives exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kingsmen Creatives' Standard Deviation of 2.34, risk adjusted performance of (0.1), and Mean Deviation of 0.5685 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kingsmen Creatives' returns are expected to increase less than the market. However, during the bear market, the loss of holding Kingsmen Creatives is expected to be smaller as well. At this point, Kingsmen Creatives has a negative expected return of -0.32%. Please make sure to verify Kingsmen Creatives' information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Kingsmen Creatives performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Kingsmen Creatives has perfect predictability. Overlapping area represents the amount of predictability between Kingsmen Creatives time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st 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 Kingsmen Creatives price movement. The serial correlation of 1.0 indicates that 100.0% of current Kingsmen Creatives price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kingsmen Creatives lagged returns against current returns
Autocorrelation, which is Kingsmen Creatives pink sheet'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 Kingsmen Creatives' pink sheet expected returns. We can calculate the autocorrelation of Kingsmen Creatives returns to help us make a trade decision. For example, suppose you find that Kingsmen Creatives has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Kingsmen Creatives 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 Kingsmen Creatives pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kingsmen Creatives pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kingsmen Creatives pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kingsmen Creatives Lagged Returns
When evaluating Kingsmen Creatives' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kingsmen Creatives pink sheet have on its future price. Kingsmen Creatives 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, Kingsmen Creatives autocorrelation shows the relationship between Kingsmen Creatives pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kingsmen Creatives.
Regressed Prices |
| Timeline |
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Other Information on Investing in Kingsmen Pink Sheet
Kingsmen Creatives financial ratios help investors to determine whether Kingsmen Pink Sheet 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 Kingsmen with respect to the benefits of owning Kingsmen Creatives security.