Kooth Plc (UK) Market Value
| KOO Stock | 115.00 0.00 0.00% |
| Symbol | Kooth |
Kooth Plc '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 Kooth Plc'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 Kooth Plc.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Kooth Plc on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Kooth plc or generate 0.0% return on investment in Kooth Plc over 30 days. Kooth Plc is related to or competes with Rockfire Resources, Ikigai Ventures, Golden Metal, Pantheon Resources, Helium One, CAP LEASE, and Quantum Blockchain. Kooth Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Kooth Plc 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 Kooth Plc'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 Kooth plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 8.04 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.33 |
Kooth Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kooth Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kooth Plc's standard deviation. In reality, there are many statistical measures that can use Kooth Plc historical prices to predict the future Kooth Plc's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.8639 |
Kooth plc Backtested Returns
Kooth plc has Sharpe Ratio of -0.2, which conveys that the firm had a -0.2 % return per unit of risk over the last 3 months. Kooth Plc exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kooth Plc's Risk Adjusted Performance of (0.14), mean deviation of 1.08, and Standard Deviation of 1.54 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kooth Plc are expected to decrease at a much lower rate. During the bear market, Kooth Plc is likely to outperform the market. At this point, Kooth plc has a negative expected return of -0.32%. Please make sure to verify Kooth Plc's kurtosis, and the relationship between the treynor ratio and day median price , to decide if Kooth plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Kooth plc has good predictability. Overlapping area represents the amount of predictability between Kooth Plc 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 Kooth plc price movement. The serial correlation of 0.74 indicates that around 74.0% of current Kooth Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.66 |
Kooth plc lagged returns against current returns
Autocorrelation, which is Kooth Plc 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 Kooth Plc's stock expected returns. We can calculate the autocorrelation of Kooth Plc returns to help us make a trade decision. For example, suppose you find that Kooth Plc 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 |
Kooth Plc 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 Kooth Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kooth Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kooth Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Kooth Plc Lagged Returns
When evaluating Kooth Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kooth Plc stock have on its future price. Kooth Plc 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, Kooth Plc autocorrelation shows the relationship between Kooth Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Kooth plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Kooth Stock
Kooth Plc financial ratios help investors to determine whether Kooth 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 Kooth with respect to the benefits of owning Kooth Plc security.