Kun Peng International Stock Market Value
| KPEA Stock | 0.05 0.00 0.00% |
| Symbol | Kun |
Kun Peng '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 Kun Peng's otc 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 Kun Peng.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Kun Peng on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kun Peng International or generate 0.0% return on investment in Kun Peng over 180 days. Kun Peng is related to or competes with Preferred Commerce, BioForce Nanosciences, Swiss Water, Zhong Yuan, Optimi Health, Innovative Food, and Atlantic Sapphire. More
Kun Peng 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 Kun Peng's otc 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 Kun Peng International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 27.01 | |||
| Value At Risk | (10.14) |
Kun Peng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kun Peng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kun Peng's standard deviation. In reality, there are many statistical measures that can use Kun Peng historical prices to predict the future Kun Peng's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (1.05) | |||
| Treynor Ratio | (3.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kun Peng'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.
Kun Peng International Backtested Returns
Kun Peng International has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11 % return per unit of risk over the last 3 months. Kun Peng exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kun Peng's Mean Deviation of 1.95, risk adjusted performance of (0.06), and Standard Deviation of 5.14 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kun Peng's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kun Peng is expected to be smaller as well. At this point, Kun Peng International has a negative expected return of -0.56%. Please make sure to verify Kun Peng's information ratio, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Kun Peng International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Kun Peng International has poor reverse predictability. Overlapping area represents the amount of predictability between Kun Peng time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Kun Peng International price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Kun Peng price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kun Peng International lagged returns against current returns
Autocorrelation, which is Kun Peng otc 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 Kun Peng's otc stock expected returns. We can calculate the autocorrelation of Kun Peng returns to help us make a trade decision. For example, suppose you find that Kun Peng has exhibited high autocorrelation historically, and you observe that the otc 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 |
Kun Peng 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 Kun Peng otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kun Peng otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kun Peng otc stock over time.
Current vs Lagged Prices |
| Timeline |
Kun Peng Lagged Returns
When evaluating Kun Peng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kun Peng otc stock have on its future price. Kun Peng 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, Kun Peng autocorrelation shows the relationship between Kun Peng otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kun Peng International.
Regressed Prices |
| Timeline |
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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 Kun OTC Stock
Kun Peng financial ratios help investors to determine whether Kun OTC 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 Kun with respect to the benefits of owning Kun Peng security.