Kp Tissue Stock Market Value
| KPTSF Stock | USD 7.49 0.07 0.93% |
| Symbol | KPTSF |
KP Tissue '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 KP Tissue's 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 KP Tissue.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in KP Tissue on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding KP Tissue or generate 0.0% return on investment in KP Tissue over 30 days. KP Tissue is related to or competes with Pyxus International, Naked Wines, Naked Wines, Organto Foods, and Charlies Holdings. KP Tissue Inc., through its interest in Kruger Products L.P., produces, distributes, markets, and sells a range of dispo... More
KP Tissue 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 KP Tissue's 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 KP Tissue upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.0545 | |||
| Maximum Drawdown | 5.31 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.62 |
KP Tissue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KP Tissue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KP Tissue's standard deviation. In reality, there are many statistical measures that can use KP Tissue historical prices to predict the future KP Tissue's volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 0.1219 | |||
| Total Risk Alpha | 0.0304 | |||
| Sortino Ratio | 0.0315 | |||
| Treynor Ratio | (2.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KP Tissue'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.
KP Tissue Backtested Returns
At this point, KP Tissue is very steady. KP Tissue retains Efficiency (Sharpe Ratio) of 0.2, which conveys that the firm had a 0.2 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for KP Tissue, which you can use to evaluate the volatility of the firm. Please verify KP Tissue's Market Risk Adjusted Performance of (2.23), standard deviation of 0.8788, and Mean Deviation of 0.454 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. KP Tissue has a performance score of 15 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.0528, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KP Tissue are expected to decrease at a much lower rate. During the bear market, KP Tissue is likely to outperform the market. KP Tissue today owns a risk of 0.85%. Please verify KP Tissue maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if KP Tissue will be following its current price history.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
KP Tissue has almost perfect reverse predictability. Overlapping area represents the amount of predictability between KP Tissue 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 KP Tissue price movement. The serial correlation of -0.79 indicates that around 79.0% of current KP Tissue price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KP Tissue lagged returns against current returns
Autocorrelation, which is KP Tissue 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 KP Tissue's pink sheet expected returns. We can calculate the autocorrelation of KP Tissue returns to help us make a trade decision. For example, suppose you find that KP Tissue 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 |
KP Tissue 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 KP Tissue pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KP Tissue pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KP Tissue pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KP Tissue Lagged Returns
When evaluating KP Tissue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KP Tissue pink sheet have on its future price. KP Tissue 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, KP Tissue autocorrelation shows the relationship between KP Tissue pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KP Tissue.
Regressed Prices |
| Timeline |
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Other Information on Investing in KPTSF Pink Sheet
KP Tissue financial ratios help investors to determine whether KPTSF 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 KPTSF with respect to the benefits of owning KP Tissue security.