Kiwi Property Group Stock Market Value
| KWIPF Stock | USD 0.59 0.00 0.00% |
| Symbol | Kiwi |
Kiwi Property '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 Kiwi Property'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 Kiwi Property.
| 02/01/2024 |
| 01/21/2026 |
If you would invest 0.00 in Kiwi Property on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Kiwi Property Group or generate 0.0% return on investment in Kiwi Property over 720 days. Kiwi Property is related to or competes with Argosy Property, Precinct Properties, Greentown Management, Yanlord Land, and Northwest Healthcare. Kiwi Property is one of the largest listed property companies on the New Zealand Stock Exchange and is a member of the S... More
Kiwi Property 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 Kiwi Property'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 Kiwi Property Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 4.95 |
Kiwi Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kiwi Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kiwi Property's standard deviation. In reality, there are many statistical measures that can use Kiwi Property historical prices to predict the future Kiwi Property's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.77) |
Kiwi Property Group Backtested Returns
Kiwi Property Group has Sharpe Ratio of -0.0562, which conveys that the firm had a -0.0562 % return per unit of risk over the last 3 months. Kiwi Property exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kiwi Property's Risk Adjusted Performance of (0.08), standard deviation of 0.497, and Mean Deviation of 0.146 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0766, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kiwi Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kiwi Property is expected to be smaller as well. At this point, Kiwi Property Group has a negative expected return of -0.0269%. Please make sure to verify Kiwi Property's variance, as well as the relationship between the skewness and day typical price , to decide if Kiwi Property Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Kiwi Property Group has weak predictability. Overlapping area represents the amount of predictability between Kiwi Property time series from 1st of February 2024 to 26th of January 2025 and 26th of January 2025 to 21st of January 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 Kiwi Property Group price movement. The serial correlation of 0.24 indicates that over 24.0% of current Kiwi Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kiwi Property Group lagged returns against current returns
Autocorrelation, which is Kiwi Property 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 Kiwi Property's pink sheet expected returns. We can calculate the autocorrelation of Kiwi Property returns to help us make a trade decision. For example, suppose you find that Kiwi Property 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 |
Kiwi Property 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 Kiwi Property pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kiwi Property pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kiwi Property pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kiwi Property Lagged Returns
When evaluating Kiwi Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kiwi Property pink sheet have on its future price. Kiwi Property 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, Kiwi Property autocorrelation shows the relationship between Kiwi Property pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kiwi Property Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kiwi Pink Sheet
Kiwi Property financial ratios help investors to determine whether Kiwi 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 Kiwi with respect to the benefits of owning Kiwi Property security.