K Wave Media Stock Market Value
| KWM Stock | 0.39 0.02 4.88% |
| Symbol | KWM |
Is Movies & Entertainment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of K Wave. If investors know KWM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about K Wave listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of K Wave Media is measured differently than its book value, which is the value of KWM that is recorded on the company's balance sheet. Investors also form their own opinion of K Wave's value that differs from its market value or its book value, called intrinsic value, which is K Wave's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because K Wave's market value can be influenced by many factors that don't directly affect K Wave's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between K Wave's value and its price as these two are different measures arrived at by different means. Investors typically determine if K Wave is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, K Wave's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
K Wave '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 K Wave'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 K Wave.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in K Wave on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding K Wave Media or generate 0.0% return on investment in K Wave over 360 days. K Wave is related to or competes with Quartzsea Acquisition, Silver Pegasus, Pantages Capital, Perceptive Capital, Charlton Aria, Quantumsphere Acquisition, and Keen Vision. More
K Wave 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 K Wave'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 K Wave Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 64.95 | |||
| Value At Risk | (18.60) | |||
| Potential Upside | 13.64 |
K Wave Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for K Wave's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as K Wave's standard deviation. In reality, there are many statistical measures that can use K Wave historical prices to predict the future K Wave's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (2.41) | |||
| Total Risk Alpha | (3.45) | |||
| Treynor Ratio | (1.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of K Wave'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.
K Wave Media Backtested Returns
K Wave Media has Sharpe Ratio of -0.22, which conveys that the company had a -0.22 % return per unit of standard deviation over the last 3 months. K Wave exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify K Wave's mean deviation of 6.65, and Standard Deviation of 10.58 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 1.23, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, K Wave will likely underperform. At this point, K Wave Media has a negative expected return of -2.31%. Please make sure to verify K Wave's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if K Wave Media performance from the past will be repeated sooner or later.
Auto-correlation | -0.21 |
Weak reverse predictability
K Wave Media has weak reverse predictability. Overlapping area represents the amount of predictability between K Wave time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 K Wave Media price movement. The serial correlation of -0.21 indicates that over 21.0% of current K Wave price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
K Wave Media lagged returns against current returns
Autocorrelation, which is K Wave 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 K Wave's stock expected returns. We can calculate the autocorrelation of K Wave returns to help us make a trade decision. For example, suppose you find that K Wave 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 |
K Wave 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 K Wave stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if K Wave stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in K Wave stock over time.
Current vs Lagged Prices |
| Timeline |
K Wave Lagged Returns
When evaluating K Wave's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of K Wave stock have on its future price. K Wave 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, K Wave autocorrelation shows the relationship between K Wave stock current value and its past values and can show if there is a momentum factor associated with investing in K Wave Media.
Regressed Prices |
| Timeline |
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K Wave technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.