KIMCO RLTY P Market Value
| 49446RAU3 | 96.52 3.19 3.20% |
| Symbol | KIMCO |
KIMCO '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 KIMCO's bond 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 KIMCO.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in KIMCO on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding KIMCO RLTY P or generate 0.0% return on investment in KIMCO over 30 days. KIMCO is related to or competes with 00108WAF7, 90331HPL1, American Express, Chevron Corp, Cisco Systems, Verizon Communications, and Merck. More
KIMCO 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 KIMCO's bond 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 KIMCO RLTY P upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 3.74 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.1814 |
KIMCO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KIMCO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KIMCO's standard deviation. In reality, there are many statistical measures that can use KIMCO historical prices to predict the future KIMCO's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.9278 |
KIMCO RLTY P Backtested Returns
KIMCO RLTY P has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11% return per unit of volatility over the last 3 months. KIMCO exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KIMCO's mean deviation of 0.1869, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.0517, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KIMCO are expected to decrease at a much lower rate. During the bear market, KIMCO is likely to outperform the market.
Auto-correlation | -0.34 |
Poor reverse predictability
KIMCO RLTY P has poor reverse predictability. Overlapping area represents the amount of predictability between KIMCO time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KIMCO RLTY P price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current KIMCO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.57 |
KIMCO RLTY P lagged returns against current returns
Autocorrelation, which is KIMCO bond'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 KIMCO's bond expected returns. We can calculate the autocorrelation of KIMCO returns to help us make a trade decision. For example, suppose you find that KIMCO has exhibited high autocorrelation historically, and you observe that the bond 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 |
KIMCO 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 KIMCO bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KIMCO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KIMCO bond over time.
Current vs Lagged Prices |
| Timeline |
KIMCO Lagged Returns
When evaluating KIMCO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KIMCO bond have on its future price. KIMCO 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, KIMCO autocorrelation shows the relationship between KIMCO bond current value and its past values and can show if there is a momentum factor associated with investing in KIMCO RLTY P.
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 KIMCO Bond
KIMCO financial ratios help investors to determine whether KIMCO Bond 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 KIMCO with respect to the benefits of owning KIMCO security.