Kfa Mount Lucas Etf Performance
| KMLM Etf | USD 26.20 0.42 1.58% |
The etf owns a Beta (Systematic Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KFA Mount's returns are expected to increase less than the market. However, during the bear market, the loss of holding KFA Mount is expected to be smaller as well.
Risk-Adjusted Performance
Mild
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in KFA Mount Lucas are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy essential indicators, KFA Mount is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | KMLM Q3 Review Quiet After the Storm Trend Following Finds Its Footing - KraneShares | 11/20/2025 |
2 | Price-Driven Insight from for Rule-Based Strategy - news.stocktradersdaily.com | 12/03/2025 |
3 | Tactive Advisors LLC Makes New 815,000 Investment in KraneShares Mount Lucas Managed Futures Index Strategy ETF KMLM | 12/24/2025 |
4 | The 5 percent Yield Is Tempting But You Should Know Something Before Buying - Yahoo Finance | 01/13/2026 |
5 | KraneShares Mount Lucas Managed Futures Index Strategy ETF Short Interest Up 587.8 percent in January | 01/29/2026 |
KFA Mount Relative Risk vs. Return Landscape
If you would invest 2,536 in KFA Mount Lucas on November 8, 2025 and sell it today you would earn a total of 84.00 from holding KFA Mount Lucas or generate 3.31% return on investment over 90 days. KFA Mount Lucas is currently generating 0.0564% in daily expected returns and assumes 0.6458% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than KFA, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
3 y Volatility 8.95 | 200 Day MA 26.5574 | 1 y Volatility 5.38 | 50 Day MA 26.4733 | Inception Date 2020-12-01 |
KFA Mount Target Price Odds to finish over Current Price
The tendency of KFA Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 26.20 | 90 days | 26.20 | about 22.22 |
Based on a normal probability distribution, the odds of KFA Mount to move above the current price in 90 days from now is about 22.22 (This KFA Mount Lucas probability density function shows the probability of KFA Etf to fall within a particular range of prices over 90 days) .
KFA Mount Price Density |
| Price |
Predictive Modules for KFA Mount
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as KFA Mount Lucas. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.KFA Mount Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. KFA Mount is not an exception. The market had few large corrections towards the KFA Mount's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold KFA Mount Lucas, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of KFA Mount within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.29 | |
σ | Overall volatility | 0.51 | |
Ir | Information ratio | 0 |
KFA Mount Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of KFA Mount for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for KFA Mount Lucas can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Latest headline from thelincolnianonline.com: KraneShares Mount Lucas Managed Futures Index Strategy ETF Short Interest Up 587.8 percent in January | |
| The fund created three year return of -2.0% | |
| KFA Mount Lucas maintains most of the assets in different exotic instruments. |
KFA Mount Fundamentals Growth
KFA Etf prices reflect investors' perceptions of the future prospects and financial health of KFA Mount, and KFA Mount fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on KFA Etf performance.
| Total Asset | 274.24 M | |||
About KFA Mount Performance
By examining KFA Mount's fundamental ratios, stakeholders can obtain critical insights into KFA Mount's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that KFA Mount is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund seeks to achieve its goal by investing in commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges that are the same as or similar to those included in the index. Kfa Mount is traded on NYSEARCA Exchange in the United States.| Latest headline from thelincolnianonline.com: KraneShares Mount Lucas Managed Futures Index Strategy ETF Short Interest Up 587.8 percent in January | |
| The fund created three year return of -2.0% | |
| KFA Mount Lucas maintains most of the assets in different exotic instruments. |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in KFA Mount Lucas. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
The market value of KFA Mount Lucas is measured differently than its book value, which is the value of KFA that is recorded on the company's balance sheet. Investors also form their own opinion of KFA Mount's value that differs from its market value or its book value, called intrinsic value, which is KFA Mount's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because KFA Mount's market value can be influenced by many factors that don't directly affect KFA Mount's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that KFA Mount's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether KFA Mount represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, KFA Mount's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.