Kfa Mount Lucas Etf Technical Analysis
| KMLM Etf | USD 26.53 0.09 0.34% |
As of the 15th of February 2026, KFA Mount owns the Mean Deviation of 0.5011, market risk adjusted performance of 0.1692, and Downside Deviation of 0.7232. KFA Mount Lucas technical analysis lets you operate past data patterns with an objective to determine a pattern that forecasts the direction of the etf's future prices. Please verify KFA Mount Lucas standard deviation, as well as the relationship between the maximum drawdown and expected short fall to decide if KFA Mount Lucas is priced more or less accurately, providing market reflects its prevailing price of 26.53 per share.
KFA Mount Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as KFA, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to KFAKFA Mount's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.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.
KFA Mount '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 KFA Mount's etf 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 KFA Mount.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in KFA Mount on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding KFA Mount Lucas or generate 0.0% return on investment in KFA Mount over 90 days. KFA Mount is related to or competes with WisdomTree Europe, Alpha Architect, IShares MSCI, 2023 ETF, First Trust, Northern Lights, and SPDR SP. The fund seeks to achieve its goal by investing in commodity, currency, and global fixed income futures contracts traded... More
KFA Mount 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 KFA Mount's etf 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 KFA Mount Lucas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7232 | |||
| Information Ratio | 0.001 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 0.9463 |
KFA Mount Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KFA Mount's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KFA Mount's standard deviation. In reality, there are many statistical measures that can use KFA Mount historical prices to predict the future KFA Mount's volatility.| Risk Adjusted Performance | 0.0819 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0101 | |||
| Sortino Ratio | 0.001 | |||
| Treynor Ratio | 0.1592 |
KFA Mount February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0819 | |||
| Market Risk Adjusted Performance | 0.1692 | |||
| Mean Deviation | 0.5011 | |||
| Semi Deviation | 0.6092 | |||
| Downside Deviation | 0.7232 | |||
| Coefficient Of Variation | 963.11 | |||
| Standard Deviation | 0.6804 | |||
| Variance | 0.4629 | |||
| Information Ratio | 0.001 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0101 | |||
| Sortino Ratio | 0.001 | |||
| Treynor Ratio | 0.1592 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 0.9463 | |||
| Downside Variance | 0.5231 | |||
| Semi Variance | 0.3711 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.61) | |||
| Kurtosis | 2.24 |
KFA Mount Lucas Backtested Returns
As of now, KFA Etf is very steady. KFA Mount Lucas retains Efficiency (Sharpe Ratio) of 0.12, which conveys that the entity had a 0.12 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for KFA Mount, which you can use to evaluate the volatility of the etf. Please verify KFA Mount's Mean Deviation of 0.5011, market risk adjusted performance of 0.1692, and Downside Deviation of 0.7232 to check out if the risk estimate we provide is consistent with the expected return of 0.0815%. The etf owns a Beta (Systematic Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. 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.
Auto-correlation | 0.55 |
Modest predictability
KFA Mount Lucas has modest predictability. Overlapping area represents the amount of predictability between KFA Mount time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 KFA Mount Lucas price movement. The serial correlation of 0.55 indicates that about 55.0% of current KFA Mount price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
KFA Mount technical etf 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, etf market cycles, or different charting patterns.
KFA Mount Lucas Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for KFA Mount Lucas across different markets.
About KFA Mount Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of KFA Mount Lucas on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of KFA Mount Lucas based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on KFA Mount Lucas price pattern first instead of the macroeconomic environment surrounding KFA Mount Lucas. By analyzing KFA Mount's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of KFA Mount's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to KFA Mount specific price patterns or momentum indicators. Please read more on our technical analysis page.
KFA Mount February 15, 2026 Technical Indicators
Most technical analysis of KFA help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for KFA from various momentum indicators to cycle indicators. When you analyze KFA charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0819 | |||
| Market Risk Adjusted Performance | 0.1692 | |||
| Mean Deviation | 0.5011 | |||
| Semi Deviation | 0.6092 | |||
| Downside Deviation | 0.7232 | |||
| Coefficient Of Variation | 963.11 | |||
| Standard Deviation | 0.6804 | |||
| Variance | 0.4629 | |||
| Information Ratio | 0.001 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0101 | |||
| Sortino Ratio | 0.001 | |||
| Treynor Ratio | 0.1592 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 0.9463 | |||
| Downside Variance | 0.5231 | |||
| Semi Variance | 0.3711 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.61) | |||
| Kurtosis | 2.24 |
KFA Mount Lucas One Year Return
Based on the recorded statements, KFA Mount Lucas has an One Year Return of 3.1%. This is 121.63% lower than that of the KraneShares family and significantly higher than that of the Systematic Trend category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.KFA Mount February 15, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as KFA stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.01 | ||
| Daily Balance Of Power | 0.64 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 26.51 | ||
| Day Typical Price | 26.52 | ||
| Price Action Indicator | 0.07 | ||
| Market Facilitation Index | 0.14 |
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 board of governors. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
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.