Kingsoft Limited Stock Market Value
KSFTF Stock | USD 3.20 0.00 0.00% |
Symbol | KingsoftLimited |
KingsoftLimited '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 KingsoftLimited'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 KingsoftLimited.
03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in KingsoftLimited on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Kingsoft Limited or generate 0.0% return on investment in KingsoftLimited over 30 days. KingsoftLimited is related to or competes with NetEase, Nintendo, Take Two, and RobloxCorp. Kingsoft Corporation Limited, an investment holding company, engages in the design, research and development, sale, and ... More
KingsoftLimited 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 KingsoftLimited'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 Kingsoft Limited upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.03) | |||
Maximum Drawdown | 36.0 |
KingsoftLimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KingsoftLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KingsoftLimited's standard deviation. In reality, there are many statistical measures that can use KingsoftLimited historical prices to predict the future KingsoftLimited's volatility.Risk Adjusted Performance | (0) | |||
Jensen Alpha | (0.06) | |||
Total Risk Alpha | (0.73) | |||
Treynor Ratio | 0.216 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KingsoftLimited'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.
Kingsoft Limited Backtested Returns
Kingsoft Limited has Sharpe Ratio of -0.0169, which conveys that the firm had a -0.0169% return per unit of risk over the last 3 months. KingsoftLimited exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KingsoftLimited's Mean Deviation of 1.09, risk adjusted performance of (0), and Standard Deviation of 5.08 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KingsoftLimited are expected to decrease at a much lower rate. During the bear market, KingsoftLimited is likely to outperform the market. Kingsoft Limited has an expected return of -0.0885%. Please make sure to verify Kingsoft Limited information ratio and kurtosis , to decide if Kingsoft Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Kingsoft Limited has below average predictability. Overlapping area represents the amount of predictability between KingsoftLimited time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Kingsoft Limited price movement. The serial correlation of 0.36 indicates that just about 36.0% of current KingsoftLimited price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.36 | |
Spearman Rank Test | 1.0 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Kingsoft Limited lagged returns against current returns
Autocorrelation, which is KingsoftLimited 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 KingsoftLimited's pink sheet expected returns. We can calculate the autocorrelation of KingsoftLimited returns to help us make a trade decision. For example, suppose you find that KingsoftLimited 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 |
KingsoftLimited 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 KingsoftLimited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KingsoftLimited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KingsoftLimited pink sheet over time.
Current vs Lagged Prices |
Timeline |
KingsoftLimited Lagged Returns
When evaluating KingsoftLimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KingsoftLimited pink sheet have on its future price. KingsoftLimited 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, KingsoftLimited autocorrelation shows the relationship between KingsoftLimited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kingsoft Limited.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards KingsoftLimited in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, KingsoftLimited's short interest history, or implied volatility extrapolated from KingsoftLimited options trading.
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Complementary Tools for KingsoftLimited Pink Sheet analysis
When running KingsoftLimited's price analysis, check to measure KingsoftLimited's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy KingsoftLimited is operating at the current time. Most of KingsoftLimited's value examination focuses on studying past and present price action to predict the probability of KingsoftLimited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KingsoftLimited's price. Additionally, you may evaluate how the addition of KingsoftLimited to your portfolios can decrease your overall portfolio volatility.
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KingsoftLimited technical pink sheet 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, pink sheet market cycles, or different charting patterns.