Kibush Capital Corp Stock Market Value
| DLCR Stock | USD 0.0001 0.00 0.00% |
| Symbol | Kibush |
Kibush Capital '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 Kibush Capital'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 Kibush Capital.
| 06/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Kibush Capital on June 28, 2023 and sell it all today you would earn a total of 0.00 from holding Kibush Capital Corp or generate 0.0% return on investment in Kibush Capital over 300 days. Kibush Capital is related to or competes with Azimut Exploration. Kibush Capital Corporation, through its subsidiary, Aqua Mining Limited, operates as a mineral and natural resources exp... More
Kibush Capital 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 Kibush Capital'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 Kibush Capital Corp upside and downside potential and time the market with a certain degree of confidence.
Kibush Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kibush Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kibush Capital's standard deviation. In reality, there are many statistical measures that can use Kibush Capital historical prices to predict the future Kibush Capital's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kibush Capital'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.
Kibush Capital Corp Backtested Returns
We have found three technical indicators for Kibush Capital, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Kibush Capital are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Kibush Capital Corp has perfect predictability. Overlapping area represents the amount of predictability between Kibush Capital time series from 28th of June 2023 to 25th of November 2023 and 25th of November 2023 to 23rd 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 Kibush Capital Corp price movement. The serial correlation of 1.0 indicates that 100.0% of current Kibush Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kibush Capital Corp lagged returns against current returns
Autocorrelation, which is Kibush Capital 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 Kibush Capital's pink sheet expected returns. We can calculate the autocorrelation of Kibush Capital returns to help us make a trade decision. For example, suppose you find that Kibush Capital 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 |
Kibush Capital 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 Kibush Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kibush Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kibush Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Kibush Capital Lagged Returns
When evaluating Kibush Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kibush Capital pink sheet have on its future price. Kibush Capital 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, Kibush Capital autocorrelation shows the relationship between Kibush Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Kibush Capital Corp.
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 Kibush Capital 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, Kibush Capital's short interest history, or implied volatility extrapolated from Kibush Capital options trading.
Pair Trading with Kibush Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Kibush Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Kibush Capital will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Kibush Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Kibush Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Kibush Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Kibush Capital Corp to buy it.
The correlation of Kibush Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Kibush Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Kibush Capital Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Kibush Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Kibush Capital Correlation, Kibush Capital Volatility and Kibush Capital Alpha and Beta module to complement your research on Kibush Capital. Note that the Kibush Capital Corp information on this page should be used as a complementary analysis to other Kibush Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Kibush Pink Sheet analysis
When running Kibush Capital's price analysis, check to measure Kibush Capital'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 Kibush Capital is operating at the current time. Most of Kibush Capital's value examination focuses on studying past and present price action to predict the probability of Kibush Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kibush Capital's price. Additionally, you may evaluate how the addition of Kibush Capital to your portfolios can decrease your overall portfolio volatility.
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Kibush Capital 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.