KAOCF OTC Stock Market Value

KAOCF -  USA Stock  

USD 38.45  0.00  0.00%

KAO CORP's market value is the price at which a share of KAO CORP stock trades on a public exchange. It measures the collective expectations of KAO CORP investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of KAO CORP and determine expected loss or profit from investing in KAO CORP over a given investment horizon. Please see KAO CORP Hype Analysis, KAO CORP Correlation, KAO CORP Valuation, KAO CORP Volatility, as well as analyze KAO CORP Alpha and Beta and KAO CORP Performance.
Symbol
Backtest


Is KAO CORP's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of KAO CORP. If investors know KAOCF will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about KAO CORP listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of KAO CORP is measured differently than its book value, which is the value of KAOCF that is recorded on the company's balance sheet. Investors also form their own opinion of KAO CORP's value that differs from its market value or its book value, called intrinsic value, which is KAO CORP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KAO CORP's market value can be influenced by many factors that don't directly affect KAO CORP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KAO CORP's value and its price as these two are different measures arrived at by different means. Investors typically determine KAO CORP value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KAO CORP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

KAO CORP '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 KAO CORP's otc stock 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 KAO CORP.
0.00
04/23/2022
No Change 0.00  0.0 
In 30 days
05/23/2022
0.00
If you would invest  0.00  in KAO CORP on April 23, 2022 and sell it all today you would earn a total of 0.00 from holding KAO CORP or generate 0.0% return on investment in KAO CORP over 30 days. KAO CORP is related to or competes with Procter Gamble, LOreal Act, Unilever Plc, Estee Lauder, Colgate Palmolive, Reckitt Benckiser, and Reckitt Benckiser. Kao Corporation develops and sells cosmetic, skinhair care, human health care, fabric and home care, and chemical produc...

KAO CORP 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 KAO CORP's otc stock 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 KAO CORP upside and downside potential and time the market with a certain degree of confidence.

KAO CORP Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for KAO CORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KAO CORP's standard deviation. In reality, there are many statistical measures that can use KAO CORP historical prices to predict the future KAO CORP's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of KAO CORP'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. Please use the tools below to analyze the current value of KAO CORP in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
36.6238.4540.28
Details
Intrinsic
Valuation
LowReal ValueHigh
31.5533.3842.30
Details
Naive
Forecast
LowNext ValueHigh
35.4437.2639.09
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.3339.5941.84
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as KAO CORP. Your research has to be compared to or analyzed against KAO CORP's peers to derive any actionable benefits. When done correctly, KAO CORP's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in KAO CORP.

KAO CORP Backtested Returns

KAO CORP has Sharpe Ratio of -0.12, which conveys that the company had -0.12% of return per unit of volatility over the last 3 months. Macroaxis viewpoint regarding estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. KAO CORP exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KAO CORP mean deviation of 0.9131, and Market Risk Adjusted Performance of 2.78 to check out the risk estimate we provide.
The firm secures a Beta (Market Risk) of -0.0799, which conveys not very significant fluctuations relative to the market. Let's try to break down what KAOCF's beta means in this case. As returns on the market increase, returns on owning KAO CORP are expected to decrease at a much lower rate. During the bear market, KAO CORP is likely to outperform the market. Even though it is essential to pay attention to KAO CORP price patterns, it is always good to be careful when utilizing equity historical price patterns. Our way of estimating any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. KAO CORP exposes twenty-one different technical indicators, which can help you to evaluate its performance. KAO CORP has an expected return of -0.22%. Please be advised to verify KAO CORP value at risk, and the relationship between the jensen alpha and semi variance to decide if KAO CORP performance from the past will be repeated in the future.

Auto-correlation

    
  -0.62  

Very good reverse predictability

KAO CORP has very good reverse predictability. Overlapping area represents the amount of predictability between KAO CORP time series from 23rd of April 2022 to 8th of May 2022 and 8th of May 2022 to 23rd of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KAO CORP price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current KAO CORP price fluctuation can be explain by its past prices.
Correlation Coefficient-0.62
Spearman Rank Test-0.15
Residual Average0.0
Price Variance0.74

KAO CORP lagged returns against current returns

Autocorrelation, which is KAO CORP otc stock'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 KAO CORP's otc stock expected returns. We can calculate the autocorrelation of KAO CORP returns to help us make a trade decision. For example, suppose you find that KAO CORP otc stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

KAO CORP 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 KAO CORP otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KAO CORP otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KAO CORP otc stock over time.
 Current vs Lagged Prices 
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      Timeline 

KAO CORP Lagged Returns

When evaluating KAO CORP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KAO CORP otc stock have on its future price. KAO CORP 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, KAO CORP autocorrelation shows the relationship between KAO CORP otc stock current value and its past values and can show if there is a momentum factor associated with investing in KAO CORP.
 Regressed Prices 
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      Timeline 

KAO CORP Investors Sentiment

The influence of KAO CORP's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in KAOCF. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 KAO CORP 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, KAO CORP's short interest history, or implied volatility extrapolated from KAO CORP options trading.

Current Sentiment - KAOCF

KAO CORP Investor Sentiment

Most of Macroaxis users are now bullish on KAO CORP. What is your trading attitude regarding investing in KAO CORP? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as KAO CORP using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please see KAO CORP Hype Analysis, KAO CORP Correlation, KAO CORP Valuation, KAO CORP Volatility, as well as analyze KAO CORP Alpha and Beta and KAO CORP Performance. Note that the KAO CORP information on this page should be used as a complementary analysis to other KAO CORP'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for KAOCF OTC Stock analysis

When running KAO CORP price analysis, check to measure KAO CORP'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 KAO CORP is operating at the current time. Most of KAO CORP's value examination focuses on studying past and present price action to predict the probability of KAO CORP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move KAO CORP's price. Additionally, you may evaluate how the addition of KAO CORP to your portfolios can decrease your overall portfolio volatility.
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KAO CORP technical otc stock 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, stock market cycles, or different charting patterns.
A focus of KAO CORP technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of KAO CORP trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...