Kraneshares Bosera Msci Etf Market Value
| KBA Etf | USD 24.73 0.82 3.43% |
| Symbol | KraneShares |
The market value of KraneShares Bosera MSCI is measured differently than its book value, which is the value of KraneShares that is recorded on the company's balance sheet. Investors also form their own opinion of KraneShares Bosera's value that differs from its market value or its book value, called intrinsic value, which is KraneShares Bosera'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 KraneShares Bosera's market value can be influenced by many factors that don't directly affect KraneShares Bosera'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 KraneShares Bosera's value and its price as these two are different measures arrived at by different means. Investors typically determine if KraneShares Bosera is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KraneShares Bosera'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.
KraneShares Bosera '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 KraneShares Bosera'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 KraneShares Bosera.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in KraneShares Bosera on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding KraneShares Bosera MSCI or generate 0.0% return on investment in KraneShares Bosera over 90 days. KraneShares Bosera is related to or competes with Global X, KraneShares MSCI, and Xtrackers Harvest. Under normal circumstances, the fund will invest at least 80 percent of its net assets in securities of the underlying i... More
KraneShares Bosera 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 KraneShares Bosera'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 KraneShares Bosera MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1203 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.95 |
KraneShares Bosera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KraneShares Bosera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KraneShares Bosera's standard deviation. In reality, there are many statistical measures that can use KraneShares Bosera historical prices to predict the future KraneShares Bosera's volatility.| Risk Adjusted Performance | 0.0517 | |||
| Jensen Alpha | 0.0843 | |||
| Total Risk Alpha | 0.2603 | |||
| Sortino Ratio | 0.132 | |||
| Treynor Ratio | 0.6334 |
KraneShares Bosera MSCI Backtested Returns
At this point, KraneShares Bosera is very steady. KraneShares Bosera MSCI has Sharpe Ratio of 0.1, which conveys that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for KraneShares Bosera, which you can use to evaluate the volatility of the etf. Please verify KraneShares Bosera's Mean Deviation of 1.01, risk adjusted performance of 0.0517, and Downside Deviation of 1.37 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KraneShares Bosera's returns are expected to increase less than the market. However, during the bear market, the loss of holding KraneShares Bosera is expected to be smaller as well.
Auto-correlation | -0.61 |
Very good reverse predictability
KraneShares Bosera MSCI has very good reverse predictability. Overlapping area represents the amount of predictability between KraneShares Bosera time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KraneShares Bosera MSCI price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current KraneShares Bosera price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
KraneShares Bosera MSCI lagged returns against current returns
Autocorrelation, which is KraneShares Bosera etf'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 KraneShares Bosera's etf expected returns. We can calculate the autocorrelation of KraneShares Bosera returns to help us make a trade decision. For example, suppose you find that KraneShares Bosera has exhibited high autocorrelation historically, and you observe that the etf 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 |
KraneShares Bosera 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 KraneShares Bosera etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KraneShares Bosera etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KraneShares Bosera etf over time.
Current vs Lagged Prices |
| Timeline |
KraneShares Bosera Lagged Returns
When evaluating KraneShares Bosera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KraneShares Bosera etf have on its future price. KraneShares Bosera 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, KraneShares Bosera autocorrelation shows the relationship between KraneShares Bosera etf current value and its past values and can show if there is a momentum factor associated with investing in KraneShares Bosera MSCI.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether KraneShares Bosera MSCI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KraneShares Bosera's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kraneshares Bosera Msci Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Kraneshares Bosera Msci Etf:Check out KraneShares Bosera Correlation, KraneShares Bosera Volatility and KraneShares Bosera Alpha and Beta module to complement your research on KraneShares Bosera. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
KraneShares Bosera 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.