Kodiak Copper Corp Stock Market Value
| KDKCF Stock | USD 0.30 0.03 11.11% |
| Symbol | Kodiak |
Kodiak Copper '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 Kodiak Copper'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 Kodiak Copper.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Kodiak Copper on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Kodiak Copper Corp or generate 0.0% return on investment in Kodiak Copper over 90 days. Kodiak Copper is related to or competes with Silver Tiger, Integra Resources, Viscount Mining, Scottie Resources, Summa Silver, Equity Metals, and Sierra Madre. Kodiak Copper Corp. engages in the copper porphyry projects exploration business in Canada and the United States More
Kodiak Copper 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 Kodiak Copper'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 Kodiak Copper Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.79 | |||
| Information Ratio | 0.0707 | |||
| Maximum Drawdown | 14.36 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Kodiak Copper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kodiak Copper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kodiak Copper's standard deviation. In reality, there are many statistical measures that can use Kodiak Copper historical prices to predict the future Kodiak Copper's volatility.| Risk Adjusted Performance | 0.0476 | |||
| Jensen Alpha | 0.1932 | |||
| Total Risk Alpha | 0.6688 | |||
| Sortino Ratio | 0.0586 | |||
| Treynor Ratio | 0.8649 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kodiak Copper'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.
Kodiak Copper Corp Backtested Returns
Kodiak Copper appears to be out of control, given 3 months investment horizon. Kodiak Copper Corp has Sharpe Ratio of 0.0617, which conveys that the firm had a 0.0617 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kodiak Copper, which you can use to evaluate the volatility of the firm. Please exercise Kodiak Copper's Risk Adjusted Performance of 0.0476, mean deviation of 2.93, and Downside Deviation of 4.79 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kodiak Copper holds a performance score of 4. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kodiak Copper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kodiak Copper is expected to be smaller as well. Please check Kodiak Copper's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Kodiak Copper's current price movements will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Kodiak Copper Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Kodiak Copper time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Kodiak Copper Corp price movement. The serial correlation of -0.74 indicates that around 74.0% of current Kodiak Copper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kodiak Copper Corp lagged returns against current returns
Autocorrelation, which is Kodiak Copper 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 Kodiak Copper's otc stock expected returns. We can calculate the autocorrelation of Kodiak Copper returns to help us make a trade decision. For example, suppose you find that Kodiak Copper has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Kodiak Copper 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 Kodiak Copper otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kodiak Copper otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kodiak Copper otc stock over time.
Current vs Lagged Prices |
| Timeline |
Kodiak Copper Lagged Returns
When evaluating Kodiak Copper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kodiak Copper otc stock have on its future price. Kodiak Copper 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, Kodiak Copper autocorrelation shows the relationship between Kodiak Copper otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kodiak Copper Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kodiak OTC Stock
Kodiak Copper financial ratios help investors to determine whether Kodiak OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kodiak with respect to the benefits of owning Kodiak Copper security.