Kinea Securities (Brazil) Market Value
| KNSC11 Fund | BRL 8.73 0.09 1.04% |
| Symbol | Kinea |
Please note, there is a significant difference between Kinea Securities' value and its price as these two are different measures arrived at by different means. Investors typically determine if Kinea Securities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kinea Securities' 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.
Kinea Securities '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 Kinea Securities' fund 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 Kinea Securities.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Kinea Securities on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Kinea Securities Fundo or generate 0.0% return on investment in Kinea Securities over 90 days. Kinea Securities is related to or competes with Kinea Indices, Kinea Renda, Kinea Rendimentos, and Kinea Fundo. More
Kinea Securities 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 Kinea Securities' fund 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 Kinea Securities Fundo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.1768 | |||
| Maximum Drawdown | 6.59 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.34 |
Kinea Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinea Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinea Securities' standard deviation. In reality, there are many statistical measures that can use Kinea Securities historical prices to predict the future Kinea Securities' volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.1258 | |||
| Total Risk Alpha | 0.3159 | |||
| Sortino Ratio | 0.1776 | |||
| Treynor Ratio | (1.09) |
Kinea Securities Fundo Backtested Returns
Kinea Securities appears to be not too volatile, given 3 months investment horizon. Kinea Securities Fundo has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kinea Securities, which you can use to evaluate the volatility of the fund. Please exercise Kinea Securities' Mean Deviation of 1.05, risk adjusted performance of 0.0965, and Downside Deviation of 1.4 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kinea Securities are expected to decrease at a much lower rate. During the bear market, Kinea Securities is likely to outperform the market.
Auto-correlation | -0.27 |
Weak reverse predictability
Kinea Securities Fundo has weak reverse predictability. Overlapping area represents the amount of predictability between Kinea Securities 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 Kinea Securities Fundo price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Kinea Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Kinea Securities Fundo lagged returns against current returns
Autocorrelation, which is Kinea Securities fund'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 Kinea Securities' fund expected returns. We can calculate the autocorrelation of Kinea Securities returns to help us make a trade decision. For example, suppose you find that Kinea Securities has exhibited high autocorrelation historically, and you observe that the fund 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 |
Kinea Securities 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 Kinea Securities fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinea Securities fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinea Securities fund over time.
Current vs Lagged Prices |
| Timeline |
Kinea Securities Lagged Returns
When evaluating Kinea Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinea Securities fund have on its future price. Kinea Securities 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, Kinea Securities autocorrelation shows the relationship between Kinea Securities fund current value and its past values and can show if there is a momentum factor associated with investing in Kinea Securities Fundo.
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.Other Information on Investing in Kinea Fund
Kinea Securities financial ratios help investors to determine whether Kinea Fund 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 Kinea with respect to the benefits of owning Kinea Securities security.
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