Kopin Stock Market Value
| KOPN Stock | USD 1.41 0.10 7.63% |
| Symbol | Kopin |
Kopin Price To Book Ratio
Is Semiconductors & Semiconductor Equipment space 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 Kopin. If investors know Kopin 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 Kopin listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.40) | Revenue Per Share | Quarterly Revenue Growth 0.257 | Return On Assets | Return On Equity |
The market value of Kopin is measured differently than its book value, which is the value of Kopin that is recorded on the company's balance sheet. Investors also form their own opinion of Kopin's value that differs from its market value or its book value, called intrinsic value, which is Kopin'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 Kopin's market value can be influenced by many factors that don't directly affect Kopin'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 Kopin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kopin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kopin'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.
Kopin '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 Kopin's 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 Kopin.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Kopin on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Kopin or generate 0.0% return on investment in Kopin over 90 days. Kopin is related to or competes with Universal Display, Daktronics, KULR Technology, LightPath Technologies, Cps Technologies, Wallbox NV, and Corning Incorporated. Kopin Corporation, together with its subsidiaries, invents, develops, manufactures, and sells microdisplays, subassembli... More
Kopin 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 Kopin's 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 Kopin upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.7 | |||
| Information Ratio | 0.0821 | |||
| Maximum Drawdown | 38.02 | |||
| Value At Risk | (8.38) | |||
| Potential Upside | 13.86 |
Kopin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kopin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kopin's standard deviation. In reality, there are many statistical measures that can use Kopin historical prices to predict the future Kopin's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | 0.7428 | |||
| Total Risk Alpha | 1.34 | |||
| Sortino Ratio | 0.1009 | |||
| Treynor Ratio | 0.1837 |
Kopin Backtested Returns
Kopin appears to be extremely dangerous, given 3 months investment horizon. Kopin has Sharpe Ratio of 0.0752, which conveys that the firm had a 0.0752 % return per unit of risk over the last 3 months. By analyzing Kopin's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise Kopin's Risk Adjusted Performance of 0.0679, downside deviation of 5.7, and Mean Deviation of 5.41 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kopin holds a performance score of 5. The company secures a Beta (Market Risk) of 2.54, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kopin will likely underperform. Please check Kopin's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Kopin's current price movements will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Kopin has weak reverse predictability. Overlapping area represents the amount of predictability between Kopin 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 Kopin price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Kopin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Kopin lagged returns against current returns
Autocorrelation, which is Kopin 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 Kopin's stock expected returns. We can calculate the autocorrelation of Kopin returns to help us make a trade decision. For example, suppose you find that Kopin 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Kopin 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 Kopin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kopin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kopin stock over time.
Current vs Lagged Prices |
| Timeline |
Kopin Lagged Returns
When evaluating Kopin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kopin stock have on its future price. Kopin 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, Kopin autocorrelation shows the relationship between Kopin stock current value and its past values and can show if there is a momentum factor associated with investing in Kopin.
Regressed Prices |
| Timeline |
Pair Trading with Kopin
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 Kopin 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 Kopin will appreciate offsetting losses from the drop in the long position's value.Moving against Kopin Stock
The ability to find closely correlated positions to Kopin could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Kopin 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 Kopin - 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 Kopin to buy it.
The correlation of Kopin 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 Kopin moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Kopin 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 Kopin 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 Kopin Correlation, Kopin Volatility and Kopin Alpha and Beta module to complement your research on Kopin. To learn how to invest in Kopin Stock, please use our How to Invest in Kopin guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Kopin technical 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.