Kwg Group Holdings Stock Market Value
| KWGPF Stock | USD 0.05 0.00 0.00% |
| Symbol | KWG |
KWG Group '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 KWG Group's pink sheet 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 KWG Group.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in KWG Group on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding KWG Group Holdings or generate 0.0% return on investment in KWG Group over 30 days. KWG Group is related to or competes with Skechers USA, Franklin Wireless, Amkor Technology, NETGEAR, Garmin, and Lincoln Electric. KWG Group Holdings Limited, together with its subsidiaries, engages in the property investment and development and hotel... More
KWG Group 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 KWG Group's pink sheet 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 KWG Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.61 |
KWG Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KWG Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KWG Group's standard deviation. In reality, there are many statistical measures that can use KWG Group historical prices to predict the future KWG Group's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | 3.24 |
KWG Group Holdings Backtested Returns
KWG Group Holdings has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12 % return per unit of risk over the last 3 months. KWG Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KWG Group's mean deviation of 0.2305, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0392, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KWG Group are expected to decrease at a much lower rate. During the bear market, KWG Group is likely to outperform the market. At this point, KWG Group Holdings has a negative expected return of -0.12%. Please make sure to verify KWG Group's coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to decide if KWG Group Holdings performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
KWG Group Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between KWG Group time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 KWG Group Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current KWG Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KWG Group Holdings lagged returns against current returns
Autocorrelation, which is KWG Group pink sheet'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 KWG Group's pink sheet expected returns. We can calculate the autocorrelation of KWG Group returns to help us make a trade decision. For example, suppose you find that KWG Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
KWG Group 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 KWG Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KWG Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KWG Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KWG Group Lagged Returns
When evaluating KWG Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KWG Group pink sheet have on its future price. KWG Group 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, KWG Group autocorrelation shows the relationship between KWG Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KWG Group Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KWG Pink Sheet
KWG Group financial ratios help investors to determine whether KWG Pink Sheet 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 KWG with respect to the benefits of owning KWG Group security.