Kyn Capital Group Stock Market Value
| KYNC Stock | USD 0.0005 0.0001 16.67% |
| Symbol | KYN |
KYN Capital '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 KYN Capital'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 KYN Capital.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in KYN Capital on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding KYN Capital Group or generate 0.0% return on investment in KYN Capital over 90 days. KYN Capital is related to or competes with Zip Co, Regional Management, Orix Corp, World Acceptance, Consumer Portfolio, FirstCash, and Runway Growth. KYN Capital Group, Inc. operates as a holding company for acquisitions, entertainment, blockchain, cryptocurrency, and t... More
KYN Capital 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 KYN Capital'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 KYN Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.98 | |||
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 68.57 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
KYN Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KYN Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KYN Capital's standard deviation. In reality, there are many statistical measures that can use KYN Capital historical prices to predict the future KYN Capital's volatility.| Risk Adjusted Performance | 0.0454 | |||
| Jensen Alpha | 0.813 | |||
| Total Risk Alpha | 2.54 | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 0.3534 |
KYN Capital Group Backtested Returns
KYN Capital appears to be out of control, given 3 months investment horizon. KYN Capital Group has Sharpe Ratio of 0.0411, which conveys that the firm had a 0.0411 % return per unit of volatility over the last 3 months. By reviewing KYN Capital's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please exercise KYN Capital's risk adjusted performance of 0.0454, and Mean Deviation of 11.27 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KYN Capital holds a performance score of 3. The company secures a Beta (Market Risk) of 1.76, 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, KYN Capital will likely underperform. Please check KYN Capital's treynor ratio and the relationship between the downside variance and day typical price , to make a quick decision on whether KYN Capital's current price movements will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
KYN Capital Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between KYN Capital 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 KYN Capital Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current KYN Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KYN Capital Group lagged returns against current returns
Autocorrelation, which is KYN Capital 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 KYN Capital's pink sheet expected returns. We can calculate the autocorrelation of KYN Capital returns to help us make a trade decision. For example, suppose you find that KYN Capital 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 |
KYN Capital 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 KYN Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KYN Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KYN Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KYN Capital Lagged Returns
When evaluating KYN Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KYN Capital pink sheet have on its future price. KYN Capital 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, KYN Capital autocorrelation shows the relationship between KYN Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KYN Capital Group.
Regressed Prices |
| Timeline |
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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 KYN Pink Sheet
KYN Capital financial ratios help investors to determine whether KYN 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 KYN with respect to the benefits of owning KYN Capital security.