Kontrol Technologies Corp Stock Market Value
| KNRLF Stock | USD 0.14 0.01 7.69% |
| Symbol | Kontrol |
Kontrol Technologies '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 Kontrol Technologies' 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 Kontrol Technologies.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Kontrol Technologies on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Kontrol Technologies Corp or generate 0.0% return on investment in Kontrol Technologies over 720 days. Kontrol Technologies is related to or competes with Quisitive Technology, Nagarro SE, Appen, Appen, Converge Technology, EPAM Systems, and International Business. Kontrol Technologies Corp., through its subsidiaries, provides energy management, emission compliance, and air quality s... More
Kontrol Technologies 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 Kontrol Technologies' 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 Kontrol Technologies Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.33 | |||
| Information Ratio | 0.0074 | |||
| Maximum Drawdown | 55.36 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 7.69 |
Kontrol Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kontrol Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kontrol Technologies' standard deviation. In reality, there are many statistical measures that can use Kontrol Technologies historical prices to predict the future Kontrol Technologies' volatility.| Risk Adjusted Performance | 0.0266 | |||
| Jensen Alpha | 0.4078 | |||
| Total Risk Alpha | (1.02) | |||
| Sortino Ratio | 0.0063 | |||
| Treynor Ratio | (0.08) |
Kontrol Technologies Corp Backtested Returns
At this point, Kontrol Technologies is out of control. Kontrol Technologies Corp has Sharpe Ratio of 0.0105, which conveys that the firm had a 0.0105% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kontrol Technologies, which you can use to evaluate the volatility of the firm. Please verify Kontrol Technologies' Risk Adjusted Performance of 0.0266, mean deviation of 4.69, and Downside Deviation of 9.33 to check out if the risk estimate we provide is consistent with the expected return of 0.0846%. The company secures a Beta (Market Risk) of -2.05, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Kontrol Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, Kontrol Technologies is expected to outperform it. Kontrol Technologies Corp right now secures a risk of 8.06%. Please verify Kontrol Technologies Corp treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Kontrol Technologies Corp will be following its current price movements.
Auto-correlation | 0.39 |
Below average predictability
Kontrol Technologies Corp has below average predictability. Overlapping area represents the amount of predictability between Kontrol Technologies time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kontrol Technologies Corp price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Kontrol Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kontrol Technologies Corp lagged returns against current returns
Autocorrelation, which is Kontrol Technologies 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 Kontrol Technologies' otc stock expected returns. We can calculate the autocorrelation of Kontrol Technologies returns to help us make a trade decision. For example, suppose you find that Kontrol Technologies 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 |
Kontrol Technologies 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 Kontrol Technologies otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kontrol Technologies otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kontrol Technologies otc stock over time.
Current vs Lagged Prices |
| Timeline |
Kontrol Technologies Lagged Returns
When evaluating Kontrol Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kontrol Technologies otc stock have on its future price. Kontrol Technologies 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, Kontrol Technologies autocorrelation shows the relationship between Kontrol Technologies otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kontrol Technologies Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Kontrol OTC Stock
Kontrol Technologies financial ratios help investors to determine whether Kontrol 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 Kontrol with respect to the benefits of owning Kontrol Technologies security.