Kadestone Capital Corp Stock Market Value
| KDSX Stock | 0.75 0.05 7.14% |
| Symbol | Kadestone |
Kadestone 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 Kadestone Capital'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 Kadestone Capital.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Kadestone Capital on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding Kadestone Capital Corp or generate 0.0% return on investment in Kadestone Capital over 90 days. Kadestone Capital is related to or competes with Dream Unlimited, Halmont Properties, Urbanfund Corp, Wells Fargo, and Mongolia Growth. More
Kadestone 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 Kadestone Capital'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 Kadestone Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.06 | |||
| Information Ratio | 0.0314 | |||
| Maximum Drawdown | 55.88 | |||
| Value At Risk | (12.16) | |||
| Potential Upside | 11.94 |
Kadestone Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kadestone Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kadestone Capital's standard deviation. In reality, there are many statistical measures that can use Kadestone Capital historical prices to predict the future Kadestone Capital's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | 0.0543 | |||
| Total Risk Alpha | (0.59) | |||
| Sortino Ratio | 0.0202 | |||
| Treynor Ratio | 0.1136 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kadestone Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kadestone Capital Corp Backtested Returns
Kadestone Capital appears to be out of control, given 3 months investment horizon. Kadestone Capital Corp has Sharpe Ratio of 0.0461, which conveys that the firm had a 0.0461 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kadestone Capital, which you can use to evaluate the volatility of the firm. Please exercise Kadestone Capital's Downside Deviation of 11.06, mean deviation of 3.39, and Risk Adjusted Performance of 0.043 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kadestone Capital holds a performance score of 3. The company secures a Beta (Market Risk) of 2.79, 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, Kadestone Capital will likely underperform. Please check Kadestone Capital's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Kadestone Capital's current price movements will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Kadestone Capital Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Kadestone Capital time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd of August 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 Kadestone Capital Corp price movement. The serial correlation of -0.47 indicates that about 47.0% of current Kadestone Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Kadestone Capital Corp lagged returns against current returns
Autocorrelation, which is Kadestone Capital 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 Kadestone Capital's stock expected returns. We can calculate the autocorrelation of Kadestone Capital returns to help us make a trade decision. For example, suppose you find that Kadestone Capital 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 |
Kadestone 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 Kadestone Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kadestone Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kadestone Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Kadestone Capital Lagged Returns
When evaluating Kadestone Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kadestone Capital stock have on its future price. Kadestone 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, Kadestone Capital autocorrelation shows the relationship between Kadestone Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Kadestone Capital Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kadestone Stock Analysis
When running Kadestone Capital's price analysis, check to measure Kadestone Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kadestone Capital is operating at the current time. Most of Kadestone Capital's value examination focuses on studying past and present price action to predict the probability of Kadestone Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kadestone Capital's price. Additionally, you may evaluate how the addition of Kadestone Capital to your portfolios can decrease your overall portfolio volatility.