Kingfa Science (India) Market Value
| KINGFA Stock | 3,349 141.40 4.41% |
| Symbol | Kingfa |
Kingfa Science '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 Kingfa Science'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 Kingfa Science.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Kingfa Science on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Kingfa Science Technology or generate 0.0% return on investment in Kingfa Science over 90 days. Kingfa Science is related to or competes with Tree House, Consolidated Construction, Uniinfo Telecom, Ortel Communications, Hindustan Construction, HDFC Life, and Pritish Nandy. Kingfa Science is entity of India. It is traded as Stock on NSE exchange. More
Kingfa Science 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 Kingfa Science'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 Kingfa Science Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.33 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.79 |
Kingfa Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kingfa Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kingfa Science's standard deviation. In reality, there are many statistical measures that can use Kingfa Science historical prices to predict the future Kingfa Science's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0823 |
Kingfa Science Technology Backtested Returns
At this point, Kingfa Science is very steady. Kingfa Science Technology has Sharpe Ratio of 0.0722, which conveys that the firm had a 0.0722 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kingfa Science, which you can use to evaluate the volatility of the firm. Please verify Kingfa Science's Mean Deviation of 1.75, risk adjusted performance of 0.0228, and Downside Deviation of 2.33 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Kingfa Science has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kingfa Science's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kingfa Science is expected to be smaller as well. Kingfa Science Technology right now secures a risk of 2.49%. Please verify Kingfa Science Technology sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Kingfa Science Technology will be following its current price movements.
Auto-correlation | 0.37 |
Below average predictability
Kingfa Science Technology has below average predictability. Overlapping area represents the amount of predictability between Kingfa Science time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th 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 Kingfa Science Technology price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Kingfa Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 28.1 K |
Kingfa Science Technology lagged returns against current returns
Autocorrelation, which is Kingfa Science 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 Kingfa Science's stock expected returns. We can calculate the autocorrelation of Kingfa Science returns to help us make a trade decision. For example, suppose you find that Kingfa Science 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 |
Kingfa Science 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 Kingfa Science stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kingfa Science stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kingfa Science stock over time.
Current vs Lagged Prices |
| Timeline |
Kingfa Science Lagged Returns
When evaluating Kingfa Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kingfa Science stock have on its future price. Kingfa Science 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, Kingfa Science autocorrelation shows the relationship between Kingfa Science stock current value and its past values and can show if there is a momentum factor associated with investing in Kingfa Science Technology.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Kingfa Stock
Kingfa Science financial ratios help investors to determine whether Kingfa 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 Kingfa with respect to the benefits of owning Kingfa Science security.