Kkr Income Opportunities Fund Market Value
| KIO Fund | USD 12.74 0.02 0.16% |
| Symbol | Kkr |
Kkr Income '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 Kkr Income's fund 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 Kkr Income.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Kkr Income on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Kkr Income Opportunities or generate 0.0% return on investment in Kkr Income over 90 days. Kkr Income is related to or competes with Western Asset, Western Asset, Western Asset, Voya Global, Voya Global, and BNY Mellon. KKR Income Opportunities Fund is a close ended fixed income mutual fund launched by Kohlberg Kravis Roberts Co More
Kkr Income 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 Kkr Income's fund 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 Kkr Income Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.532 | |||
| Information Ratio | 0.0869 | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.745 |
Kkr Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kkr Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kkr Income's standard deviation. In reality, there are many statistical measures that can use Kkr Income historical prices to predict the future Kkr Income's volatility.| Risk Adjusted Performance | 0.2672 | |||
| Jensen Alpha | 0.1171 | |||
| Total Risk Alpha | 0.0842 | |||
| Sortino Ratio | 0.0705 | |||
| Treynor Ratio | 0.6106 |
Kkr Income Opportunities Backtested Returns
As of now, Kkr Fund is very steady. Kkr Income Opportunities has Sharpe Ratio of 0.35, which conveys that the entity had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kkr Income, which you can use to evaluate the volatility of the fund. Please verify Kkr Income's Mean Deviation of 0.3116, risk adjusted performance of 0.2672, and Downside Deviation of 0.532 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The fund secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kkr Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kkr Income is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Kkr Income Opportunities has very good predictability. Overlapping area represents the amount of predictability between Kkr Income 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 Kkr Income Opportunities price movement. The serial correlation of 0.84 indicates that around 84.0% of current Kkr Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Kkr Income Opportunities lagged returns against current returns
Autocorrelation, which is Kkr Income fund'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 Kkr Income's fund expected returns. We can calculate the autocorrelation of Kkr Income returns to help us make a trade decision. For example, suppose you find that Kkr Income has exhibited high autocorrelation historically, and you observe that the fund 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 |
Kkr Income 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 Kkr Income fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kkr Income fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kkr Income fund over time.
Current vs Lagged Prices |
| Timeline |
Kkr Income Lagged Returns
When evaluating Kkr Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kkr Income fund have on its future price. Kkr Income 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, Kkr Income autocorrelation shows the relationship between Kkr Income fund current value and its past values and can show if there is a momentum factor associated with investing in Kkr Income Opportunities.
Regressed Prices |
| Timeline |
Pair Trading with Kkr Income
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Kkr Income position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Kkr Income will appreciate offsetting losses from the drop in the long position's value.Moving together with Kkr Fund
| 0.96 | TWN | Taiwan Closed | PairCorr |
| 0.96 | CAF | Morgan Stanley China | PairCorr |
| 0.95 | KF | Korea Closed | PairCorr |
| 0.86 | FMY | First Trust Mortgage | PairCorr |
| 0.86 | JOF | Japan Smaller Capita | PairCorr |
The ability to find closely correlated positions to Kkr Income could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Kkr Income when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Kkr Income - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Kkr Income Opportunities to buy it.
The correlation of Kkr Income is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Kkr Income moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Kkr Income Opportunities moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Kkr Income can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Kkr Fund
Kkr Income financial ratios help investors to determine whether Kkr Fund 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 Kkr with respect to the benefits of owning Kkr Income security.
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