Killam Apartment Real Stock Market Value
| KMMPF Stock | USD 13.85 0.06 0.43% |
| Symbol | Killam |
Killam Apartment '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 Killam Apartment'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 Killam Apartment.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Killam Apartment on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Killam Apartment Real or generate 0.0% return on investment in Killam Apartment over 90 days. Killam Apartment is related to or competes with Boston Properties, Kilroy Realty, SL Green, Vornado Realty, Highwoods Properties, Alexandria Real, and Douglas Emmett. Killam Apartment REIT, based in Halifax, Nova Scotia, is one of Canadas largest residential landlords, owning, operating... More
Killam Apartment 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 Killam Apartment'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 Killam Apartment Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0699 | |||
| Maximum Drawdown | 21.01 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.08 |
Killam Apartment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Killam Apartment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Killam Apartment's standard deviation. In reality, there are many statistical measures that can use Killam Apartment historical prices to predict the future Killam Apartment's volatility.| Risk Adjusted Performance | 0.1175 | |||
| Jensen Alpha | 0.3766 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0878 | |||
| Treynor Ratio | (1.00) |
Killam Apartment Real Backtested Returns
Killam Apartment appears to be somewhat reliable, given 3 months investment horizon. Killam Apartment Real has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Killam Apartment, which you can use to evaluate the volatility of the firm. Please exercise Killam Apartment's Mean Deviation of 1.19, downside deviation of 2.31, and Risk Adjusted Performance of 0.1175 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Killam Apartment holds a performance score of 8. The company secures a Beta (Market Risk) of -0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Killam Apartment are expected to decrease at a much lower rate. During the bear market, Killam Apartment is likely to outperform the market. Please check Killam Apartment's sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Killam Apartment's current price movements will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Killam Apartment Real has good reverse predictability. Overlapping area represents the amount of predictability between Killam Apartment time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Killam Apartment Real price movement. The serial correlation of -0.52 indicates that about 52.0% of current Killam Apartment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Killam Apartment Real lagged returns against current returns
Autocorrelation, which is Killam Apartment 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 Killam Apartment's pink sheet expected returns. We can calculate the autocorrelation of Killam Apartment returns to help us make a trade decision. For example, suppose you find that Killam Apartment 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 |
Killam Apartment 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 Killam Apartment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Killam Apartment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Killam Apartment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Killam Apartment Lagged Returns
When evaluating Killam Apartment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Killam Apartment pink sheet have on its future price. Killam Apartment 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, Killam Apartment autocorrelation shows the relationship between Killam Apartment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Killam Apartment Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Killam Pink Sheet
Killam Apartment financial ratios help investors to determine whether Killam 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 Killam with respect to the benefits of owning Killam Apartment security.