Kp Tissue Stock Market Value
| KPT Stock | CAD 9.02 0.08 0.89% |
| Symbol | KPT |
KP Tissue Price To Book Ratio
KP Tissue '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 KP Tissue'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 KP Tissue.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in KP Tissue on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding KP Tissue or generate 0.0% return on investment in KP Tissue over 90 days. KP Tissue is related to or competes with Acadian Timber, Rogers Sugar, High Liner, North West, and K Bro. KP Tissue Inc., through its interest in Kruger Products L.P., produces, distributes, markets, and sells a range of dispo... More
KP Tissue 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 KP Tissue'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 KP Tissue upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6391 | |||
| Information Ratio | 0.0102 | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.89 |
KP Tissue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KP Tissue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KP Tissue's standard deviation. In reality, there are many statistical measures that can use KP Tissue historical prices to predict the future KP Tissue's volatility.| Risk Adjusted Performance | 0.1939 | |||
| Jensen Alpha | 0.1856 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.014 | |||
| Treynor Ratio | 1.83 |
KP Tissue Backtested Returns
KP Tissue appears to be very steady, given 3 months investment horizon. KP Tissue retains Efficiency (Sharpe Ratio) of 0.25, which conveys that the firm had a 0.25 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for KP Tissue, which you can use to evaluate the volatility of the firm. Please exercise KP Tissue's Mean Deviation of 0.6807, standard deviation of 0.8791, and Market Risk Adjusted Performance of 1.84 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KP Tissue holds a performance score of 20. The company owns a Beta (Systematic Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KP Tissue's returns are expected to increase less than the market. However, during the bear market, the loss of holding KP Tissue is expected to be smaller as well. Please check KP Tissue's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether KP Tissue's current price history will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
KP Tissue has poor reverse predictability. Overlapping area represents the amount of predictability between KP Tissue time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 KP Tissue price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current KP Tissue price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
KP Tissue lagged returns against current returns
Autocorrelation, which is KP Tissue 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 KP Tissue's stock expected returns. We can calculate the autocorrelation of KP Tissue returns to help us make a trade decision. For example, suppose you find that KP Tissue 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 |
KP Tissue 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 KP Tissue stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KP Tissue stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KP Tissue stock over time.
Current vs Lagged Prices |
| Timeline |
KP Tissue Lagged Returns
When evaluating KP Tissue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KP Tissue stock have on its future price. KP Tissue 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, KP Tissue autocorrelation shows the relationship between KP Tissue stock current value and its past values and can show if there is a momentum factor associated with investing in KP Tissue.
Regressed Prices |
| Timeline |
Pair Trading with KP Tissue
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 KP Tissue 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 KP Tissue will appreciate offsetting losses from the drop in the long position's value.Moving together with KPT Stock
Moving against KPT Stock
| 0.59 | DRT | DIRTT Environmental Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to KP Tissue could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace KP Tissue 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 KP Tissue - 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 KP Tissue to buy it.
The correlation of KP Tissue 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 KP Tissue moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if KP Tissue 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 KP Tissue 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 KPT Stock
KP Tissue financial ratios help investors to determine whether KPT 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 KPT with respect to the benefits of owning KP Tissue security.