Kinetics Small Cap Fund Market Value
| KSCOX Fund | USD 190.01 4.07 2.19% |
| Symbol | Kinetics |
Kinetics Small '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 Kinetics Small's mutual 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 Kinetics Small.
| 02/04/2025 |
| 05/05/2025 |
If you would invest 0.00 in Kinetics Small on February 4, 2025 and sell it all today you would earn a total of 0.00 from holding Kinetics Small Cap or generate 0.0% return on investment in Kinetics Small over 90 days. Kinetics Small is related to or competes with Kinetics Paradigm, Kinetics Market, Pear Tree, Amg Managers, and Royce Smaller-companie. The fund is a non-diversified fund that invests all of its investable assets in the Small Cap Portfolio, a series of Kin... More
Kinetics Small 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 Kinetics Small's mutual 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 Kinetics Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.23 | |||
| Information Ratio | 0.049 | |||
| Maximum Drawdown | 13.21 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 3.83 |
Kinetics Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinetics Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinetics Small's standard deviation. In reality, there are many statistical measures that can use Kinetics Small historical prices to predict the future Kinetics Small's volatility.| Risk Adjusted Performance | 0.0213 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.2129 | |||
| Sortino Ratio | 0.0419 | |||
| Treynor Ratio | (0.06) |
Kinetics Small Cap Backtested Returns
At this stage we consider Kinetics Mutual Fund to be very steady. Kinetics Small Cap has Sharpe Ratio of 0.0105, which conveys that the entity had a 0.0105 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kinetics Small, which you can use to evaluate the volatility of the fund. Please verify Kinetics Small's Downside Deviation of 3.23, risk adjusted performance of 0.0213, and Mean Deviation of 1.98 to check out if the risk estimate we provide is consistent with the expected return of 0.0289%. The fund secures a Beta (Market Risk) of -0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kinetics Small are expected to decrease at a much lower rate. During the bear market, Kinetics Small is likely to outperform the market.
Auto-correlation | -0.23 |
Weak reverse predictability
Kinetics Small Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Kinetics Small time series from 4th of February 2025 to 21st of March 2025 and 21st of March 2025 to 5th of May 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 Kinetics Small Cap price movement. The serial correlation of -0.23 indicates that over 23.0% of current Kinetics Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 56.32 |
Kinetics Small Cap lagged returns against current returns
Autocorrelation, which is Kinetics Small mutual 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 Kinetics Small's mutual fund expected returns. We can calculate the autocorrelation of Kinetics Small returns to help us make a trade decision. For example, suppose you find that Kinetics Small has exhibited high autocorrelation historically, and you observe that the mutual 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 |
Kinetics Small 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 Kinetics Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinetics Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinetics Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Kinetics Small Lagged Returns
When evaluating Kinetics Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinetics Small mutual fund have on its future price. Kinetics Small 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, Kinetics Small autocorrelation shows the relationship between Kinetics Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Kinetics Small Cap.
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 Kinetics Mutual Fund
Kinetics Small financial ratios help investors to determine whether Kinetics Mutual 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 Kinetics with respect to the benefits of owning Kinetics Small security.
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| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |