Kbi Global Investors Fund Market Value

KBIWX Fund  USD 12.57  0.14  1.13%   
Kbi Global's market value is the price at which a share of Kbi Global trades on a public exchange. It measures the collective expectations of Kbi Global Investors investors about its performance. Kbi Global is trading at 12.57 as of the 28th of March 2024; that is 1.13 percent up since the beginning of the trading day. The fund's open price was 12.43.
With this module, you can estimate the performance of a buy and hold strategy of Kbi Global Investors and determine expected loss or profit from investing in Kbi Global over a given investment horizon. Check out Kbi Global Correlation, Kbi Global Volatility and Kbi Global Alpha and Beta module to complement your research on Kbi Global.
Symbol

Please note, there is a significant difference between Kbi Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kbi Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kbi Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Kbi Global '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 Kbi Global'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 Kbi Global.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Kbi Global on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Kbi Global Investors or generate 0.0% return on investment in Kbi Global over 30 days. Kbi Global is related to or competes with USCF Gold, Vanguard Growth, Vanguard Mid-cap, Goldman Sachs, Vanguard Health, and Brookfield Real. Under normal circumstances, the fund principally invests in equity securities, without regard to market capitalization, ... More

Kbi Global 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 Kbi Global'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 Kbi Global Investors upside and downside potential and time the market with a certain degree of confidence.

Kbi Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Kbi Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kbi Global's standard deviation. In reality, there are many statistical measures that can use Kbi Global historical prices to predict the future Kbi Global's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kbi Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
11.8512.5713.29
Details
Intrinsic
Valuation
LowRealHigh
11.7312.4513.17
Details
Naive
Forecast
LowNextHigh
11.8812.5913.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.3512.4812.61
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Kbi Global. Your research has to be compared to or analyzed against Kbi Global's peers to derive any actionable benefits. When done correctly, Kbi Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Kbi Global Investors.

Kbi Global Investors Backtested Returns

We consider Kbi Global very steady. Kbi Global Investors has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kbi Global, which you can use to evaluate the volatility of the fund. Please verify Kbi Global's Downside Deviation of 0.6892, risk adjusted performance of 0.0753, and Mean Deviation of 0.5657 to check out if the risk estimate we provide is consistent with the expected return of 0.0855%. The fund secures a Beta (Market Risk) of 1.06, which conveys a somewhat significant risk relative to the market. Kbi Global returns are very sensitive to returns on the market. As the market goes up or down, Kbi Global is expected to follow.

Auto-correlation

    
  0.58  

Modest predictability

Kbi Global Investors has modest predictability. Overlapping area represents the amount of predictability between Kbi Global time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kbi Global Investors price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Kbi Global price fluctuation can be explain by its past prices.
Correlation Coefficient0.58
Spearman Rank Test0.58
Residual Average0.0
Price Variance0.01

Kbi Global Investors lagged returns against current returns

Autocorrelation, which is Kbi Global 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 Kbi Global's mutual fund expected returns. We can calculate the autocorrelation of Kbi Global returns to help us make a trade decision. For example, suppose you find that Kbi Global 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  

Kbi Global 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 Kbi Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kbi Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kbi Global mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Kbi Global Lagged Returns

When evaluating Kbi Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kbi Global mutual fund have on its future price. Kbi Global 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, Kbi Global autocorrelation shows the relationship between Kbi Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Kbi Global Investors.
   Regressed Prices   
       Timeline  

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Check out Kbi Global Correlation, Kbi Global Volatility and Kbi Global Alpha and Beta module to complement your research on Kbi Global.
You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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When running Kbi Global's price analysis, check to measure Kbi Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kbi Global is operating at the current time. Most of Kbi Global's value examination focuses on studying past and present price action to predict the probability of Kbi Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kbi Global's price. Additionally, you may evaluate how the addition of Kbi Global to your portfolios can decrease your overall portfolio volatility.
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Kbi Global technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Kbi Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Kbi Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...