KMLM — analysis and forecast
🔢 What the numbers say
The last 12 months, in plain words
- Over the last year KMLM is up 11.9%. Over about two years: +7.0%.
- Today it sits 4.7% below its 52-week high ($31.42) and +16.1% above the low ($25.78).
- The worst drop from a peak in those 12 months was 9.6%. Anyone who bought at the top had to sit through that.
- It rose on 54% of days. Best day: +2.2%. Worst day: -4.0%.
- Annual volatility around 14%: in a normal year a ±14% move would not be unusual for this stock (the S&P 500 usually runs 15–20%).
🗓️ Forecast by horizon
Directional bias · probability of rising · expected price and likely range (68%)
| Horizon | Bias | Prob. up | Expected price | 68% range |
|---|---|---|---|---|
| 1 day | Bearish | 46% | $29.94 +0.0% | $29.68 – $30.21 |
| 3 days | Bearish | 47% | $29.95 +0.0% | $29.49 – $30.42 |
| 1 week | Bearish | 47% | $29.96 +0.1% | $29.36 – $30.57 |
| 15 days | Neutral | 48% | $29.98 +0.1% | $29.14 – $30.84 |
| 1 month | Neutral | 49% | $30.02 +0.3% | $28.81 – $31.29 |
| 3 months | Neutral | 52% | $30.20 +0.9% | $28.12 – $32.43 |
Recent momentum: -4.3% over 20 days · +6.1% over 60 days. The further out the horizon, the wider and more uncertain the forecast.
📈 Probability cone
📜 Government contracts
We have no notable federal contract on file for KMLM. You can look it up yourself at USASpending.gov or in the Government Sources hub.
📚 Go deeper: Faro Library reports
PDF reports built from official filings. Your first one is free, no email; then $1.99 each or all 33 for $25 — included in Navigator and Admiral.
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How much has KMLM gone up in the last year?
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) is up 11.9% over the last 12 months and trades at $29.94, 4.7% below its 52-week high ($31.42). 52-week range: $25.78 – $31.42.
How volatile is KMLM stock?
Its annualized volatility is around 14% and its worst drop from a peak over the last year was 9.6%. For reference, the S&P 500 usually moves 15–20% a year.
Does KMLM have U.S. government contracts?
There is no notable federal contract in Faro's register. You can search USASpending.gov.
Is now a good time to buy KMLM?
Nobody can know that for sure and this page is not a buy recommendation. What the data shows today: bearish technical bias, RSI 31, price below its 50-day average and an estimated 49% probability of being higher in 1 month. Use it as a starting point for research, not as a signal.
🧠 How it is calculated
The verdict combines trend (20/50/200 moving averages), momentum (RSI, MACD), mean reversion (Bollinger Bands), conviction (volume) and historical drift, weighted differently for each horizon. Uncertainty is modeled with a lognormal probability cone (geometric Brownian motion). This is statistical analysis, not a crystal ball.
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