There are some features that are normally associated with investments which are not yet implemented in KMyMoney. These include, but are not limited to derivatives, options, and futures. In addition, when you sell a security, KMyMoney does not know which specific shares you are selling, i.e., the oldest or the most recently purchased, so it cannot calculate return on investment. Finally, it has no direct knowledge about any country's specific tax reporting requirements, although these can usually be handled by marking as Tax related all the categories you use for transactions which might have tax consequences.
The KMyMoney development team is aware of these and additional issues, and has been collecting requirements and notes for an eventual major re-write of how the program handles investments. When that process begins (there is no current schedule) there will be an opportunity for users to provide input on any additional needs and desires in this area.