Kinder Morgan (Germany) Alpha and Beta Analysis
| 2KD Stock | EUR 25.41 0.37 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kinder Morgan. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kinder Morgan over a specified time horizon. Remember, high Kinder Morgan's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Kinder Morgan's market risk premium analysis include:
Beta 1.13 | Alpha 0.41 | Risk 1.95 | Sharpe Ratio 0.22 | Expected Return 0.44 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Kinder Morgan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kinder Morgan market risk premium is the additional return an investor will receive from holding Kinder Morgan long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Kinder Morgan. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Kinder Morgan's performance over market.| α | 0.41 | β | 1.13 |
Kinder Morgan expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Kinder Morgan's Buy-and-hold return. Our buy-and-hold chart shows how Kinder Morgan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kinder Morgan Market Price Analysis
Market price analysis indicators help investors to evaluate how Kinder Morgan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kinder Morgan shares will generate the highest return on investment. By understating and applying Kinder Morgan stock market price indicators, traders can identify Kinder Morgan position entry and exit signals to maximize returns.
Kinder Morgan Return and Market Media
The median price of Kinder Morgan for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 22.82 with a coefficient of variation of 10.78. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 23.55, and mean deviation of 2.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kinder Morgan Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Kinder or other stocks. Alpha measures the amount that position in Kinder Morgan has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kinder Morgan in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kinder Morgan's short interest history, or implied volatility extrapolated from Kinder Morgan options trading.
Build Portfolio with Kinder Morgan
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Additional Information and Resources on Investing in Kinder Stock
When determining whether Kinder Morgan offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kinder Morgan's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kinder Morgan Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kinder Morgan Stock:Check out Kinder Morgan Backtesting, Kinder Morgan Valuation, Kinder Morgan Correlation, Kinder Morgan Hype Analysis, Kinder Morgan Volatility, Kinder Morgan History and analyze Kinder Morgan Performance. For more detail on how to invest in Kinder Stock please use our How to Invest in Kinder Morgan guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Kinder Morgan technical stock 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, stock market cycles, or different charting patterns.