Kratos Defense Security Stock Market Value
| KTOS Stock | USD 26.84 0.34 1.28% |
| Symbol | Kratos |
Kratos Defense Security Price To Book Ratio
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Kratos Defense. If investors know Kratos will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Kratos Defense listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 25.161 | Earnings Share 0.1 | Revenue Per Share 7.811 | Quarterly Revenue Growth 0.005 | Return On Assets 0.0137 |
The market value of Kratos Defense Security is measured differently than its book value, which is the value of Kratos that is recorded on the company's balance sheet. Investors also form their own opinion of Kratos Defense's value that differs from its market value or its book value, called intrinsic value, which is Kratos Defense's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Kratos Defense's market value can be influenced by many factors that don't directly affect Kratos Defense's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Kratos Defense's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kratos Defense is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kratos Defense'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.
Kratos Defense '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 Kratos Defense's stock 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 Kratos Defense.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Kratos Defense on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Kratos Defense Security or generate 0.0% return on investment in Kratos Defense over 720 days. Kratos Defense is related to or competes with Novocure, HubSpot, DigitalOcean Holdings, Appian Corp, and Repligen. Kratos Defense Security Solutions, Inc. operates as a government contractor of the U.S More
Kratos Defense 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 Kratos Defense's stock 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 Kratos Defense Security upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.0888 | |||
| Maximum Drawdown | 17.86 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 4.66 |
Kratos Defense Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kratos Defense's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kratos Defense's standard deviation. In reality, there are many statistical measures that can use Kratos Defense historical prices to predict the future Kratos Defense's volatility.| Risk Adjusted Performance | 0.0987 | |||
| Jensen Alpha | 0.202 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0979 | |||
| Treynor Ratio | 0.2341 |
Kratos Defense Security Backtested Returns
Kratos Defense appears to be not too volatile, given 3 months investment horizon. Kratos Defense Security has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kratos Defense, which you can use to evaluate the volatility of the firm. Please exercise Kratos Defense's Downside Deviation of 2.43, mean deviation of 1.91, and Risk Adjusted Performance of 0.0987 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kratos Defense holds a performance score of 10. The company secures a Beta (Market Risk) of 1.4, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kratos Defense will likely underperform. Please check Kratos Defense's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Kratos Defense's current price movements will revert.
Auto-correlation | 0.86 |
Very good predictability
Kratos Defense Security has very good predictability. Overlapping area represents the amount of predictability between Kratos Defense time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 Kratos Defense Security price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Kratos Defense price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 7.96 |
Kratos Defense Security lagged returns against current returns
Autocorrelation, which is Kratos Defense stock'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 Kratos Defense's stock expected returns. We can calculate the autocorrelation of Kratos Defense returns to help us make a trade decision. For example, suppose you find that Kratos Defense has exhibited high autocorrelation historically, and you observe that the stock 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 |
Kratos Defense 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 Kratos Defense stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kratos Defense stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kratos Defense stock over time.
Current vs Lagged Prices |
| Timeline |
Kratos Defense Lagged Returns
When evaluating Kratos Defense's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kratos Defense stock have on its future price. Kratos Defense 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, Kratos Defense autocorrelation shows the relationship between Kratos Defense stock current value and its past values and can show if there is a momentum factor associated with investing in Kratos Defense Security.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kratos Stock Analysis
When running Kratos Defense's price analysis, check to measure Kratos Defense'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 Kratos Defense is operating at the current time. Most of Kratos Defense's value examination focuses on studying past and present price action to predict the probability of Kratos Defense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kratos Defense's price. Additionally, you may evaluate how the addition of Kratos Defense to your portfolios can decrease your overall portfolio volatility.