Kenon Holdings Stock Alpha and Beta Analysis
| KEN Stock | USD 29.38 0.12 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kenon Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kenon Holdings over a specified time horizon. Remember, high Kenon Holdings' 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 Kenon Holdings' market risk premium analysis include:
Beta 0.68 | Alpha 0.18 | Risk 1.83 | Sharpe Ratio 0.14 | Expected Return 0.25 |
Kenon Holdings Quarterly Cash And Equivalents |
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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.
Kenon |
Kenon Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kenon Holdings market risk premium is the additional return an investor will receive from holding Kenon Holdings 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 Kenon Holdings. 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 Kenon Holdings' performance over market.| α | 0.18 | β | 0.68 |
Kenon Holdings 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 Kenon Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Kenon Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kenon Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Kenon Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kenon Holdings shares will generate the highest return on investment. By understating and applying Kenon Holdings stock market price indicators, traders can identify Kenon Holdings position entry and exit signals to maximize returns.
Kenon Holdings Return and Market Media
The median price of Kenon Holdings for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 27.03 with a coefficient of variation of 5.95. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 26.96, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | When Moves Investors should Listen - Stock Traders Daily | 09/04/2024 |
2 | Kenon Shares Gap Down to 25.60 - MarketBeat | 09/17/2024 |
3 | Contrasting Kenon Spruce Power | 10/11/2024 |
4 | Kenon Holdings stock soars to 52-week high of 29.81 - Investing.com | 11/18/2024 |
5 | Red Sea attacks turn green for Zim investor | 11/25/2024 |
About Kenon Holdings 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 Kenon or other stocks. Alpha measures the amount that position in Kenon Holdings 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0354 | 0.42 | 0.11 | 0.17 | Price To Sales Ratio | 5.8 | 3.1 | 1.96 | 1.86 |
Kenon Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Kenon Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kenon Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kenon Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kenon Holdings. Please utilize our Beneish M Score to check the likelihood of Kenon Holdings' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Kenon Holdings
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Check out Kenon Holdings Backtesting, Kenon Holdings Valuation, Kenon Holdings Correlation, Kenon Holdings Hype Analysis, Kenon Holdings Volatility, Kenon Holdings History and analyze Kenon Holdings Performance. To learn how to invest in Kenon Stock, please use our How to Invest in Kenon Holdings guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Kenon Holdings 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.