Kkrs Stock Alpha and Beta Analysis
| KKRS Stock | USD 18.87 0.01 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KKRS. It also helps investors analyze the systematic and unsystematic risks associated with investing in KKRS over a specified time horizon. Remember, high KKRS'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 KKRS's market risk premium analysis include:
Beta 0.17 | Alpha (0.14) | Risk 1.03 | Sharpe Ratio (0.13) | Expected Return (0.13) |
Enterprise Value |
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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.
KKRS |
KKRS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KKRS market risk premium is the additional return an investor will receive from holding KKRS 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 KKRS. 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 KKRS's performance over market.| α | -0.14 | β | 0.17 |
KKRS 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 KKRS's Buy-and-hold return. Our buy-and-hold chart shows how KKRS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KKRS Market Price Analysis
Market price analysis indicators help investors to evaluate how KKRS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KKRS shares will generate the highest return on investment. By understating and applying KKRS stock market price indicators, traders can identify KKRS position entry and exit signals to maximize returns.
KKRS Return and Market Media
The median price of KKRS for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 19.63 with a coefficient of variation of 2.9. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 19.68, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| KKRS dividend paid on 1st of October 2024 | 10/01/2024 |
2 | KKR Executives See Deal Rebound as Firm Posts Record Quarterly Fee Revenue - The Wall Street Journal | 10/24/2024 |
3 | KKRs SWOT analysis global investment firms stock poised for growth By Investing.com - Investing.com | 11/05/2024 |
4 | Acquisition by Kkr Alternative Assets Llc of 52817 shares of KKRS at 30.84 subject to Rule 16b-3 | 11/12/2024 |
5 | KKR Great Business At An Unattractive Valuation - Seeking Alpha | 11/13/2024 |
6 | Australias Perpetual sinks on adverse tax ruling over KKR deal - Reuters | 12/09/2024 |
About KKRS 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 KKRS or other stocks. Alpha measures the amount that position in KKRS 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 | 0.0276 | 0.0409 | 0.0375 | 0.0582 | Price To Sales Ratio | 0.94 | 2.19 | 1.15 | 1.09 |
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 KKRS 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, KKRS's short interest history, or implied volatility extrapolated from KKRS options trading.
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Additional Tools for KKRS Stock Analysis
When running KKRS's price analysis, check to measure KKRS'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 KKRS is operating at the current time. Most of KKRS's value examination focuses on studying past and present price action to predict the probability of KKRS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KKRS's price. Additionally, you may evaluate how the addition of KKRS to your portfolios can decrease your overall portfolio volatility.