Kaspien Holdings Alpha and Beta Analysis
| KSPNDelisted Stock | USD 0.25 0.01 4.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaspien Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaspien Holdings over a specified time horizon. Remember, high Kaspien 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 Kaspien Holdings' market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Kaspien |
Kaspien Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaspien Holdings market risk premium is the additional return an investor will receive from holding Kaspien 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 Kaspien 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 Kaspien Holdings' performance over market.| α | 0.00 | β | 0.00 |
Kaspien Holdings Fundamentals Vs Peers
Comparing Kaspien Holdings' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Kaspien Holdings' direct or indirect competition across all of the common fundamentals between Kaspien Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as Kaspien Holdings or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Kaspien Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing Kaspien Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Kaspien Holdings to competition |
| Fundamentals | Kaspien Holdings | Peer Average |
| Return On Equity | -28.3 | -0.31 |
| Return On Asset | -0.18 | -0.14 |
| Profit Margin | (0.13) % | (1.27) % |
| Operating Margin | (0.10) % | (5.51) % |
| Current Valuation | 15.72 M | 16.62 B |
| Shares Outstanding | 4.96 M | 571.82 M |
| Shares Owned By Insiders | 24.17 % | 10.09 % |
Kaspien Holdings Opportunities
Kaspien Holdings Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Kaspien 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 Kaspien or other pink sheets. Alpha measures the amount that position in Kaspien 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.
Kaspien Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Kaspien Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kaspien Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kaspien Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kaspien Holdings. Please utilize our Beneish M Score to check the likelihood of Kaspien Holdings' management manipulating its earnings.
| 12th of September 2023 Upcoming Quarterly Report | View | |
| 31st of July 2023 Next Fiscal Quarter End | View |
Build Portfolio with Kaspien Holdings
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
Align your risk with return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Other Consideration for investing in Kaspien Pink Sheet
If you are still planning to invest in Kaspien Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Kaspien Holdings' history and understand the potential risks before investing.
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