Kayne Anderson Mlp Stock Alpha and Beta Analysis
| KYN Stock | USD 12.77 0.35 2.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kayne Anderson MLP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kayne Anderson over a specified time horizon. Remember, high Kayne Anderson'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 Kayne Anderson's market risk premium analysis include:
Beta 0.66 | Alpha (0.03) | Risk 1.44 | Sharpe Ratio (0.04) | Expected Return (0.06) |
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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.
Kayne |
Kayne Anderson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kayne Anderson market risk premium is the additional return an investor will receive from holding Kayne Anderson 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 Kayne Anderson. 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 Kayne Anderson's performance over market.| α | -0.03 | β | 0.66 |
Kayne Anderson 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 Kayne Anderson's Buy-and-hold return. Our buy-and-hold chart shows how Kayne Anderson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kayne Anderson Market Price Analysis
Market price analysis indicators help investors to evaluate how Kayne Anderson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kayne Anderson shares will generate the highest return on investment. By understating and applying Kayne Anderson stock market price indicators, traders can identify Kayne Anderson position entry and exit signals to maximize returns.
Kayne Anderson Return and Market Media
The median price of Kayne Anderson for the period between Sun, Dec 1, 2024 and Sat, Mar 1, 2025 is 12.94 with a coefficient of variation of 3.3. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 12.85, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Kayne Anderson dividend paid on 29th of November 2024 | 11/29/2024 |
1 | Kayne Anderson Energy Infrastructure Fund Reports 2.5 Billion in Net Assets | 12/04/2024 |
| Kayne Anderson dividend paid on 31st of December 2024 | 12/31/2024 |
2 | Kayne Anderson Energy Infrastructure Fund Provides Unaudited Balance Sheet Information and Announces Its Net Asset Value and Asset Coverage Ratios as of Decembe... | 01/03/2025 |
3 | Kayne Anderson Energy Infrastructure Fund Announces 2024 Distribution Tax Characterization | 01/17/2025 |
4 | Kayne Anderson Energy Infrastructure Fund Files 2024 Annual Report | 01/28/2025 |
| Kayne Anderson dividend paid on 31st of January 2025 | 01/31/2025 |
5 | Kayne Anderson Energy Infrastructure Fund Announces Distribution of 0.08 Per Share for February 2025 | 02/03/2025 |
6 | Kayne Anderson Energy Infrastructure Fund Enters Into 175 Million Revolving Credit Facility | 02/20/2025 |
7 | Kayne Anderson Energy Infrastructure Fund, Inc. Stock Holdings Lowered by BHK Investment Advisors LLC | 02/25/2025 |
About Kayne Anderson 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 Kayne or other stocks. Alpha measures the amount that position in Kayne Anderson MLP 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.
| 2022 | 2024 (projected) | PTB Ratio | 0.66 | 1.05 | Dividend Yield | 0.0957 | 0.0824 |
Kayne Anderson Investors Sentiment
The influence of Kayne Anderson's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Kayne. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Kayne Anderson's public news can be used to forecast risks associated with an investment in Kayne. The trend in average sentiment can be used to explain how an investor holding Kayne can time the market purely based on public headlines and social activities around Kayne Anderson MLP. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Kayne Anderson's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Kayne Anderson's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Kayne Anderson's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Kayne Anderson.
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 Kayne Anderson 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, Kayne Anderson's short interest history, or implied volatility extrapolated from Kayne Anderson options trading.
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Check out Kayne Anderson Backtesting, Kayne Anderson Valuation, Kayne Anderson Correlation, Kayne Anderson Hype Analysis, Kayne Anderson Volatility, Kayne Anderson History and analyze Kayne Anderson Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Kayne Anderson 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.