Kestrel Group Stock Alpha and Beta Analysis
| KG Stock | 8.98 0.39 4.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kestrel Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kestrel over a specified time horizon. Remember, high Kestrel'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 Kestrel's market risk premium analysis include:
Beta 0.8 | Alpha (1.59) | Risk 5 | Sharpe Ratio (0.32) | Expected Return (1.59) |
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.
Check out Kestrel Backtesting, Kestrel Valuation, Kestrel Correlation, Kestrel Hype Analysis, Kestrel Volatility, Kestrel History and analyze Kestrel Performance. Kestrel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kestrel market risk premium is the additional return an investor will receive from holding Kestrel 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 Kestrel. 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 Kestrel's performance over market.| α | -1.59 | β | 0.80 |
Kestrel 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 Kestrel's Buy-and-hold return. Our buy-and-hold chart shows how Kestrel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kestrel Market Price Analysis
Market price analysis indicators help investors to evaluate how Kestrel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kestrel shares will generate the highest return on investment. By understating and applying Kestrel stock market price indicators, traders can identify Kestrel position entry and exit signals to maximize returns.
| Price Series Summation | ||
| Price Series Division | ||
| Inverse Tangent Over Price Movement | ||
| Price Ceiling Movement | ||
| Aroon Oscillator | ||
| Balance Of Power | ||
| Parabolic SAR | ||
| MidPoint over period | ||
| Stalled Pattern | ||
| Separating Lines |
Kestrel Return and Market Media
The median price of Kestrel for the period between Thu, Oct 9, 2025 and Wed, Jan 7, 2026 is 14.91 with a coefficient of variation of 36.34. The daily time series for the period is distributed with a sample standard deviation of 6.35, arithmetic mean of 17.48, and mean deviation of 5.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Quantitative breakdown of Ironwood Pharmaceuticals Inc. recent move - 2025 Stock Rankings Real-Time Chart Pattern Alerts - newser.com | 10/15/2025 |
2 | Acquisition by Squicciarino Joseph of 38587 shares of KING PHARMACEUTICALS subject to Rule 16b-3 | 10/23/2025 |
3 | Authentix Inc. Signs Cooperation and License Agreement with LEONHARD KURZ Stiftung Co. KG. to Deliver High-Volume Production of QUANTUM stripe | 10/29/2025 |
4 | Authentix Inc. firma un acuerdo de cooperacin y licencia con LEONHARD KURZ Stiftung Co. KG. | 10/30/2025 |
5 | Kestrel Group Reports Third Quarter 2025 Financial Results | 11/05/2025 |
6 | Kestrel Bets on VTOL With 4.9 Million Buy - The Motley Fool | 12/17/2025 |
About Kestrel 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 Kestrel or other stocks. Alpha measures the amount that position in Kestrel Group 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.
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 Kestrel 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, Kestrel's short interest history, or implied volatility extrapolated from Kestrel options trading.
Build Portfolio with Kestrel
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 Kestrel Backtesting, Kestrel Valuation, Kestrel Correlation, Kestrel Hype Analysis, Kestrel Volatility, Kestrel History and analyze Kestrel Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Kestrel 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.