Kvh Industries Stock Alpha and Beta Analysis
KVHI Stock | USD 5.46 0.01 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KVH Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in KVH Industries over a specified time horizon. Remember, high KVH Industries' 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 KVH Industries' market risk premium analysis include:
Beta 0.55 | Alpha 0.23 | Risk 2.25 | Sharpe Ratio 0.15 | Expected Return 0.34 |
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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.
KVH |
KVH Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KVH Industries market risk premium is the additional return an investor will receive from holding KVH Industries 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 KVH Industries. 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 KVH Industries' performance over market.α | 0.23 | β | 0.55 |
KVH Industries 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 KVH Industries' Buy-and-hold return. Our buy-and-hold chart shows how KVH Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KVH Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how KVH Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KVH Industries shares will generate the highest return on investment. By understating and applying KVH Industries stock market price indicators, traders can identify KVH Industries position entry and exit signals to maximize returns.
KVH Industries Return and Market Media
The median price of KVH Industries for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 4.7 with a coefficient of variation of 5.32. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 4.77, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Acquisition by Radoff Bradley Louis of 29912 shares of KVH Industries at 4.6326 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Trimble Charles Robert of 10322 shares of KVH Industries subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Deckoff Stephen H of 50200 shares of KVH Industries at 4.4653 subject to Rule 16b-3 | 09/12/2024 |
4 | Kvh industries sees insider buying, shares worth over 224k acquired | 09/26/2024 |
5 | KVH Industries Inc Q2 2024 Earnings Call Highlights Navigating Revenue Challenges and ... | 10/09/2024 |
6 | Disposition of 726 shares by Brent Bruun of KVH Industries at 4.97 subject to Rule 16b-3 | 10/14/2024 |
7 | KVH and Pacific Basin Completing Hybrid Connectivity and Network Management Upgrade | 11/04/2024 |
8 | KVH Q3 Earnings Snapshot | 11/07/2024 |
9 | KVH Industries Inc Q3 2024 Earnings Call Highlights Navigating Revenue Challenges with ... | 11/08/2024 |
10 | Acquisition by Radoff Bradley Louis of 32501 shares of KVH Industries at 4.8608 subject to Rule 16b-3 | 11/12/2024 |
11 | Acquisition by Radoff Bradley Louis of 17499 shares of KVH Industries at 4.6708 subject to Rule 16b-3 | 11/14/2024 |
12 | KVH Industries to sell Middletown headquarters | 11/18/2024 |
13 | Acquisition by Radoff Bradley Louis of 50500 shares of KVH Industries at 4.4979 subject to Rule 16b-3 | 11/29/2024 |
About KVH Industries 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 KVH or other stocks. Alpha measures the amount that position in KVH Industries 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 72.08 | 70.78 | 79.22 | PTB Ratio | 1.22 | 0.68 | 0.65 |
KVH Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of KVH Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, KVH Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of KVH Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of KVH Industries. Please utilize our Beneish M Score to check the likelihood of KVH Industries' management manipulating its earnings.
21st of March 2024 Upcoming Quarterly Report | View | |
31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with KVH Industries
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Check out KVH Industries Backtesting, KVH Industries Valuation, KVH Industries Correlation, KVH Industries Hype Analysis, KVH Industries Volatility, KVH Industries History and analyze KVH Industries Performance. For more detail on how to invest in KVH Stock please use our How to Invest in KVH Industries guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
KVH Industries 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.