Kayne Anderson Mlp Stock Alpha and Beta Analysis
| KYN Stock | USD 13.28 0.06 0.45% |
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 0.59 | Alpha 0.31 | Risk 1.12 | Sharpe Ratio 0.36 | Expected Return 0.4 |
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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.
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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 | 0.31 | β | 0.59 |
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 Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.5 with a coefficient of variation of 7.68. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 11.48, and mean deviation of 0.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Metlife Investment Management, Llc of 00000 shares of Kayne Anderson at 00000.0 subject to Rule 16b-3 | 09/18/2024 |
2 | Kayne Anderson Energy Infrastructure Fund Announces Distribution of 0.24 Per Share for Q3 2024 | 09/19/2024 |
3 | Disposition of 106000 shares by Metlife Investment Management, Llc of Kayne Anderson at 25.0 subject to Rule 16b-3 | 09/20/2024 |
4 | Ex-Div Reminder for Kayne Anderson MLP Investment - Nasdaq | 09/26/2024 |
5 | Disposition of 5108672 shares by American International Group Inc of Kayne Anderson at 5149683.16 subject to Rule 16b-3 | 09/27/2024 |
| Kayne Anderson dividend paid on 7th of October 2024 | 10/07/2024 |
6 | Kayne Anderson Energy Infrastructure Fund Announces Change to Monthly Distributions and Announces Distributions | 10/10/2024 |
7 | Disposition of 2012507 shares by Lincoln National Life Insurance Co in of Kayne Anderson subject to Rule 16b-3 | 10/29/2024 |
8 | Disposition of 3405781 shares by Metlife Investment Management, Llc of Kayne Anderson subject to Rule 16b-3 | 10/31/2024 |
9 | KYN stock hits 52-week high at 11.91 amid robust annual gains - Investing.com | 11/05/2024 |
10 | GUARDIAN LIFE INSURANCE CO OF AMERICA Acquires New Stake in Kayne Anderson Energy ... | 11/15/2024 |
11 | Acquisition by Metlife Investment Management, Llc of 9600000 shares of Kayne Anderson at 9600000.0 subject to Rule 16b-3 | 11/19/2024 |
12 | KYN stock touches 52-week high at 13.16 amid robust growth - Investing.com Canada | 11/21/2024 |
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.
| 2020 | 2021 | 2022 | 2023 (projected) | PTB Ratio | 0.87 | 0.83 | 0.66 | 0.76 | Dividend Yield | 0.0837 | 0.0859 | 0.0957 | 0.11 |
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.
Build Portfolio with Kayne Anderson
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Align your risk with return expectations
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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
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.