Kimco Realty (Germany) Alpha and Beta Analysis
| KIC Stock | EUR 24.20 0.20 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kimco Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kimco Realty over a specified time horizon. Remember, high Kimco Realty'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 Kimco Realty's market risk premium analysis include:
Beta (0.07) | Alpha 0.24 | Risk 1.17 | Sharpe Ratio 0.2 | Expected Return 0.24 |
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.
Kimco |
Kimco Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kimco Realty market risk premium is the additional return an investor will receive from holding Kimco Realty 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 Kimco Realty. 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 Kimco Realty's performance over market.| α | 0.24 | β | -0.07 |
Kimco Realty 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 Kimco Realty's Buy-and-hold return. Our buy-and-hold chart shows how Kimco Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kimco Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Kimco Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kimco Realty shares will generate the highest return on investment. By understating and applying Kimco Realty stock market price indicators, traders can identify Kimco Realty position entry and exit signals to maximize returns.
Kimco Realty Return and Market Media
The median price of Kimco Realty for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 21.8 with a coefficient of variation of 5.55. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 21.93, and mean deviation of 1.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Kimco Realty 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 Kimco or other stocks. Alpha measures the amount that position in Kimco Realty 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 Kimco Realty 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, Kimco Realty's short interest history, or implied volatility extrapolated from Kimco Realty options trading.
Build Portfolio with Kimco Realty
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
Additional Information and Resources on Investing in Kimco Stock
When determining whether Kimco Realty is a strong investment it is important to analyze Kimco Realty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Kimco Realty's future performance. For an informed investment choice regarding Kimco Stock, refer to the following important reports:Check out Kimco Realty Backtesting, Kimco Realty Valuation, Kimco Realty Correlation, Kimco Realty Hype Analysis, Kimco Realty Volatility, Kimco Realty History and analyze Kimco Realty Performance. For more detail on how to invest in Kimco Stock please use our How to Invest in Kimco Realty guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Kimco Realty 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.