Krispy Kreme Stock Market Value
| DNUT Stock | USD 11.04 0.15 1.38% |
| Symbol | Krispy |
Krispy Kreme Price To Book Ratio
Is Hotels, Restaurants & Leisure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Krispy Kreme. If investors know Krispy will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Krispy Kreme listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.14 | Earnings Share 0.16 | Revenue Per Share 10.132 | Quarterly Revenue Growth (0.07) | Return On Assets 0.0019 |
The market value of Krispy Kreme is measured differently than its book value, which is the value of Krispy that is recorded on the company's balance sheet. Investors also form their own opinion of Krispy Kreme's value that differs from its market value or its book value, called intrinsic value, which is Krispy Kreme's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Krispy Kreme's market value can be influenced by many factors that don't directly affect Krispy Kreme's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Krispy Kreme's value and its price as these two are different measures arrived at by different means. Investors typically determine if Krispy Kreme is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Krispy Kreme's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Krispy Kreme 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Krispy Kreme's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Krispy Kreme.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Krispy Kreme on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Krispy Kreme or generate 0.0% return on investment in Krispy Kreme over 30 days. Krispy Kreme is related to or competes with Sendas Distribuidora, Natural Grocers, Sprouts Farmers, Albertsons Companies, Ingles Markets, Kroger, and Grocery Outlet. Krispy Kreme, Inc., together with its subsidiaries, operates through an omni-channel business model to provide doughnut ... More
Krispy Kreme Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Krispy Kreme's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Krispy Kreme upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.58 |
Krispy Kreme Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Krispy Kreme's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Krispy Kreme's standard deviation. In reality, there are many statistical measures that can use Krispy Kreme historical prices to predict the future Krispy Kreme's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0632 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Krispy Kreme's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Krispy Kreme Backtested Returns
Currently, Krispy Kreme is not too volatile. Krispy Kreme has Sharpe Ratio of 0.0365, which conveys that the firm had a 0.0365% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Krispy Kreme, which you can use to evaluate the volatility of the firm. Please verify Krispy Kreme's Downside Deviation of 2.13, mean deviation of 1.73, and Risk Adjusted Performance of 0.0222 to check out if the risk estimate we provide is consistent with the expected return of 0.0763%. Krispy Kreme has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.53, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Krispy Kreme's returns are expected to increase less than the market. However, during the bear market, the loss of holding Krispy Kreme is expected to be smaller as well. Krispy Kreme right now secures a risk of 2.09%. Please verify Krispy Kreme sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Krispy Kreme will be following its current price movements.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Krispy Kreme has insignificant reverse predictability. Overlapping area represents the amount of predictability between Krispy Kreme time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Krispy Kreme price movement. The serial correlation of -0.16 indicates that over 16.0% of current Krispy Kreme price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Krispy Kreme lagged returns against current returns
Autocorrelation, which is Krispy Kreme stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Krispy Kreme's stock expected returns. We can calculate the autocorrelation of Krispy Kreme returns to help us make a trade decision. For example, suppose you find that Krispy Kreme has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Krispy Kreme regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Krispy Kreme stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Krispy Kreme stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Krispy Kreme stock over time.
Current vs Lagged Prices |
| Timeline |
Krispy Kreme Lagged Returns
When evaluating Krispy Kreme's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Krispy Kreme stock have on its future price. Krispy Kreme autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Krispy Kreme autocorrelation shows the relationship between Krispy Kreme stock current value and its past values and can show if there is a momentum factor associated with investing in Krispy Kreme.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Krispy Stock Analysis
When running Krispy Kreme's price analysis, check to measure Krispy Kreme's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Krispy Kreme is operating at the current time. Most of Krispy Kreme's value examination focuses on studying past and present price action to predict the probability of Krispy Kreme's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Krispy Kreme's price. Additionally, you may evaluate how the addition of Krispy Kreme to your portfolios can decrease your overall portfolio volatility.