Fs Kkr Capital Stock Market Value
| FSK Stock | USD 21.54 0.05 0.23% |
| Symbol | FSK |
FS KKR Capital Price To Book Ratio
Is Asset Management & Custody Banks 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 FS KKR. If investors know FSK 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 FS KKR listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.40) | Dividend Share 2.56 | Earnings Share 1.88 | Revenue Per Share 6.288 | Quarterly Revenue Growth (0.05) |
The market value of FS KKR Capital is measured differently than its book value, which is the value of FSK that is recorded on the company's balance sheet. Investors also form their own opinion of FS KKR's value that differs from its market value or its book value, called intrinsic value, which is FS KKR'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 FS KKR's market value can be influenced by many factors that don't directly affect FS KKR'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 FS KKR's value and its price as these two are different measures arrived at by different means. Investors typically determine if FS KKR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FS KKR'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.
FS KKR '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 FS KKR'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 FS KKR.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in FS KKR on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding FS KKR Capital or generate 0.0% return on investment in FS KKR over 30 days. FS KKR is related to or competes with BlackRock TCP, Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Carlyle Secured, and Hercules Capital. FS KKR Capital Corp. is a business development company specializing in investments in debt securities More
FS KKR 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 FS KKR'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 FS KKR Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7711 | |||
| Information Ratio | 0.1434 | |||
| Maximum Drawdown | 3.48 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.41 |
FS KKR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FS KKR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FS KKR's standard deviation. In reality, there are many statistical measures that can use FS KKR historical prices to predict the future FS KKR's volatility.| Risk Adjusted Performance | 0.1991 | |||
| Jensen Alpha | 0.1528 | |||
| Total Risk Alpha | 0.1092 | |||
| Sortino Ratio | 0.1475 | |||
| Treynor Ratio | 0.3667 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FS KKR'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.
FS KKR Capital Backtested Returns
As of now, FSK Stock is very steady. FS KKR Capital retains Efficiency (Sharpe Ratio) of 0.23, which denotes the company had a 0.23% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for FS KKR, which you can use to evaluate the volatility of the firm. Please confirm FS KKR's Standard Deviation of 0.7933, market risk adjusted performance of 0.3767, and Downside Deviation of 0.7711 to check if the risk estimate we provide is consistent with the expected return of 0.18%. FS KKR has a performance score of 18 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, FS KKR's returns are expected to increase less than the market. However, during the bear market, the loss of holding FS KKR is expected to be smaller as well. FS KKR Capital today owns a risk of 0.8%. Please confirm FS KKR Capital coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if FS KKR Capital will be following its current price history.
Auto-correlation | -0.36 |
Poor reverse predictability
FS KKR Capital has poor reverse predictability. Overlapping area represents the amount of predictability between FS KKR 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 FS KKR Capital price movement. The serial correlation of -0.36 indicates that just about 36.0% of current FS KKR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
FS KKR Capital lagged returns against current returns
Autocorrelation, which is FS KKR 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 FS KKR's stock expected returns. We can calculate the autocorrelation of FS KKR returns to help us make a trade decision. For example, suppose you find that FS KKR 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 |
FS KKR 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 FS KKR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FS KKR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FS KKR stock over time.
Current vs Lagged Prices |
| Timeline |
FS KKR Lagged Returns
When evaluating FS KKR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FS KKR stock have on its future price. FS KKR 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, FS KKR autocorrelation shows the relationship between FS KKR stock current value and its past values and can show if there is a momentum factor associated with investing in FS KKR Capital.
Regressed Prices |
| Timeline |
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FS KKR 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.