Kroger's market value is the price at which a share of Kroger trades on a public exchange. It measures the collective expectations of The Kroger Co investors about its performance. Kroger is trading at 362.88 as of the 14th of January 2025, a 0.1% down since the beginning of the trading day. The stock's open price was 363.24. With this module, you can estimate the performance of a buy and hold strategy of The Kroger Co and determine expected loss or profit from investing in Kroger over a given investment horizon. Check out Kroger Correlation, Kroger Volatility and Kroger Alpha and Beta module to complement your research on Kroger.
Please note, there is a significant difference between Kroger's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kroger is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kroger'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.
Kroger '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 Kroger'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 Kroger.
0.00
12/15/2024
No Change 0.00
0.0
In 30 days
01/14/2025
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If you would invest 0.00 in Kroger on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding The Kroger Co or generate 0.0% return on investment in Kroger over 30 days. Kroger is related to or competes with Sendas Distribuidora, BTG Pactual, Plano Plano, Gen Digital, Cable One, and British American. The company operates combination food and drug stores, multi-department stores, marketplace stores, and price impact war... More
Kroger 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 Kroger'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 The Kroger Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kroger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kroger's standard deviation. In reality, there are many statistical measures that can use Kroger historical prices to predict the future Kroger's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Kroger. Your research has to be compared to or analyzed against Kroger's peers to derive any actionable benefits. When done correctly, Kroger's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in The Kroger.
The Kroger Backtested Returns
Kroger appears to be very steady, given 3 months investment horizon. The Kroger has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kroger, which you can use to evaluate the volatility of the firm. Please exercise Kroger's Market Risk Adjusted Performance of (9.42), downside deviation of 1.98, and Risk Adjusted Performance of 0.1188 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kroger holds a performance score of 8. The company secures a Beta (Market Risk) of -0.0325, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kroger are expected to decrease at a much lower rate. During the bear market, Kroger is likely to outperform the market. Please check Kroger's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Kroger's current price movements will revert.
Auto-correlation
-0.42
Modest reverse predictability
The Kroger Co has modest reverse predictability. Overlapping area represents the amount of predictability between Kroger time series from 15th of December 2024 to 30th of December 2024 and 30th of December 2024 to 14th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Kroger price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Kroger price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.42
Spearman Rank Test
-0.53
Residual Average
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Price Variance
97.72
The Kroger lagged returns against current returns
Autocorrelation, which is Kroger 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 Kroger's stock expected returns. We can calculate the autocorrelation of Kroger returns to help us make a trade decision. For example, suppose you find that Kroger 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
Kroger 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 Kroger stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kroger stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kroger stock over time.
Current vs Lagged Prices
Timeline
Kroger Lagged Returns
When evaluating Kroger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kroger stock have on its future price. Kroger 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, Kroger autocorrelation shows the relationship between Kroger stock current value and its past values and can show if there is a momentum factor associated with investing in The Kroger Co.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Kroger financial ratios help investors to determine whether Kroger Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kroger with respect to the benefits of owning Kroger security.