Kayne Anderson Bdc, Stock Market Value
| KBDC Stock | 14.76 0.15 1.03% |
| Symbol | Kayne |
Kayne Anderson BDC, 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 Kayne Anderson. If investors know Kayne 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 Kayne Anderson listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.51 |
The market value of Kayne Anderson BDC, is measured differently than its book value, which is the value of Kayne that is recorded on the company's balance sheet. Investors also form their own opinion of Kayne Anderson's value that differs from its market value or its book value, called intrinsic value, which is Kayne Anderson'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 Kayne Anderson's market value can be influenced by many factors that don't directly affect Kayne Anderson'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 Kayne Anderson's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kayne Anderson is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kayne Anderson'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.
Kayne Anderson '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 Kayne Anderson'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 Kayne Anderson.
| 05/28/2025 |
| 12/24/2025 |
If you would invest 0.00 in Kayne Anderson on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Kayne Anderson BDC, or generate 0.0% return on investment in Kayne Anderson over 210 days. Kayne Anderson is related to or competes with New Mountain, Bain Capital, Goldman Sachs, Carlyle Secured, Virtus Investment, Trinity Capital, and PennantPark Floating. Kayne Anderson is entity of United States More
Kayne Anderson 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 Kayne Anderson'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 Kayne Anderson BDC, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.029 | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.32 |
Kayne Anderson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kayne Anderson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kayne Anderson's standard deviation. In reality, there are many statistical measures that can use Kayne Anderson historical prices to predict the future Kayne Anderson's volatility.| Risk Adjusted Performance | 0.0639 | |||
| Jensen Alpha | 0.0482 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0283 | |||
| Treynor Ratio | 0.12 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kayne Anderson'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.
Kayne Anderson BDC, Backtested Returns
At this point, Kayne Anderson is very steady. Kayne Anderson BDC, has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kayne Anderson, which you can use to evaluate the volatility of the firm. Please verify Kayne Anderson's Risk Adjusted Performance of 0.0639, downside deviation of 1.25, and Mean Deviation of 0.9299 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Kayne Anderson has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.78, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kayne Anderson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kayne Anderson is expected to be smaller as well. Kayne Anderson BDC, right now secures a risk of 1.21%. Please verify Kayne Anderson BDC, value at risk, expected short fall, daily balance of power, as well as the relationship between the downside variance and kurtosis , to decide if Kayne Anderson BDC, will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
Kayne Anderson BDC, has poor reverse predictability. Overlapping area represents the amount of predictability between Kayne Anderson time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th of December 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 Kayne Anderson BDC, price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Kayne Anderson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Kayne Anderson BDC, lagged returns against current returns
Autocorrelation, which is Kayne Anderson 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 Kayne Anderson's stock expected returns. We can calculate the autocorrelation of Kayne Anderson returns to help us make a trade decision. For example, suppose you find that Kayne Anderson 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 |
Kayne Anderson 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 Kayne Anderson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kayne Anderson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kayne Anderson stock over time.
Current vs Lagged Prices |
| Timeline |
Kayne Anderson Lagged Returns
When evaluating Kayne Anderson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kayne Anderson stock have on its future price. Kayne Anderson 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, Kayne Anderson autocorrelation shows the relationship between Kayne Anderson stock current value and its past values and can show if there is a momentum factor associated with investing in Kayne Anderson BDC,.
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.When determining whether Kayne Anderson BDC, offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kayne Anderson's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kayne Anderson Bdc, Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kayne Anderson Bdc, Stock:Check out Kayne Anderson Correlation, Kayne Anderson Volatility and Kayne Anderson Alpha and Beta module to complement your research on Kayne Anderson. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
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.