Kestrel Group, Stock Market Value
| KG Stock | 10.19 0.25 2.39% |
| Symbol | Kestrel |
Is Pharmaceuticals 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 Kestrel Group,. If investors know Kestrel 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 Kestrel Group, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 8.73 | Revenue Per Share 3.446 | Quarterly Revenue Growth 22.198 |
The market value of Kestrel Group, is measured differently than its book value, which is the value of Kestrel that is recorded on the company's balance sheet. Investors also form their own opinion of Kestrel Group,'s value that differs from its market value or its book value, called intrinsic value, which is Kestrel Group,'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 Kestrel Group,'s market value can be influenced by many factors that don't directly affect Kestrel Group,'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 Kestrel Group,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Kestrel Group, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kestrel Group,'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.
Kestrel Group, '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 Kestrel Group,'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 Kestrel Group,.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Kestrel Group, on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Kestrel Group, or generate 0.0% return on investment in Kestrel Group, over 720 days. Kestrel Group, is related to or competes with Yuanbao American, Kingstone Companies, Security National, OP Bancorp, First Internet, SWK Holdings, and Hawthorn Bancshares. Kestrel Group, is entity of United States More
Kestrel Group, 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 Kestrel Group,'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 Kestrel Group, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 34.2 | |||
| Value At Risk | (7.27) | |||
| Potential Upside | 4.22 |
Kestrel Group, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kestrel Group,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kestrel Group,'s standard deviation. In reality, there are many statistical measures that can use Kestrel Group, historical prices to predict the future Kestrel Group,'s volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (1.53) | |||
| Total Risk Alpha | (1.94) | |||
| Treynor Ratio | (1.17) |
Kestrel Group, Backtested Returns
Kestrel Group, has Sharpe Ratio of -0.31, which conveys that the firm had a -0.31 % return per unit of risk over the last 3 months. Kestrel Group, exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kestrel Group,'s Risk Adjusted Performance of (0.21), mean deviation of 3.24, and Standard Deviation of 4.66 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.22, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kestrel Group, will likely underperform. At this point, Kestrel Group, has a negative expected return of -1.44%. Please make sure to verify Kestrel Group,'s kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Kestrel Group, performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Kestrel Group, has below average predictability. Overlapping area represents the amount of predictability between Kestrel Group, time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th 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 Kestrel Group, price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Kestrel Group, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 29.15 |
Kestrel Group, lagged returns against current returns
Autocorrelation, which is Kestrel Group, 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 Kestrel Group,'s stock expected returns. We can calculate the autocorrelation of Kestrel Group, returns to help us make a trade decision. For example, suppose you find that Kestrel Group, 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 |
Kestrel Group, 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 Kestrel Group, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kestrel Group, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kestrel Group, stock over time.
Current vs Lagged Prices |
| Timeline |
Kestrel Group, Lagged Returns
When evaluating Kestrel Group,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kestrel Group, stock have on its future price. Kestrel Group, 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, Kestrel Group, autocorrelation shows the relationship between Kestrel Group, stock current value and its past values and can show if there is a momentum factor associated with investing in Kestrel Group,.
Regressed Prices |
| Timeline |
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Check out Kestrel Group, Correlation, Kestrel Group, Volatility and Kestrel Group, Alpha and Beta module to complement your research on Kestrel Group,. For more detail on how to invest in Kestrel Stock please use our How to Invest in Kestrel Group, guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Kestrel Group, 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.