Kraft Heinz Co Stock Market Value
| KHC Stock | USD 31.81 0.72 2.32% |
| Symbol | Kraft |
Kraft Heinz Price To Book Ratio
Is Packaged Foods & Meats 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 Kraft Heinz. If investors know Kraft 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 Kraft Heinz 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 (0.90) | Dividend Share 1.6 | Earnings Share 1.11 | Revenue Per Share 21.506 | Quarterly Revenue Growth (0.03) |
The market value of Kraft Heinz is measured differently than its book value, which is the value of Kraft that is recorded on the company's balance sheet. Investors also form their own opinion of Kraft Heinz's value that differs from its market value or its book value, called intrinsic value, which is Kraft Heinz'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 Kraft Heinz's market value can be influenced by many factors that don't directly affect Kraft Heinz'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 Kraft Heinz's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kraft Heinz is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kraft Heinz'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.
Kraft Heinz '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 Kraft Heinz'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 Kraft Heinz.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Kraft Heinz on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Kraft Heinz Co or generate 0.0% return on investment in Kraft Heinz over 540 days. Kraft Heinz is related to or competes with General Mills, Campbell Soup, ConAgra Foods, Hormel Foods, Kellanova, McCormick Company, and Lamb Weston. The Kraft Heinz Company, together with its subsidiaries, manufactures and markets food and beverage products in the Unit... More
Kraft Heinz 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 Kraft Heinz'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 Kraft Heinz Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.35 |
Kraft Heinz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kraft Heinz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kraft Heinz's standard deviation. In reality, there are many statistical measures that can use Kraft Heinz historical prices to predict the future Kraft Heinz's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.31) |
Kraft Heinz Backtested Returns
Kraft Heinz has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. Kraft Heinz exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kraft Heinz's Mean Deviation of 0.8207, standard deviation of 1.03, and Risk Adjusted Performance of (0.10) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kraft Heinz's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kraft Heinz is expected to be smaller as well. At this point, Kraft Heinz has a negative expected return of -0.16%. Please make sure to verify Kraft Heinz's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Kraft Heinz performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Kraft Heinz Co has below average predictability. Overlapping area represents the amount of predictability between Kraft Heinz time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 Kraft Heinz price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kraft Heinz price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 2.34 |
Kraft Heinz lagged returns against current returns
Autocorrelation, which is Kraft Heinz 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 Kraft Heinz's stock expected returns. We can calculate the autocorrelation of Kraft Heinz returns to help us make a trade decision. For example, suppose you find that Kraft Heinz 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 |
Kraft Heinz 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 Kraft Heinz stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kraft Heinz stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kraft Heinz stock over time.
Current vs Lagged Prices |
| Timeline |
Kraft Heinz Lagged Returns
When evaluating Kraft Heinz's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kraft Heinz stock have on its future price. Kraft Heinz 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, Kraft Heinz autocorrelation shows the relationship between Kraft Heinz stock current value and its past values and can show if there is a momentum factor associated with investing in Kraft Heinz 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.When determining whether Kraft Heinz offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kraft Heinz'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 Kraft Heinz Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kraft Heinz Co Stock:Check out Kraft Heinz Correlation, Kraft Heinz Volatility and Kraft Heinz Alpha and Beta module to complement your research on Kraft Heinz. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Kraft Heinz 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.