Kosmos Energy Stock Market Value
| KOS Stock | USD 3.95 0.07 1.74% |
| Symbol | Kosmos |
Kosmos Energy Price To Book Ratio
Is Oil & Gas Exploration & Production 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 Kosmos Energy. If investors know Kosmos 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 Kosmos Energy 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 (0.50) | Earnings Share 0.45 | Revenue Per Share 3.816 | Quarterly Revenue Growth (0.23) | Return On Assets 0.0625 |
The market value of Kosmos Energy is measured differently than its book value, which is the value of Kosmos that is recorded on the company's balance sheet. Investors also form their own opinion of Kosmos Energy's value that differs from its market value or its book value, called intrinsic value, which is Kosmos Energy'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 Kosmos Energy's market value can be influenced by many factors that don't directly affect Kosmos Energy'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 Kosmos Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kosmos Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kosmos Energy'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.
Kosmos Energy '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 Kosmos Energy'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 Kosmos Energy.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Kosmos Energy on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Kosmos Energy or generate 0.0% return on investment in Kosmos Energy over 90 days. Kosmos Energy is related to or competes with Devon Energy, ConocoPhillips, Occidental Petroleum, Permian Resources, EOG Resources, Coterra Energy, and Range Resources. Kosmos Energy Ltd., a deep-water independent oil and gas exploration and production company, focuses along the Atlantic ... More
Kosmos Energy 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 Kosmos Energy'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 Kosmos Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.82 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 5.62 |
Kosmos Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kosmos Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kosmos Energy's standard deviation. In reality, there are many statistical measures that can use Kosmos Energy historical prices to predict the future Kosmos Energy's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | (0.14) |
Kosmos Energy Backtested Returns
Kosmos Energy has Sharpe Ratio of -0.0697, which conveys that the firm had a -0.0697% return per unit of risk over the last 3 months. Kosmos Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kosmos Energy's Mean Deviation of 2.82, risk adjusted performance of (0.03), and Standard Deviation of 3.48 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.27, 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, Kosmos Energy will likely underperform. At this point, Kosmos Energy has a negative expected return of -0.24%. Please make sure to verify Kosmos Energy's treynor ratio and daily balance of power , to decide if Kosmos Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Kosmos Energy has below average predictability. Overlapping area represents the amount of predictability between Kosmos Energy time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Kosmos Energy price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Kosmos Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Kosmos Energy lagged returns against current returns
Autocorrelation, which is Kosmos Energy 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 Kosmos Energy's stock expected returns. We can calculate the autocorrelation of Kosmos Energy returns to help us make a trade decision. For example, suppose you find that Kosmos Energy 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 |
Kosmos Energy 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 Kosmos Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kosmos Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kosmos Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Kosmos Energy Lagged Returns
When evaluating Kosmos Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kosmos Energy stock have on its future price. Kosmos Energy 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, Kosmos Energy autocorrelation shows the relationship between Kosmos Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Kosmos Energy.
Regressed Prices |
| Timeline |
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Additional Tools for Kosmos Stock Analysis
When running Kosmos Energy's price analysis, check to measure Kosmos Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kosmos Energy is operating at the current time. Most of Kosmos Energy's value examination focuses on studying past and present price action to predict the probability of Kosmos Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kosmos Energy's price. Additionally, you may evaluate how the addition of Kosmos Energy to your portfolios can decrease your overall portfolio volatility.