Kkr Real Estate Stock Market Value
| KREF Stock | USD 11.57 0.01 0.09% |
| Symbol | KKR |
KKR Real Estate Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) 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 KKR Real. If investors know KKR 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 KKR Real 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 (0.64) | Dividend Share 1.18 | Earnings Share (0.29) | Revenue Per Share 0.959 | Quarterly Revenue Growth (0.79) |
The market value of KKR Real Estate is measured differently than its book value, which is the value of KKR that is recorded on the company's balance sheet. Investors also form their own opinion of KKR Real's value that differs from its market value or its book value, called intrinsic value, which is KKR Real'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 KKR Real's market value can be influenced by many factors that don't directly affect KKR Real'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 KKR Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if KKR Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KKR Real'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.
KKR Real '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 KKR Real'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 KKR Real.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in KKR Real on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding KKR Real Estate or generate 0.0% return on investment in KKR Real over 720 days. KKR Real is related to or competes with Ellington Financial, Dynex Capital, Ares Commercial, Cherry Hill, Apollo Commercial, Ready Capital, and Ellington Residential. KKR Real Estate Finance Trust Inc., a mortgage real estate investment trust, focuses primarily on originating and acquir... More
KKR Real 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 KKR Real'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 KKR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.02 |
KKR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KKR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KKR Real's standard deviation. In reality, there are many statistical measures that can use KKR Real historical prices to predict the future KKR Real's volatility.| Risk Adjusted Performance | 0.0542 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1288 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KKR Real'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.
KKR Real Estate Backtested Returns
At this point, KKR Real is not too volatile. KKR Real Estate has Sharpe Ratio of 0.0146, which conveys that the firm had a 0.0146% return per unit of volatility over the last 3 months. We have found thirty technical indicators for KKR Real, which you can use to evaluate the volatility of the firm. Please verify KKR Real's risk adjusted performance of 0.0542, and Mean Deviation of 1.04 to check out if the risk estimate we provide is consistent with the expected return of 0.0204%. KKR Real has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KKR Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding KKR Real is expected to be smaller as well. KKR Real Estate currently secures a risk of 1.4%. Please verify KKR Real Estate expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if KKR Real Estate will be following its current price movements.
Auto-correlation | 0.39 |
Below average predictability
KKR Real Estate has below average predictability. Overlapping area represents the amount of predictability between KKR Real time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 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 KKR Real Estate price movement. The serial correlation of 0.39 indicates that just about 39.0% of current KKR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
KKR Real Estate lagged returns against current returns
Autocorrelation, which is KKR Real 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 KKR Real's stock expected returns. We can calculate the autocorrelation of KKR Real returns to help us make a trade decision. For example, suppose you find that KKR Real 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 |
KKR Real 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 KKR Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KKR Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KKR Real stock over time.
Current vs Lagged Prices |
| Timeline |
KKR Real Lagged Returns
When evaluating KKR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KKR Real stock have on its future price. KKR Real 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, KKR Real autocorrelation shows the relationship between KKR Real stock current value and its past values and can show if there is a momentum factor associated with investing in KKR Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether KKR Real Estate is a strong investment it is important to analyze KKR Real's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact KKR Real's future performance. For an informed investment choice regarding KKR Stock, refer to the following important reports:Check out KKR Real Correlation, KKR Real Volatility and KKR Real Alpha and Beta module to complement your research on KKR Real. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
KKR Real 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.