Karman Holdings Stock Market Value
| KRMN Stock | 74.62 2.95 3.80% |
| Symbol | Karman |
Karman Holdings Price To Book Ratio
Is Aerospace & Defense 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 Karman Holdings. If investors know Karman 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 Karman Holdings 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 1.244 | Earnings Share 0.09 | Revenue Per Share | Quarterly Revenue Growth 0.417 | Return On Assets |
The market value of Karman Holdings is measured differently than its book value, which is the value of Karman that is recorded on the company's balance sheet. Investors also form their own opinion of Karman Holdings' value that differs from its market value or its book value, called intrinsic value, which is Karman Holdings' 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 Karman Holdings' market value can be influenced by many factors that don't directly affect Karman Holdings' 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 Karman Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Karman Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Karman Holdings' 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.
Karman Holdings '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 Karman Holdings' 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 Karman Holdings.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Karman Holdings on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Karman Holdings or generate 0.0% return on investment in Karman Holdings over 570 days. Karman Holdings is related to or competes with Huntington Ingalls, Leonardo DRS,, StandardAero,, Topbuild Corp, Sterling Construction, Acuity Brands, and Textron. Karman Holdings is entity of United States More
Karman Holdings 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 Karman Holdings' 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 Karman Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.78 | |||
| Information Ratio | 0.0542 | |||
| Maximum Drawdown | 17.63 | |||
| Value At Risk | (5.73) | |||
| Potential Upside | 5.84 |
Karman Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karman Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Karman Holdings' standard deviation. In reality, there are many statistical measures that can use Karman Holdings historical prices to predict the future Karman Holdings' volatility.| Risk Adjusted Performance | 0.0626 | |||
| Jensen Alpha | 0.092 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0509 | |||
| Treynor Ratio | 0.112 |
Karman Holdings Backtested Returns
As of now, Karman Stock is very steady. Karman Holdings has Sharpe Ratio of 0.0253, which conveys that the firm had a 0.0253 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Karman Holdings, which you can use to evaluate the volatility of the firm. Please verify Karman Holdings' Mean Deviation of 2.69, risk adjusted performance of 0.0626, and Downside Deviation of 3.78 to check out if the risk estimate we provide is consistent with the expected return of 0.0922%. Karman Holdings has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 2.37, 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, Karman Holdings will likely underperform. Karman Holdings right now secures a risk of 3.65%. Please verify Karman Holdings value at risk, as well as the relationship between the skewness and day median price , to decide if Karman Holdings will be following its current price movements.
Auto-correlation | -0.06 |
Very weak reverse predictability
Karman Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Karman Holdings time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Karman Holdings price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Karman Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 7.59 |
Karman Holdings lagged returns against current returns
Autocorrelation, which is Karman Holdings 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 Karman Holdings' stock expected returns. We can calculate the autocorrelation of Karman Holdings returns to help us make a trade decision. For example, suppose you find that Karman Holdings 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 |
Karman Holdings 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 Karman Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Karman Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Karman Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Karman Holdings Lagged Returns
When evaluating Karman Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Karman Holdings stock have on its future price. Karman Holdings 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, Karman Holdings autocorrelation shows the relationship between Karman Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Karman Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Karman Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Karman Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Karman Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Karman Stock
The ability to find closely correlated positions to Karman Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Karman Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Karman Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Karman Holdings to buy it.
The correlation of Karman Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Karman Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Karman Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Karman Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Karman Holdings Correlation, Karman Holdings Volatility and Karman Holdings Alpha and Beta module to complement your research on Karman Holdings. To learn how to invest in Karman Stock, please use our How to Invest in Karman Holdings guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Karman Holdings 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.