KROGER 69 percent Market Value

501044CK5   105.28  7.53  6.67%   
KROGER's market value is the price at which a share of KROGER trades on an exchange. It measures the collective expectations of KROGER 69 percent investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of KROGER 69 percent and determine expected loss or profit from investing in KROGER over a given investment horizon.
Check out KROGER Correlation, KROGER Volatility and KROGER Alpha and Beta module to complement your research on KROGER.
Symbol

Please note, there is a significant difference between KROGER's value and its price as these two are different measures arrived at by different means. Investors typically determine if KROGER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KROGER'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.

KROGER '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 KROGER's bond 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 KROGER.
0.00
10/30/2024
No Change 0.00  0.0 
In 31 days
11/29/2024
0.00
If you would invest  0.00  in KROGER on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding KROGER 69 percent or generate 0.0% return on investment in KROGER over 30 days. KROGER is related to or competes with BRP, JD Sports, JBG SMITH, United Parks, HNI Corp, Hudson Pacific, and Eastern. More

KROGER 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 KROGER's bond 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 KROGER 69 percent upside and downside potential and time the market with a certain degree of confidence.

KROGER Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for KROGER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KROGER's standard deviation. In reality, there are many statistical measures that can use KROGER historical prices to predict the future KROGER's volatility.
Hype
Prediction
LowEstimatedHigh
103.93105.28106.63
Details
Intrinsic
Valuation
LowRealHigh
100.16101.51115.81
Details
Naive
Forecast
LowNextHigh
103.29104.64105.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
104.74110.39116.04
Details

KROGER 69 percent Backtested Returns

KROGER 69 percent has Sharpe Ratio of -0.19, which conveys that the entity had a -0.19% return per unit of volatility over the last 3 months. KROGER exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KROGER's risk adjusted performance of (0.05), and Mean Deviation of 0.8699 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KROGER's returns are expected to increase less than the market. However, during the bear market, the loss of holding KROGER is expected to be smaller as well.

Auto-correlation

    
  0.25  

Poor predictability

KROGER 69 percent has poor predictability. Overlapping area represents the amount of predictability between KROGER time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 KROGER 69 percent price movement. The serial correlation of 0.25 indicates that over 25.0% of current KROGER price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.11
Residual Average0.0
Price Variance7.24

KROGER 69 percent lagged returns against current returns

Autocorrelation, which is KROGER bond'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 KROGER's bond expected returns. We can calculate the autocorrelation of KROGER returns to help us make a trade decision. For example, suppose you find that KROGER has exhibited high autocorrelation historically, and you observe that the bond 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  

KROGER 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 KROGER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KROGER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KROGER bond over time.
   Current vs Lagged Prices   
       Timeline  

KROGER Lagged Returns

When evaluating KROGER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KROGER bond have on its future price. KROGER 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, KROGER autocorrelation shows the relationship between KROGER bond current value and its past values and can show if there is a momentum factor associated with investing in KROGER 69 percent.
   Regressed Prices   
       Timeline  

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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.

Other Information on Investing in KROGER Bond

KROGER financial ratios help investors to determine whether KROGER Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KROGER with respect to the benefits of owning KROGER security.