KROGER 5 percent Market Value
| 501044CR0 | 92.45 0.01 0.01% |
| Symbol | KROGER |
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.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in KROGER on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding KROGER 5 percent or generate 0.0% return on investment in KROGER over 180 days. KROGER is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. 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 5 percent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.81 |
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.| Risk Adjusted Performance | 0.023 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0764 |
KROGER 5 percent Backtested Returns
KROGER 5 percent has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11% return per unit of volatility over the last 3 months. KROGER exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KROGER's risk adjusted performance of 0.023, and Mean Deviation of 1.22 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. 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 | -0.81 |
Excellent reverse predictability
KROGER 5 percent has excellent reverse predictability. Overlapping area represents the amount of predictability between KROGER time series from 30th of May 2024 to 28th of August 2024 and 28th of August 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 KROGER 5 percent price movement. The serial correlation of -0.81 indicates that around 81.0% of current KROGER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 3.86 |
KROGER 5 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 5 percent.
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.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.