Fs Kkr Capital Stock Alpha and Beta Analysis
| FSK Stock | USD 21.54 0.05 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FS KKR Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in FS KKR over a specified time horizon. Remember, high FS KKR's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to FS KKR's market risk premium analysis include:
Beta 0.54 | Alpha 0.15 | Risk 0.8 | Sharpe Ratio 0.21 | Expected Return 0.17 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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FS KKR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FS KKR market risk premium is the additional return an investor will receive from holding FS KKR long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in FS KKR. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate FS KKR's performance over market.| α | 0.15 | β | 0.54 |
FS KKR expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of FS KKR's Buy-and-hold return. Our buy-and-hold chart shows how FS KKR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FS KKR Market Price Analysis
Market price analysis indicators help investors to evaluate how FS KKR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FS KKR shares will generate the highest return on investment. By understating and applying FS KKR stock market price indicators, traders can identify FS KKR position entry and exit signals to maximize returns.
FS KKR Return and Market Media
The median price of FS KKR for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 20.02 with a coefficient of variation of 3.34. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 20.07, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | FS KKR Capital Corp. Shares Bought by Naviter Wealth LLC - MarketBeat | 09/03/2024 |
| FS KKR dividend paid on 2nd of October 2024 | 10/02/2024 |
2 | Acquisition by Brian Gerson of 5000 shares of FS KKR at 22.9532 subject to Rule 16b-3 | 10/04/2024 |
3 | FS KKR Capital declares 0.64 dividend 0.06 supplemental dividend | 10/10/2024 |
4 | Short Interest in FS KKR Capital Corp. Drops By 8.3 | 10/17/2024 |
5 | Meridian Bank Surpasses Q3 Earnings and Revenue Estimates | 10/25/2024 |
6 | Earnings To Watch FS KKR Capital Corp Reports Q3 2024 Result | 11/05/2024 |
7 | FS KKR Capital Corp Q3 2024 Earnings Report Preview What To Expect | 11/06/2024 |
8 | Q3 2024 FS KKR Capital Corp Earnings Call Transcript | 11/08/2024 |
9 | FSK Prices Public Offering of 600 million 6.125 percent Unsecured Notes Due 2030 | 11/14/2024 |
10 | FSK Completes Public Offering of 600 million 6.125 percent Unsecured Notes Due 2030 | 11/20/2024 |
About FS KKR Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including FSK or other stocks. Alpha measures the amount that position in FS KKR Capital has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2024 (projected) | Dividend Yield | 0.15 | 0.0762 | Price To Sales Ratio | 3.03 | 2.91 |
FS KKR Upcoming Company Events
As portrayed in its financial statements, the presentation of FS KKR's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FS KKR's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FS KKR's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FS KKR. Please utilize our Beneish M Score to check the likelihood of FS KKR's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with FS KKR
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Align your risk with return expectations
Check out FS KKR Backtesting, FS KKR Valuation, FS KKR Correlation, FS KKR Hype Analysis, FS KKR Volatility, FS KKR History and analyze FS KKR Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
FS KKR 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.