Kaival Brands Innovations Stock Alpha and Beta Analysis
| KAVL Stock | USD 1.43 0.07 5.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaival Brands Innovations. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaival Brands over a specified time horizon. Remember, high Kaival Brands' 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 Kaival Brands' market risk premium analysis include:
Beta (2.13) | Alpha 0.94 | Risk 7.73 | Sharpe Ratio 0.11 | Expected Return 0.86 |
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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.
Kaival |
Kaival Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaival Brands market risk premium is the additional return an investor will receive from holding Kaival Brands 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 Kaival Brands. 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 Kaival Brands' performance over market.| α | 0.94 | β | -2.13 |
Kaival Brands 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 Kaival Brands' Buy-and-hold return. Our buy-and-hold chart shows how Kaival Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kaival Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Kaival Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kaival Brands shares will generate the highest return on investment. By understating and applying Kaival Brands stock market price indicators, traders can identify Kaival Brands position entry and exit signals to maximize returns.
Kaival Brands Return and Market Media
The median price of Kaival Brands for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 0.91 with a coefficient of variation of 17.91. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.94, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 25000 shares by Stephen Sheriff of Kaival Brands at 1.16 subject to Rule 16b-3 | 11/13/2024 |
2 | Acquisition by Mark Thoenes of 620000 shares of Kaival Brands subject to Rule 16b-3 | 01/02/2025 |
3 | Kaival Brands Innovations Group, Inc. and Delta Corp Holdings Li | 01/10/2025 |
About Kaival Brands 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 Kaival or other stocks. Alpha measures the amount that position in Kaival Brands Innovations 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.
| 2021 | 2022 | 2024 | 2025 (projected) | Payables Turnover | 287.85 | 3.69 | 3.32 | 3.15 | Days Of Inventory On Hand | 39.28 | 141.38 | 127.24 | 133.6 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kaival Brands in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kaival Brands' short interest history, or implied volatility extrapolated from Kaival Brands options trading.
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Check out Kaival Brands Backtesting, Kaival Brands Valuation, Kaival Brands Correlation, Kaival Brands Hype Analysis, Kaival Brands Volatility, Kaival Brands History and analyze Kaival Brands Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Kaival Brands 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.