Key Energy Services Stock Alpha and Beta Analysis
| KEGX Stock | USD 1.83 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Key Energy Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Key Energy over a specified time horizon. Remember, high Key Energy'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 Key Energy's market risk premium analysis include:
Beta (15.53) | Alpha 49.86 | Risk 225.36 | Sharpe Ratio 0.22 | Expected Return 48.5 |
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.
Key |
Key Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Key Energy market risk premium is the additional return an investor will receive from holding Key Energy 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 Key Energy. 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 Key Energy's performance over market.| α | 49.86 | β | -15.53 |
Key Energy Fundamentals Vs Peers
Comparing Key Energy's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Key Energy's direct or indirect competition across all of the common fundamentals between Key Energy and the related equities. This way, we can detect undervalued stocks with similar characteristics as Key Energy or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Key Energy's fundamental indicators could also be used in its relative valuation, which is a method of valuing Key Energy by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Key Energy to competition |
| Fundamentals | Key Energy | Peer Average |
| Return On Equity | 1.88 | -0.31 |
| Return On Asset | -0.11 | -0.14 |
| Profit Margin | 0.23 % | (1.27) % |
| Operating Margin | (0.23) % | (5.51) % |
| Current Valuation | 55.53 M | 16.62 B |
| Shares Outstanding | 13.78 M | 571.82 M |
| Number Of Shares Shorted | 32.54 K | 4.71 M |
Key Energy Opportunities
Key Energy Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Key Energy 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 Key or other pink sheets. Alpha measures the amount that position in Key Energy Services 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.
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 Key Energy 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, Key Energy's short interest history, or implied volatility extrapolated from Key Energy options trading.
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Additional Tools for Key Pink Sheet Analysis
When running Key Energy's price analysis, check to measure Key Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Key Energy is operating at the current time. Most of Key Energy's value examination focuses on studying past and present price action to predict the probability of Key Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Key Energy's price. Additionally, you may evaluate how the addition of Key Energy to your portfolios can decrease your overall portfolio volatility.