Kraft Heinz Co Stock Alpha and Beta Analysis
| KHC Stock | USD 32.02 0.21 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kraft Heinz Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kraft Heinz over a specified time horizon. Remember, high Kraft Heinz'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 Kraft Heinz's market risk premium analysis include:
Beta 0.5 | Alpha (0.21) | Risk 1.05 | Sharpe Ratio (0.13) | Expected Return (0.14) |
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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.
Kraft |
Kraft Heinz Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kraft Heinz market risk premium is the additional return an investor will receive from holding Kraft Heinz 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 Kraft Heinz. 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 Kraft Heinz's performance over market.| α | -0.21 | β | 0.50 |
Kraft Heinz 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 Kraft Heinz's Buy-and-hold return. Our buy-and-hold chart shows how Kraft Heinz performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kraft Heinz Market Price Analysis
Market price analysis indicators help investors to evaluate how Kraft Heinz stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kraft Heinz shares will generate the highest return on investment. By understating and applying Kraft Heinz stock market price indicators, traders can identify Kraft Heinz position entry and exit signals to maximize returns.
Kraft Heinz Return and Market Media
The median price of Kraft Heinz for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 34.99 with a coefficient of variation of 4.26. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 34.43, and mean deviation of 1.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 718 shares by Frost Diana of Kraft Heinz at 38.68 subject to Rule 16b-3 | 08/30/2024 |
| Kraft Heinz dividend paid on 27th of September 2024 | 09/27/2024 |
2 | Middle East Savory Snacks Market to Attain Valuation of US 3,729.19 Million By 2032 Growing Demand for Healthier Snack Options is Taking Shaping and Changing ma... | 11/05/2024 |
3 | Los Angeles Capital Management LLC Has 23.01 Million Stock Position in The Kraft Heinz Company | 11/11/2024 |
4 | Kraft Heinz must face Mac Cheese lawsuit, judge rules | 11/14/2024 |
5 | Kidoz Inc. Announces Revenue of US2,287,776 and Loss Reduction of 47 percent in Q3 2024 | 11/19/2024 |
About Kraft Heinz 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 Kraft or other stocks. Alpha measures the amount that position in Kraft Heinz 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0433 | 0.0393 | 0.0353 | 0.0307 | Price To Sales Ratio | 1.7 | 1.88 | 2.17 | 2.6 |
Kraft Heinz Upcoming Company Events
As portrayed in its financial statements, the presentation of Kraft Heinz's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kraft Heinz's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kraft Heinz's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kraft Heinz. Please utilize our Beneish M Score to check the likelihood of Kraft Heinz's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Kraft Heinz Backtesting, Kraft Heinz Valuation, Kraft Heinz Correlation, Kraft Heinz Hype Analysis, Kraft Heinz Volatility, Kraft Heinz History and analyze Kraft Heinz Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Kraft Heinz 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.