Eastman Kodak Co Stock Alpha and Beta Analysis
| KODK Stock | USD 7.04 0.27 3.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eastman Kodak Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eastman Kodak over a specified time horizon. Remember, high Eastman Kodak'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 Eastman Kodak's market risk premium analysis include:
Beta 1.01 | Alpha 0.64 | Risk 5.46 | Sharpe Ratio 0.15 | Expected Return 0.83 |
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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.
Eastman |
Eastman Kodak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eastman Kodak market risk premium is the additional return an investor will receive from holding Eastman Kodak 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 Eastman Kodak. 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 Eastman Kodak's performance over market.| α | 0.64 | β | 1.01 |
Eastman Kodak 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 Eastman Kodak's Buy-and-hold return. Our buy-and-hold chart shows how Eastman Kodak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eastman Kodak Market Price Analysis
Market price analysis indicators help investors to evaluate how Eastman Kodak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eastman Kodak shares will generate the highest return on investment. By understating and applying Eastman Kodak stock market price indicators, traders can identify Eastman Kodak position entry and exit signals to maximize returns.
Eastman Kodak Return and Market Media
The median price of Eastman Kodak for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 6.72 with a coefficient of variation of 15.34. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 6.26, and mean deviation of 0.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Performance Comparison Apple And Competitors In Technology Hardware, Storage Peripherals Industry | 11/14/2024 |
2 | Forget Canon, The Kodak Mini 2 Printer With 68 Sheets Is at an All-Time Low Price for Black Friday | 11/26/2024 |
3 | Acquisition by Philippe Katz of 6000 shares of Eastman Kodak at 6.5 subject to Rule 16b-3 | 12/11/2024 |
4 | Acquisition by Sileck Michael of 10000 shares of Eastman Kodak at 7.023 subject to Rule 16b-3 | 12/19/2024 |
5 | Transcript Dana Mattioli on Amazons Everything War | 12/24/2024 |
6 | Investigating Apples Standing In Technology Hardware, Storage Peripherals Industry Compared To Competitors | 12/31/2024 |
7 | Eastman Kodak Company A Bull Case Theory | 01/02/2025 |
8 | Acquisition by Go Ek Ventures Iv, Llc of 14956 shares of Eastman Kodak at 10.0 subject to Rule 16b-3 | 01/03/2025 |
9 | A tale of four Kodaks | 01/10/2025 |
10 | KODK Stock Jumps Over 5 percent Amid Business Services Sector Gains | 01/14/2025 |
11 | Rod Wave, Antonio Brown and Kodak Black How Trumps inauguration guests reflect his new popularity this time | 01/17/2025 |
12 | Positive Signs As Multiple Insiders Buy Eastman Kodak Stock - Simply Wall St | 01/29/2025 |
About Eastman Kodak 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 Eastman or other stocks. Alpha measures the amount that position in Eastman Kodak 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0166 | 0.0129 | 0.0149 | Price To Sales Ratio | 0.2 | 0.28 | 0.25 |
Eastman Kodak Upcoming Company Events
As portrayed in its financial statements, the presentation of Eastman Kodak's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Eastman Kodak's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Eastman Kodak's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Eastman Kodak. Please utilize our Beneish M Score to check the likelihood of Eastman Kodak's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Eastman Kodak
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Align your risk with return expectations
Check out Eastman Kodak Backtesting, Eastman Kodak Valuation, Eastman Kodak Correlation, Eastman Kodak Hype Analysis, Eastman Kodak Volatility, Eastman Kodak History and analyze Eastman Kodak Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Eastman Kodak 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.