Kontoor Brands Stock Alpha and Beta Analysis
| KTB Stock | USD 91.38 3.53 4.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kontoor Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kontoor Brands over a specified time horizon. Remember, high Kontoor 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 Kontoor Brands' market risk premium analysis include:
Beta 0.56 | Alpha 0.33 | Risk 2.23 | Sharpe Ratio 0.16 | Expected Return 0.37 |
Kontoor Brands Quarterly Cash And Equivalents |
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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.
Kontoor |
Kontoor Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kontoor Brands market risk premium is the additional return an investor will receive from holding Kontoor 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 Kontoor 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 Kontoor Brands' performance over market.| α | 0.33 | β | 0.56 |
Kontoor 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 Kontoor Brands' Buy-and-hold return. Our buy-and-hold chart shows how Kontoor Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kontoor Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Kontoor 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 Kontoor Brands shares will generate the highest return on investment. By understating and applying Kontoor Brands stock market price indicators, traders can identify Kontoor Brands position entry and exit signals to maximize returns.
Kontoor Brands Return and Market Media
The median price of Kontoor Brands for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 79.55 with a coefficient of variation of 7.53. The daily time series for the period is distributed with a sample standard deviation of 6.03, arithmetic mean of 80.14, and mean deviation of 4.93. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Wrangler Launches Global Campaign, Good Mornings Make for Better Days, Celebrating Starting the Day off Right | 09/12/2024 |
2 | Disposition of 25332 shares by Scott Baxter of Kontoor Brands at 25.2684 subject to Rule 16b-3 | 09/17/2024 |
| Kontoor Brands dividend paid on 20th of September 2024 | 09/20/2024 |
3 | Disposition of 2968 shares by Joseph Alkire of Kontoor Brands at 78.09 subject to Rule 16b-3 | 09/23/2024 |
4 | Kontoor Brands Has A Pretty Healthy Balance Sheet | 10/09/2024 |
5 | KTB Stock Jumps on Strong Quarterly Results | 10/31/2024 |
6 | Lee Launches New Handbags Line on Social and Ecommerce Platforms for Holiday Shopping | 11/01/2024 |
7 | Kontoor Brands Issues Earnings Results | 11/04/2024 |
8 | Is Adidas Stock Outpacing Its Consumer Discretionary Peers This Year | 11/05/2024 |
9 | Executive VP Of Kontoor Brands Sold 33 percent Of Their Shares | 11/07/2024 |
10 | Disposition of 32300 shares by Scott Baxter of Kontoor Brands at 89.8845 subject to Rule 16b-3 | 11/08/2024 |
11 | Aigen Investment Management LP Purchases New Stake in Kontoor Brands, Inc. | 11/13/2024 |
12 | Disposition of 4768 shares by Jenni Broyles of Kontoor Brands at 30.8383 subject to Rule 16b-3 | 11/20/2024 |
About Kontoor 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 Kontoor or other stocks. Alpha measures the amount that position in Kontoor Brands 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 (projected) | Dividend Yield | 0.0465 | 0.0419 | Price To Sales Ratio | 0.85 | 0.76 |
Kontoor Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of Kontoor Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kontoor Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kontoor Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kontoor Brands. Please utilize our Beneish M Score to check the likelihood of Kontoor Brands' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Kontoor Brands
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Check out Kontoor Brands Backtesting, Kontoor Brands Valuation, Kontoor Brands Correlation, Kontoor Brands Hype Analysis, Kontoor Brands Volatility, Kontoor Brands History and analyze Kontoor Brands Performance. For information on how to trade Kontoor Stock refer to our How to Trade Kontoor Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Kontoor 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.