Kratos Defense Security Stock Alpha and Beta Analysis
| KTOS Stock | USD 33.37 0.28 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kratos Defense Security. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kratos Defense over a specified time horizon. Remember, high Kratos Defense'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 Kratos Defense's market risk premium analysis include:
Beta 0.84 | Alpha 0.48 | Risk 3.17 | Sharpe Ratio 0.21 | Expected Return 0.66 |
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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.
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Kratos Defense Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kratos Defense market risk premium is the additional return an investor will receive from holding Kratos Defense 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 Kratos Defense. 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 Kratos Defense's performance over market.| α | 0.48 | β | 0.84 |
Kratos Defense 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 Kratos Defense's Buy-and-hold return. Our buy-and-hold chart shows how Kratos Defense performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kratos Defense Market Price Analysis
Market price analysis indicators help investors to evaluate how Kratos Defense stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kratos Defense shares will generate the highest return on investment. By understating and applying Kratos Defense stock market price indicators, traders can identify Kratos Defense position entry and exit signals to maximize returns.
Kratos Defense Return and Market Media
The median price of Kratos Defense for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 26.95 with a coefficient of variation of 12.35. The daily time series for the period is distributed with a sample standard deviation of 3.43, arithmetic mean of 27.77, and mean deviation of 2.67. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Sell David Carter Sells 4,000 Shares of Kratos Defense Security Solutions Inc | 12/05/2024 |
2 | Disposition of 7500 shares by Rock Stacey G of Kratos Defense subject to Rule 16b-3 | 12/13/2024 |
3 | Kratos Awarded 6.5 Million Contract to Provide Flight Testing for Hypersonic Research to ... | 12/17/2024 |
4 | Disposition of 7000 shares by Steven Fendley of Kratos Defense at 25.9769 subject to Rule 16b-3 | 12/30/2024 |
5 | Disposition of 4000 shares by David Carter of Kratos Defense at 26.4881 subject to Rule 16b-3 | 01/02/2025 |
6 | Disposition of 11805 shares by Eric DeMarco of Kratos Defense at 27.48 subject to Rule 16b-3 | 01/03/2025 |
7 | Kratos picks Rocket Lab to join hypersonic testing team | 01/07/2025 |
8 | Kratos Defense Security Solutions Secures 100 Million Hypersonic System Program Award | 01/13/2025 |
9 | Kratos Defense price target raised by 5 at Baird, heres why KTOS | 01/14/2025 |
10 | Kratos Defense Secures 100M Contract for Hypersonic System Program | 01/15/2025 |
11 | 13 Scale God of War Ragnark Kratos Statue Pre-Orders to Begin Jan. 16, 2025 | 01/16/2025 |
12 | Disposition of 7000 shares by Steven Fendley of Kratos Defense at 33.156 subject to Rule 16b-3 | 01/27/2025 |
13 | Jim Cramer on Kratos Defense Security Solutions, Inc. Modern Military, Modern Defense, I Like The Story Very Much - Insider Monkey | 01/31/2025 |
About Kratos Defense 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 Kratos or other stocks. Alpha measures the amount that position in Kratos Defense Security 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.
| 2017 | 2022 | 2024 | 2025 (projected) | Days Sales Outstanding | 103.06 | 115.86 | 133.24 | 155.89 | PTB Ratio | 1.85 | 2.71 | 3.12 | 2.96 |
Kratos Defense Upcoming Company Events
As portrayed in its financial statements, the presentation of Kratos Defense's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kratos Defense's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kratos Defense's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kratos Defense. Please utilize our Beneish M Score to check the likelihood of Kratos Defense's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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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Additional Tools for Kratos Stock Analysis
When running Kratos Defense's price analysis, check to measure Kratos Defense'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 Kratos Defense is operating at the current time. Most of Kratos Defense's value examination focuses on studying past and present price action to predict the probability of Kratos Defense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kratos Defense's price. Additionally, you may evaluate how the addition of Kratos Defense to your portfolios can decrease your overall portfolio volatility.