KKR Real Estate Stock Volatility
| KREF Stock | USD 6.52 0.07 1.09% |
Sharpe Ratio = -0.0363
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | ||||
| Cash | Low | Moderate | Elevated | High |
| Below Benchmark | KREF |
KKR Real Estate's financial profile includes a Market Risk Adjusted Performance of -0.2%, a Risk of 2.30, and a Risk Adjusted Performance of -0.1%. Moving average data indicates the stock is not operating at maximum efficiency.
Key indicators related to KKR Real's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for KKR Real (3 Months):
Beta 1.02 | Alpha -0.20 | Risk 2.3 | Sharpe Ratio -0.04 | Expected Return -0.08 |
Moving together with KKR Real Stock
| 0.69 | MMM | 3M Company | PairCorr |
| 0.61 | BA | Boeing | PairCorr |
| 0.61 | GE | GE Aerospace | PairCorr |
| 0.67 | DIS | Walt Disney Earnings Call This Week | PairCorr |
Moving Against KKR Real Stock
Sensitivity To Market
The beta coefficient of 1.02 for KKR Real Estate measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 2.3%. This analysis separates observed movement from interpretation for KKR Real Estate. Standard deviation (2.48%) and downside deviation (0.0%) describe the range without implying direction. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |KKR Real Estate Demand TrendCurrent 90-day KKR Real correlation with market (Dow Jones Industrial)Downside Risk
KKR Real standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for KKR Real over successive periods signals increasing price uncertainty.
Standard Deviation | 2.3 |
Understanding the asymmetry between upside and downside risk is critical for KKR Real analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in KKR Real's returns. KKR Real Estate's financial profile includes a Maximum Drawdown of 13.45.
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of KKR Real stock returns over a given period of time. Volatility measures how much KKR Real's stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of KKR Real Estate's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, KKR Real has a beta of 1.0241. This indicates KKR Real Estate market returns are reactive to returns on the market. As the market goes up or down, KKR Real tends to follow.KKR Real carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. KKR Real Estate's financial profile includes a Mean Deviation of 1.82 and a Standard Deviation of 2.48.
Predicted Return Distribution |
| Density |
What Drives KKR Real's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Mortgage Real Estate Investment Trusts (REITs) sector can alter KKR Real's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for KKR Real.KKR Real's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in KKR Real's stock.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of KKR Real is -2756.77. The daily returns are distributed with a variance of 5.3 and standard deviation of 2.3. The mean deviation of KKR Real Estate is currently at 1.72. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | -0.2038 | |
β | Beta against Dow Jones | 1.02 | |
σ | Overall volatility | 2.30 | |
Ir | Information ratio | -0.0822 |
Stock Return Volatility
Volatility for KKR Real quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 2.3031% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9671% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Headline performance for KKR Real Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IVR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CMTG | 3.13 | 0.05 | 0.01 | 0.02 | 3.77 | 7.14 | 26.40 | |||
| NREF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ADAM | 1.65 | 0.20 | 0.09 | 0.12 | 1.97 | 2.65 | 18.01 | |||
| CTO | 0.93 | 0.22 | 0.21 | 0.87 | 0.83 | 1.88 | 6.07 | |||
| BFS | 0.85 | 0.06 | 0.06 | 0.22 | 0.98 | 1.97 | 5.99 | |||
| TRTX | 1.13 | -0.04 | 0.00 | -0.06 | 0.00 | 2.09 | 5.88 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for KKR Real identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. KKR Real has a market cap of 414.74 million, P/E of 7.83, ROE of -8.1%.
KKR Real Estate data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that KKR Real Estate is more volatile than Dow Jones Industrial by approximately 2.37x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 20% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.KKR Real Estate with characteristics aligned to broad market upside participation. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It is intended to separate routine noise from more speculative bursts in price action. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View KKR Real probability analysis.
Weak diversification
Across the chosen horizon, KKR Real and Dow Jones show a correlation of 0.57 and fall into the Weak diversification bucket. A 0.57 reading means KKR Real and Dow Jones have partial price overlap, providing moderate risk reduction when paired.
Additional Risk Indicators
A broader risk-indicator set for KKR Real Estate extends the analysis beyond standard volatility and risk measures. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 1.82 | |||
| Coefficient Of Variation | -1,205 | |||
| Standard Deviation | 2.48 | |||
| Variance | 6.16 | |||
| Information Ratio | -0.08 |
KKR Real Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between KKR Real Estate and comparable securities. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. KKR Real's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing KKR Real's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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