Koss Alpha and Beta Analysis

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KOSS -- USA Stock  

USD 1.78  0.02  1.11%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Koss Corporation, as well as systematic risk associated with investing in Koss over a specified time horizon. Please see Koss Backtesting, Koss Valuation, Koss Correlation, Koss Hype Analysis, Koss Volatility, Koss History and analyze Koss Performance.

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Please note that although Koss alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Koss did 1.34  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Koss Corporation stock's relative risk over its benchmark. Koss has a beta of 1.00  . Let's try to break down what Koss's beta means in this case. Koss returns are very sensitive to returns on the market. As the market goes up or down, Koss is expected to follow.
As of 07/11/2020, Book Value per Share is likely to grow to 2.51. Also, Enterprise Value over EBIT is likely to grow to 37.23. 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.

  Koss Quarterly Book Value per Share

Koss Market Premiums

α1.34   β1.00
30 days against DJI

Koss expected buy-and-hold returns

Koss Market Price Analysis

Koss Return and Market Media

The median price of Koss for the period between Sun, Apr 12, 2020 and Sat, Jul 11, 2020 is 1.23 with a coefficient of variation of 17.92. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 1.27, and mean deviation of 0.17. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Sachdeva Sujata of 1500 shares of ...04/17/2020
2
Financial Statements05/07/2020
3
Acquisition by Lenore Lillie of 10000 shares of Koss subject...05/15/2020
4
Exercise or conversion by Sachdeva Sujata of 500 shares of K...05/20/2020
5
Purchase by Michael Koss of 4200 shares of Koss05/22/2020
6
Koss exotic insider transaction detected06/10/2020
7
Market Reactions to Koss Corporation Stock Getting a Bullish...06/17/2020

About Koss 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Koss 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 2018 2019 2020 (projected)
Book Value per Share1.922.042.342.51
Asset Turnover1.110.950.850.94

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