KROGER's market value is the price at which a share of KROGER trades on an exchange. It measures the collective expectations of KROGER CO investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of KROGER CO and determine expected loss or profit from investing in KROGER over a given investment horizon. Check out KROGER Correlation, KROGER Volatility and KROGER Alpha and Beta module to complement your research on KROGER.
Please note, there is a significant difference between KROGER's value and its price as these two are different measures arrived at by different means. Investors typically determine if KROGER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KROGER's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
KROGER 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to KROGER's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of KROGER.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure KROGER's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess KROGER CO upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for KROGER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KROGER's standard deviation. In reality, there are many statistical measures that can use KROGER historical prices to predict the future KROGER's volatility.
At this point, KROGER is very steady. KROGER CO has Sharpe Ratio of 0.0808, which conveys that the entity had a 0.0808 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for KROGER, which you can use to evaluate the volatility of the bond. Please verify KROGER's mean deviation of 0.7797, and Risk Adjusted Performance of 0.0732 to check out if the risk estimate we provide is consistent with the expected return of 0.0823%. The bond secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KROGER's returns are expected to increase less than the market. However, during the bear market, the loss of holding KROGER is expected to be smaller as well.
Auto-correlation
-0.01
Very weak reverse predictability
KROGER CO has very weak reverse predictability. Overlapping area represents the amount of predictability between KROGER time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KROGER CO price movement. The serial correlation of -0.01 indicates that just 1.0% of current KROGER price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.01
Spearman Rank Test
-0.44
Residual Average
0.0
Price Variance
3.42
KROGER CO lagged returns against current returns
Autocorrelation, which is KROGER bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting KROGER's bond expected returns. We can calculate the autocorrelation of KROGER returns to help us make a trade decision. For example, suppose you find that KROGER has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
KROGER regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If KROGER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KROGER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KROGER bond over time.
Current vs Lagged Prices
Timeline
KROGER Lagged Returns
When evaluating KROGER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KROGER bond have on its future price. KROGER autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, KROGER autocorrelation shows the relationship between KROGER bond current value and its past values and can show if there is a momentum factor associated with investing in KROGER CO.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
KROGER financial ratios help investors to determine whether KROGER Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KROGER with respect to the benefits of owning KROGER security.