Kimball Electronics Stock Alpha and Beta Analysis
| KE Stock | USD 20.82 0.02 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kimball Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kimball Electronics over a specified time horizon. Remember, high Kimball Electronics' 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 Kimball Electronics' market risk premium analysis include:
Beta 1.42 | Alpha (0.35) | Risk 2.61 | Sharpe Ratio (0.09) | Expected Return (0.23) |
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.
Kimball |
Kimball Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kimball Electronics market risk premium is the additional return an investor will receive from holding Kimball Electronics 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 Kimball Electronics. 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 Kimball Electronics' performance over market.| α | -0.35 | β | 1.42 |
Kimball Electronics 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 Kimball Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Kimball Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kimball Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Kimball Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kimball Electronics shares will generate the highest return on investment. By understating and applying Kimball Electronics stock market price indicators, traders can identify Kimball Electronics position entry and exit signals to maximize returns.
Kimball Electronics Return and Market Media
The median price of Kimball Electronics for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 21.47 with a coefficient of variation of 5.77. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 21.66, and mean deviation of 0.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Why Kimball Electronics Stock Dropped Today | 02/06/2024 |
2 | Algert Global LLC Invests 856,000 in Kimball Electronics, Inc. - MarketBeat | 02/29/2024 |
3 | Envestnet Asset Management Inc. Raises Stake in Kimball Electronics, Inc. - MarketBeat | 03/05/2024 |
4 | KE Holdings Inc. Announces a Final Cash Dividend of US0.4 Billion in Aggregate | 03/14/2024 |
5 | Medical Device Contract Manufacturing Market Worth 149.4 billion MarketsandMarkets | 03/20/2024 |
6 | Assenagon Asset Management S.A. Boosts Holdings in Kimball Electronics, Inc. - Defense World | 04/02/2024 |
7 | Vanguard Group Inc. Has 33 Million Stake in Kimball Electronics, Inc. - Defense World | 04/12/2024 |
8 | KE Holdings Inc. Releases 2023 Environmental, Social and Governance Report | 04/26/2024 |
About Kimball Electronics 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 Kimball or other stocks. Alpha measures the amount that position in Kimball Electronics 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) | Days Sales Outstanding | 77.46 | 69.71 | PTB Ratio | 1.31 | 1.18 |
Kimball Electronics Upcoming Company Events
As portrayed in its financial statements, the presentation of Kimball Electronics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kimball Electronics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kimball Electronics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kimball Electronics. Please utilize our Beneish M Score to check the likelihood of Kimball Electronics' management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Kimball Electronics
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Align your risk with return expectations
Check out Kimball Electronics Backtesting, Kimball Electronics Valuation, Kimball Electronics Correlation, Kimball Electronics Hype Analysis, Kimball Electronics Volatility, Kimball Electronics History and analyze Kimball Electronics Performance. For information on how to trade Kimball Stock refer to our How to Trade Kimball Stock guide.Note that the Kimball Electronics information on this page should be used as a complementary analysis to other Kimball Electronics' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for Kimball Stock analysis
When running Kimball Electronics' price analysis, check to measure Kimball Electronics' 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 Kimball Electronics is operating at the current time. Most of Kimball Electronics' value examination focuses on studying past and present price action to predict the probability of Kimball Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimball Electronics' price. Additionally, you may evaluate how the addition of Kimball Electronics to your portfolios can decrease your overall portfolio volatility.
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Kimball Electronics 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.