Kaman Stock Performance

KAMN
 Stock
  

USD 34.87  1.22  3.63%   

Kaman Corp has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.277, which conveys a somewhat significant risk relative to the market. Let's try to break down what Kaman's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kaman Corp will likely underperform. Although it is important to respect Kaman Corp price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Kaman Corp technical indicators, you can presently evaluate if the expected return of 0.0802% will be sustainable into the future. Kaman Corp right now secures a risk of 2.4%. Please verify Kaman Corp semi variance, and the relationship between the treynor ratio and daily balance of power to decide if Kaman Corp will be following its current price movements.
  
Kaman Performance
2 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Kaman Corp are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent primary indicators, Kaman Corp is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0238
Payout Ratio
0.52
Last Split Factor
8:5
Forward Annual Dividend Rate
0.8
Dividend Date
2022-10-13
Ex Dividend Date
2022-09-19
Last Split Date
1987-11-02

Kaman Price Channel

Quick Ratio2.79
Fifty Two Week Low27.94
Target High Price45.00
Fifty Two Week High46.50
Payout Ratio56.34%
Trailing Annual Dividend Yield2.50%
Target Low Price45.00

Kaman Corp Relative Risk vs. Return Landscape

If you would invest  3,373  in Kaman Corp on May 16, 2022 and sell it today you would earn a total of  114.00  from holding Kaman Corp or generate 3.38% return on investment over 90 days. Kaman Corp is currently generating 0.0802% in daily expected returns and assumes 2.4046% risk (volatility on return distribution) over the 90 days horizon. In different words, 20% of stocks are less volatile than Kaman, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Kaman Corp is expected to generate 1.0 times less return on investment than the market. In addition to that, the company is 1.92 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.06 per unit of volatility.

Kaman Corp Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaman Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kaman Corp, and traders can use it to determine the average amount a Kaman Corp's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0334

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Estimated Market Risk
 2.4
  actual daily
 
 20 %
of total potential
 
2020
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
22
Based on monthly moving average Kaman Corp is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Kaman Corp by adding it to a well-diversified portfolio.

About Kaman Corp Performance

To evaluate Kaman Corp Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Kaman Corp generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Kaman Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Kaman Corp stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Kaman's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-642 K-658.9 K
Return on Investment 5.19  5.32 
Return on Average Assets 0.036 (0.006316) 
Return on Average Equity 0.06  0.07 
Return on Invested Capital 0.1  0.09 
Return on Sales 0.11  0.10 
Kaman Corporation, together with its subsidiaries, operates in the aerospace, defense, medical, and industrial markets. Kaman Corporation was incorporated in 1945 and is headquartered in Bloomfield, Connecticut. Kaman Corp operates under Aerospace Defense classification in the United States and is traded on New York Stock Exchange. It employs 2846 people.

Things to note about Kaman Corp

Checking the ongoing alerts about Kaman Corp for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Kaman Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Kaman Corp Alerts

Equity Alerts and Improvement Suggestions

Kaman Corp was previously known as KAMAN CORP and was traded on New York Stock Exchange under the symbol KAMNA.
Kaman Corp has a poor financial position based on the latest SEC disclosures
Over 92.0% of the company shares are owned by institutional investors
On 14th of July 2022 Kaman Corp paid $ 0.2 per share dividend to its current shareholders
Latest headline from EPS REPORTED: EPS Reported
Please see Stocks Correlation. Note that the Kaman Corp information on this page should be used as a complementary analysis to other Kaman Corp's 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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

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When running Kaman Corp price analysis, check to measure Kaman Corp'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 Kaman Corp is operating at the current time. Most of Kaman Corp's value examination focuses on studying past and present price action to predict the probability of Kaman Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kaman Corp's price. Additionally, you may evaluate how the addition of Kaman Corp to your portfolios can decrease your overall portfolio volatility.
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Is Kaman Corp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Kaman Corp. If investors know Kaman will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Kaman Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.67
Market Capitalization
976.7 M
Quarterly Revenue Growth YOY
-0.12
Return On Assets
0.0338
Return On Equity
0.041
The market value of Kaman Corp is measured differently than its book value, which is the value of Kaman that is recorded on the company's balance sheet. Investors also form their own opinion of Kaman Corp's value that differs from its market value or its book value, called intrinsic value, which is Kaman Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Kaman Corp's market value can be influenced by many factors that don't directly affect Kaman Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Kaman Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Kaman Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kaman Corp'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.