Kaspien Stock Alpha and Beta Analysis


USD 0.74  0.03  3.90%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaspien Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaspien Holdings over a specified time horizon. Remember, high Kaspien Holdings' 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.
Please see Kaspien Holdings Backtesting, Kaspien Holdings Valuation, Kaspien Holdings Correlation, Kaspien Holdings Hype Analysis, Kaspien Holdings Volatility, Kaspien Holdings History and analyze Kaspien Holdings Performance.
Please note that although Kaspien Holdings 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., NYSE Composite index.) So in this particular case, Kaspien Holdings did 1.50  worse 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 Kaspien Holdings stock's relative risk over its benchmark. Kaspien Holdings has a beta of 1.72  . Let's try to break down what Kaspien'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, Kaspien Holdings will likely underperform.
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.

Kaspien Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaspien Holdings market risk premium is the additional return an investor will receive from holding Kaspien Holdings 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 Kaspien Holdings. 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 Kaspien Holdings' performance over market.
α-1.5   β1.72
90 days against NYA

Kaspien Holdings 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 Kaspien Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Kaspien Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Kaspien Holdings Market Price Analysis

Market price analysis indicators help investors to evaluate how Kaspien Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kaspien Holdings shares will generate the highest return on investment. By understating and applying Kaspien Holdings stock market price indicators, traders can identify Kaspien Holdings position entry and exit signals to maximize returns.

Kaspien Holdings Return and Market Media

The median price of Kaspien Holdings for the period between Sat, Sep 10, 2022 and Fri, Dec 9, 2022 is 1.16 with a coefficient of variation of 38.66. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 1.28, and mean deviation of 0.39. The Stock received some media coverage during the period.
 Price Growth (%)  
Wynn Resorts Wynn Resorts shares are trading higher after Cr...09/15/2022
Kaspien Holdings Inc Stock Has Fallen -8.85 percent This Wee...10/27/2022
EPS Estimate11/30/2022
EPS Reported12/07/2022

About Kaspien Holdings 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 Kaspien or other stocks. Alpha measures the amount that position in Kaspien Holdings 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.

Kaspien Holdings Upcoming Company Events

As portrayed in its financial statements, the presentation of Kaspien Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kaspien Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kaspien Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kaspien Holdings. Please utilize our Beneish M Score to check the likelihood of Kaspien Holdings' management manipulating its earnings.
Upcoming Quarterly Report21st of April 2022
Next Financial Report9th of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End21st of April 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

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Please see Kaspien Holdings Backtesting, Kaspien Holdings Valuation, Kaspien Holdings Correlation, Kaspien Holdings Hype Analysis, Kaspien Holdings Volatility, Kaspien Holdings History and analyze Kaspien Holdings Performance. You can also try Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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When running Kaspien Holdings price analysis, check to measure Kaspien Holdings' 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 Kaspien Holdings is operating at the current time. Most of Kaspien Holdings' value examination focuses on studying past and present price action to predict the probability of Kaspien Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kaspien Holdings' price. Additionally, you may evaluate how the addition of Kaspien Holdings to your portfolios can decrease your overall portfolio volatility.
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Kaspien Holdings 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.
A focus of Kaspien Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Kaspien Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...