Kaiser Stock Market Value

KALU
 Stock
  

USD 89.12  0.67  0.75%   

Kaiser Aluminum's market value is the price at which a share of Kaiser Aluminum stock trades on a public exchange. It measures the collective expectations of Kaiser Aluminum investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Kaiser Aluminum and determine expected loss or profit from investing in Kaiser Aluminum over a given investment horizon. Please see Kaiser Aluminum Correlation, Kaiser Aluminum Volatility and Kaiser Aluminum Alpha and Beta module to complement your research on Kaiser Aluminum.
Symbol


Is Kaiser Aluminum'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 Kaiser Aluminum. If investors know Kaiser 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 Kaiser Aluminum 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
0.82
Market Capitalization
1.4 B
Quarterly Revenue Growth YOY
(0.002) 
Return On Assets
0.0178
Return On Equity
(0.0022) 
The market value of Kaiser Aluminum is measured differently than its book value, which is the value of Kaiser that is recorded on the company's balance sheet. Investors also form their own opinion of Kaiser Aluminum's value that differs from its market value or its book value, called intrinsic value, which is Kaiser Aluminum'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 Kaiser Aluminum's market value can be influenced by many factors that don't directly affect Kaiser Aluminum'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 Kaiser Aluminum's value and its price as these two are different measures arrived at by different means. Investors typically determine Kaiser Aluminum value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kaiser Aluminum'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.

Kaiser Aluminum '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 Kaiser Aluminum's stock 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 Kaiser Aluminum.
0.00
11/04/2022
No Change 0.00  0.0 
In 30 days
12/04/2022
0.00
If you would invest  0.00  in Kaiser Aluminum on November 4, 2022 and sell it all today you would earn a total of 0.00 from holding Kaiser Aluminum or generate 0.0% return on investment in Kaiser Aluminum over 30 days. Kaiser Aluminum is related to or competes with AdvanSix, Braskem SA, and Celanese. Kaiser Aluminum Corporation engages in manufacture and sale of semi-fabricated specialty aluminum mill products in the U... More

Kaiser Aluminum Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Kaiser Aluminum's stock 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 Kaiser Aluminum upside and downside potential and time the market with a certain degree of confidence.

Kaiser Aluminum Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaiser Aluminum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaiser Aluminum's standard deviation. In reality, there are many statistical measures that can use Kaiser Aluminum historical prices to predict the future Kaiser Aluminum's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Kaiser Aluminum's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Kaiser Aluminum in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
86.7390.4994.25
Details
Intrinsic
Valuation
LowReal ValueHigh
80.8195.4299.18
Details
1 Analysts
Consensus
LowTarget PriceHigh
98.00119.00140.00
Details
Earnings
Estimates (1)
LowProjected EPSHigh
2.962.962.96
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Kaiser Aluminum. Your research has to be compared to or analyzed against Kaiser Aluminum's peers to derive any actionable benefits. When done correctly, Kaiser Aluminum's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Kaiser Aluminum.

Kaiser Aluminum Backtested Returns

Kaiser Aluminum appears to be very steady, given 3 months investment horizon. Kaiser Aluminum has Sharpe Ratio of 0.12, which conveys that the firm had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Kaiser Aluminum, which you can use to evaluate the future volatility of the firm. Please exercise Kaiser Aluminum's Downside Deviation of 3.04, mean deviation of 2.81, and Risk Adjusted Performance of 0.173 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Kaiser Aluminum holds a performance score of 9. The company secures a Beta (Market Risk) of 1.5758, which conveys a somewhat significant risk relative to the market. Let's try to break down what Kaiser'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, Kaiser Aluminum will likely underperform. Although it is vital to follow Kaiser Aluminum price patterns, it is good to be conservative about what you can do with the information regarding equity 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 Kaiser Aluminum technical indicators, you can presently evaluate if the expected return of 0.45% will be sustainable into the future. Please exercises Kaiser Aluminum downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to make a quick decision on whether Kaiser Aluminum current price movements will revert.

Auto-correlation

    
  0.14  

Insignificant predictability

Kaiser Aluminum has insignificant predictability. Overlapping area represents the amount of predictability between Kaiser Aluminum time series from 4th of November 2022 to 19th of November 2022 and 19th of November 2022 to 4th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kaiser Aluminum price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Kaiser Aluminum price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test0.25
Residual Average0.0
Price Variance2.17

Kaiser Aluminum lagged returns against current returns

Autocorrelation, which is Kaiser Aluminum stock'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 Kaiser Aluminum's stock expected returns. We can calculate the autocorrelation of Kaiser Aluminum returns to help us make a trade decision. For example, suppose you find that Kaiser Aluminum stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Kaiser Aluminum 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 Kaiser Aluminum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaiser Aluminum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaiser Aluminum stock over time.
   Current vs Lagged Prices   
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       Timeline  

Kaiser Aluminum Lagged Returns

When evaluating Kaiser Aluminum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaiser Aluminum stock have on its future price. Kaiser Aluminum 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, Kaiser Aluminum autocorrelation shows the relationship between Kaiser Aluminum stock current value and its past values and can show if there is a momentum factor associated with investing in Kaiser Aluminum.
   Regressed Prices   
Share
       Timeline  

Kaiser Aluminum Investors Sentiment

The influence of Kaiser Aluminum's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Kaiser. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Kaiser Aluminum's public news can be used to forecast risks associated with investment in Kaiser. The trend in average sentiment can be used to explain how an investor holding Kaiser can time the market purely based on public headlines and social activities around Kaiser Aluminum. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Kaiser Aluminum's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Kaiser Aluminum's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Kaiser Aluminum's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Kaiser Aluminum.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kaiser Aluminum in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kaiser Aluminum's short interest history, or implied volatility extrapolated from Kaiser Aluminum options trading.

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Please see Kaiser Aluminum Correlation, Kaiser Aluminum Volatility and Kaiser Aluminum Alpha and Beta module to complement your research on Kaiser Aluminum. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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When running Kaiser Aluminum price analysis, check to measure Kaiser Aluminum'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 Kaiser Aluminum is operating at the current time. Most of Kaiser Aluminum's value examination focuses on studying past and present price action to predict the probability of Kaiser Aluminum's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kaiser Aluminum's price. Additionally, you may evaluate how the addition of Kaiser Aluminum to your portfolios can decrease your overall portfolio volatility.
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Kaiser Aluminum 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 Kaiser Aluminum technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Kaiser Aluminum 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...