Kellogg Stock Alpha and Beta Analysis

K
 Stock
  

USD 72.34  1.12  1.52%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kellogg Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kellogg over a specified time horizon. Remember, high Kellogg's 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 Kellogg Backtesting, Kellogg Valuation, Kellogg Correlation, Kellogg Hype Analysis, Kellogg Volatility, Kellogg History and analyze Kellogg Performance.
  
Please note that although Kellogg 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, Kellogg did 0.00048549  better 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 Kellogg Company stock's relative risk over its benchmark. Kellogg Company has a beta of 0.38  . Let's try to break down what Kellogg's beta means in this case. As returns on the market increase, Kellogg returns are expected to increase less than the market. However, during the bear market, the loss on holding Kellogg will be expected to be smaller as well.
Kellogg Enterprise Value is increasing as compared to previous years. The preceding year's Enterprise Value was reported at 29.7 Billion.
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.

Enterprise Value

33.21 Billion

Kellogg Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kellogg market risk premium is the additional return an investor will receive from holding Kellogg 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 Kellogg. 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 Kellogg's performance over market.
α0.00048549   β0.38
90 days against NYA

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

Kellogg Market Price Analysis

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

Kellogg Return and Market Media

The median price of Kellogg for the period between Sun, Sep 11, 2022 and Sat, Dec 10, 2022 is 71.47 with a coefficient of variation of 2.47. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 71.66, and mean deviation of 1.39. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Sale by Kellogg W K Foundation Trust of 100000 shares of Kel...09/21/2022
2
KELLOGG COMPANY ANNOUNCES ADDITIONAL APPOINTMENTS TO NORTH A...09/29/2022
3
EPS Estimate09/30/2022
4
Sale by Kellogg W K Foundation Trust of 100000 shares of Kel...10/11/2022
5
KELLOGG COMPANY ALLOCATED SUSTAINABILITY BOND NET PROCEEDS T...10/19/2022
6
Top 5 3rd Quarter Trades of VAN ECK ASSOCIATES CORP - GuruFo...10/27/2022
7
EPS Reported11/03/2022
8
Kellogg still facing enormously high cost pressure - Food Bu...11/04/2022
9
Senior Vice President of Kellogg Sold 201K In Stock - Kellog...11/10/2022
10
Kellogg, General Mills and Post innovating cereal amid decli...11/28/2022

About Kellogg 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 Kellogg or other stocks. Alpha measures the amount that position in Kellogg Company 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.
 2012 2016 2017 2022 (projected)
Long Term Debt to Equity1.683.513.542.75
Interest Coverage7.863.447.68.14

Kellogg Upcoming Company Events

As portrayed in its financial statements, the presentation of Kellogg's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kellogg's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kellogg's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kellogg. Please utilize our Beneish M Score to check the likelihood of Kellogg's management manipulating its earnings.
Upcoming Quarterly Report10th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Kellogg

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Kellogg Backtesting, Kellogg Valuation, Kellogg Correlation, Kellogg Hype Analysis, Kellogg Volatility, Kellogg History and analyze Kellogg Performance. You can also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for analysis

When running Kellogg Company price analysis, check to measure Kellogg'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 Kellogg is operating at the current time. Most of Kellogg's value examination focuses on studying past and present price action to predict the probability of Kellogg's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kellogg's price. Additionally, you may evaluate how the addition of Kellogg to your portfolios can decrease your overall portfolio volatility.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Kellogg 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 Kellogg technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Kellogg 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...