Kroger Stock Alpha and Beta Analysis


USD 43.75  0.93  2.08%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kroger Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kroger over a specified time horizon. Remember, high Kroger'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 Kroger Backtesting, Kroger Valuation, Kroger Correlation, Kroger Hype Analysis, Kroger Volatility, Kroger History and analyze Kroger Performance.
Please note that although Kroger 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., DOW index.) So in this particular case, Kroger did 0.06  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 Kroger Company stock's relative risk over its benchmark. Kroger Company has a beta of 0.64  . Let's try to break down what Kroger's beta means in this case. As returns on the market increase, Kroger returns are expected to increase less than the market. However, during the bear market, the loss on holding Kroger will be expected to be smaller as well.
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.

Kroger Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kroger market risk premium is the additional return an investor will receive from holding Kroger 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 Kroger. 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 Kroger's performance over market.
α-0.06   β0.64
90 days against DJI

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

Kroger Market Price Analysis

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

Kroger Return and Market Media

The median price of Kroger for the period between Sat, Jul 2, 2022 and Fri, Sep 30, 2022 is 47.51 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 47.58, and mean deviation of 1.14. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Payment of 2654 shares by Gary Millerchip of Kroger subject ...07/18/2022
Kroger Delivery Now Available in Dallas - PR Newswire07/28/2022
Kroger Delivery Arrives in Louisville - PerishableNews08/03/2022
Buffetts firm buys more Apple, Amazon while betting on oil -...08/15/2022
Costco Stock Maybe Pick A Competitor Instead - Seeking Alpha08/19/2022
How Kroger is impacted by Walmarts grocery share gains - Cin...08/25/2022
4 Stocks to Buy in the Hottest Sector Right Now - Entreprene...08/30/2022
EPS Estimate08/31/2022
Acquisition by Anne Gates of tradable shares of Kroger subje...09/06/2022
EPS Reported09/09/2022
Kroger , Costco Grocery Store Stocks to Combat Rising Food P...09/12/2022
Payment of 611 shares by Valerie Jabbar of Kroger subject to...09/19/2022
Kroger Joins White House Conference on Hunger, Nutrition and...09/29/2022

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

Kroger Upcoming Company Events

As portrayed in its financial statements, the presentation of Kroger's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kroger's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kroger's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kroger. Please utilize our Beneish M Score to check the likelihood of Kroger's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report16th of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End3rd of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Kroger

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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 Kroger Backtesting, Kroger Valuation, Kroger Correlation, Kroger Hype Analysis, Kroger Volatility, Kroger History and analyze Kroger Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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