Kinder Morgan Stock Market Value
| KMI Stock | USD 18.81 0.05 0.27% |
| Symbol | Kinder |
Kinder Morgan Price To Book Ratio
Is Kinder Morgan'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 Kinder Morgan. If investors know Kinder 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 Kinder Morgan 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 0.113 | Dividend Share 1.135 | Earnings Share 1.09 | Revenue Per Share 6.864 | Quarterly Revenue Growth (0.01) |
The market value of Kinder Morgan is measured differently than its book value, which is the value of Kinder that is recorded on the company's balance sheet. Investors also form their own opinion of Kinder Morgan's value that differs from its market value or its book value, called intrinsic value, which is Kinder Morgan'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 Kinder Morgan's market value can be influenced by many factors that don't directly affect Kinder Morgan'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 Kinder Morgan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kinder Morgan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kinder Morgan'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.
Kinder Morgan '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 Kinder Morgan'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 Kinder Morgan.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Kinder Morgan on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Kinder Morgan or generate 0.0% return on investment in Kinder Morgan over 30 days. Kinder Morgan is related to or competes with MPLX LP, and Enbridge. Kinder Morgan, Inc. operates as an energy infrastructure company in North America More
Kinder Morgan 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 Kinder Morgan'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 Kinder Morgan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8439 | |||
| Information Ratio | 0.0641 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.41 |
Kinder Morgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinder Morgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinder Morgan's standard deviation. In reality, there are many statistical measures that can use Kinder Morgan historical prices to predict the future Kinder Morgan's volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.0812 | |||
| Total Risk Alpha | 0.0098 | |||
| Sortino Ratio | 0.0788 | |||
| Treynor Ratio | 0.1834 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kinder Morgan'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.
Kinder Morgan Backtested Returns
We consider Kinder Morgan very steady. Kinder Morgan has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kinder Morgan, which you can use to evaluate the volatility of the firm. Please verify Kinder Morgan's Risk Adjusted Performance of 0.1012, downside deviation of 0.8439, and Mean Deviation of 0.7669 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Kinder Morgan has a performance score of 11 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kinder Morgan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kinder Morgan is expected to be smaller as well. Kinder Morgan right now secures a risk of 1.01%. Please verify Kinder Morgan treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to decide if Kinder Morgan will be following its current price movements.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Kinder Morgan has insignificant reverse predictability. Overlapping area represents the amount of predictability between Kinder Morgan time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kinder Morgan price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Kinder Morgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Kinder Morgan lagged returns against current returns
Autocorrelation, which is Kinder Morgan 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 Kinder Morgan's stock expected returns. We can calculate the autocorrelation of Kinder Morgan returns to help us make a trade decision. For example, suppose you find that Kinder Morgan 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Kinder Morgan 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 Kinder Morgan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinder Morgan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinder Morgan stock over time.
Current vs Lagged Prices |
| Timeline |
Kinder Morgan Lagged Returns
When evaluating Kinder Morgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinder Morgan stock have on its future price. Kinder Morgan 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, Kinder Morgan autocorrelation shows the relationship between Kinder Morgan stock current value and its past values and can show if there is a momentum factor associated with investing in Kinder Morgan.
Regressed Prices |
| Timeline |
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Complementary Tools for Kinder Stock analysis
When running Kinder Morgan's price analysis, check to measure Kinder Morgan'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 Kinder Morgan is operating at the current time. Most of Kinder Morgan's value examination focuses on studying past and present price action to predict the probability of Kinder Morgan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kinder Morgan's price. Additionally, you may evaluate how the addition of Kinder Morgan to your portfolios can decrease your overall portfolio volatility.
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Kinder Morgan 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.