Knowles Cor Stock Market Value
| KN Stock | USD 15.98 0.38 2.44% |
| Symbol | Knowles |
Knowles Cor Price To Book Ratio
Is Knowles Cor'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 Knowles Cor. If investors know Knowles 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 Knowles Cor 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 5.093 | Earnings Share 0.79 | Revenue Per Share 7.784 | Quarterly Revenue Growth 0.092 | Return On Assets 0.0245 |
The market value of Knowles Cor is measured differently than its book value, which is the value of Knowles that is recorded on the company's balance sheet. Investors also form their own opinion of Knowles Cor's value that differs from its market value or its book value, called intrinsic value, which is Knowles Cor'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 Knowles Cor's market value can be influenced by many factors that don't directly affect Knowles Cor'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 Knowles Cor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Knowles Cor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Knowles Cor'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.
Knowles Cor '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 Knowles Cor'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 Knowles Cor.
| 04/30/2023 |
| 04/24/2024 |
If you would invest 0.00 in Knowles Cor on April 30, 2023 and sell it all today you would earn a total of 0.00 from holding Knowles Cor or generate 0.0% return on investment in Knowles Cor over 360 days. Knowles Cor is related to or competes with Mynaric AG, Comtech Telecommunicatio, Ituran Location, Aviat Networks, Extreme Networks, KVH Industries, and EchoStar. Knowles Corporation offers micro-acoustic microphones and balanced armature speakers, audio solutions, high performance ... More
Knowles Cor 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 Knowles Cor'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 Knowles Cor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.35 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.67 |
Knowles Cor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Knowles Cor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Knowles Cor's standard deviation. In reality, there are many statistical measures that can use Knowles Cor historical prices to predict the future Knowles Cor's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Knowles Cor'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.
Knowles Cor Backtested Returns
Knowles Cor has Sharpe Ratio of -0.0586, which conveys that the firm had a -0.0586% return per unit of risk over the last 3 months. Knowles Cor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Knowles Cor's Standard Deviation of 1.75, mean deviation of 1.31, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.59, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Knowles Cor will likely underperform. Knowles Cor has an expected return of -0.1%. Please make sure to verify Knowles Cor jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Knowles Cor performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Knowles Cor has modest predictability. Overlapping area represents the amount of predictability between Knowles Cor time series from 30th of April 2023 to 27th of October 2023 and 27th of October 2023 to 24th 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 Knowles Cor price movement. The serial correlation of 0.5 indicates that about 50.0% of current Knowles Cor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.97 |
Knowles Cor lagged returns against current returns
Autocorrelation, which is Knowles Cor 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 Knowles Cor's stock expected returns. We can calculate the autocorrelation of Knowles Cor returns to help us make a trade decision. For example, suppose you find that Knowles Cor 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 |
Knowles Cor 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 Knowles Cor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Knowles Cor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Knowles Cor stock over time.
Current vs Lagged Prices |
| Timeline |
Knowles Cor Lagged Returns
When evaluating Knowles Cor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Knowles Cor stock have on its future price. Knowles Cor 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, Knowles Cor autocorrelation shows the relationship between Knowles Cor stock current value and its past values and can show if there is a momentum factor associated with investing in Knowles Cor.
Regressed Prices |
| Timeline |
Knowles Cor Investors Sentiment
The influence of Knowles Cor'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 Knowles. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Knowles Cor's public news can be used to forecast risks associated with an investment in Knowles. The trend in average sentiment can be used to explain how an investor holding Knowles can time the market purely based on public headlines and social activities around Knowles Cor. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Knowles Cor'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 Knowles Cor'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 Knowles Cor's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Knowles Cor.
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 Knowles Cor 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, Knowles Cor's short interest history, or implied volatility extrapolated from Knowles Cor options trading.
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When running Knowles Cor's price analysis, check to measure Knowles Cor'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 Knowles Cor is operating at the current time. Most of Knowles Cor's value examination focuses on studying past and present price action to predict the probability of Knowles Cor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Knowles Cor's price. Additionally, you may evaluate how the addition of Knowles Cor to your portfolios can decrease your overall portfolio volatility.
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Knowles Cor 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.