Kilroy Realty Corp Stock Market Value
KRC Stock | USD 36.12 0.96 2.73% |
Symbol | Kilroy |
Kilroy Realty Corp Price To Book Ratio
Is Kilroy Realty'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 Kilroy Realty. If investors know Kilroy 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 Kilroy Realty 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 (0.09) | Dividend Share 2.16 | Earnings Share 1.8 | Revenue Per Share 9.642 | Quarterly Revenue Growth (0.05) |
The market value of Kilroy Realty Corp is measured differently than its book value, which is the value of Kilroy that is recorded on the company's balance sheet. Investors also form their own opinion of Kilroy Realty's value that differs from its market value or its book value, called intrinsic value, which is Kilroy Realty'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 Kilroy Realty's market value can be influenced by many factors that don't directly affect Kilroy Realty'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 Kilroy Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kilroy Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kilroy Realty'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.
Kilroy Realty '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 Kilroy Realty'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 Kilroy Realty.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in Kilroy Realty on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Kilroy Realty Corp or generate 0.0% return on investment in Kilroy Realty over 30 days. Kilroy Realty is related to or competes with Hawaiian Holdings, Toro, Copa Holdings, Postal Realty, Azul SA, JBG SMITH, and Air Transport. Kilroy Realty Corporation is a leading West Coast landlord and developer, with a major presence in San Diego, Greater Lo... More
Kilroy Realty 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 Kilroy Realty'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 Kilroy Realty Corp upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.12) | |||
Maximum Drawdown | 10.5 | |||
Value At Risk | (4.61) | |||
Potential Upside | 3.57 |
Kilroy Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kilroy Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kilroy Realty's standard deviation. In reality, there are many statistical measures that can use Kilroy Realty historical prices to predict the future Kilroy Realty's volatility.Risk Adjusted Performance | (0.03) | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.70) | |||
Treynor Ratio | 0.234 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kilroy Realty'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.
Kilroy Realty Corp Backtested Returns
Kilroy Realty Corp has Sharpe Ratio of -0.0521, which conveys that the firm had a -0.0521% return per unit of risk over the last 3 months. Kilroy Realty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kilroy Realty's Mean Deviation of 1.82, standard deviation of 2.37, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kilroy Realty are expected to decrease at a much lower rate. During the bear market, Kilroy Realty is likely to outperform the market. Kilroy Realty Corp has an expected return of -0.13%. Please make sure to verify Kilroy Realty Corp value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Kilroy Realty Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Kilroy Realty Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Kilroy Realty time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Kilroy Realty Corp price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Kilroy Realty price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.32 | |
Spearman Rank Test | -0.47 | |
Residual Average | 0.0 | |
Price Variance | 0.68 |
Kilroy Realty Corp lagged returns against current returns
Autocorrelation, which is Kilroy Realty 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 Kilroy Realty's stock expected returns. We can calculate the autocorrelation of Kilroy Realty returns to help us make a trade decision. For example, suppose you find that Kilroy Realty 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 |
Kilroy Realty 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 Kilroy Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kilroy Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kilroy Realty stock over time.
Current vs Lagged Prices |
Timeline |
Kilroy Realty Lagged Returns
When evaluating Kilroy Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kilroy Realty stock have on its future price. Kilroy Realty 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, Kilroy Realty autocorrelation shows the relationship between Kilroy Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Kilroy Realty Corp.
Regressed Prices |
Timeline |
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When running Kilroy Realty's price analysis, check to measure Kilroy Realty'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 Kilroy Realty is operating at the current time. Most of Kilroy Realty's value examination focuses on studying past and present price action to predict the probability of Kilroy Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kilroy Realty's price. Additionally, you may evaluate how the addition of Kilroy Realty to your portfolios can decrease your overall portfolio volatility.
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Kilroy Realty 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.