KapStone risk analysis

Use KapStone Paper and Packaging Corporation risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Allowing for 30-days total investment horizon, the stock has beta cooficient of 1.63 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, KapStone will likely underperform. In addition to that, KapStone Paper and Packaging Corporation has alpha of 1.63 implying that it can potentially generate 1.63% excess return over S&P 500 after adjusting for the inherited market risk (beta).Allowing for 30-days total investment horizon, the coefficient of variation of KapStone is -1428.3. The daily returns are destributed with a variance of 2.37 and standard deviation of 1.54. The mean deviation of KapStone Paper and Packaging Corporation is currently at 1.17. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	1.63	Details
	(beta)	=	1.63	Details
	(volatility)	=	1.54	Details

Actual Return Volatility

KapStone Paper and Packaging Corporation accepts 1.54% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.