Kar Auction Services Stock Alpha and Beta Analysis
| KAR Stock | USD 17.08 0.06 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KAR Auction Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in KAR Auction over a specified time horizon. Remember, high KAR Auction'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. Key technical indicators related to KAR Auction's market risk premium analysis include:
Beta 1.55 | Alpha 0.21 | Risk 1.61 | Sharpe Ratio 0.17 | Expected Return 0.27 |
KAR Auction Quarterly Cash And Equivalents |
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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.
KAR |
KAR Auction Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KAR Auction market risk premium is the additional return an investor will receive from holding KAR Auction 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 KAR Auction. 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 KAR Auction's performance over market.| α | 0.21 | β | 1.55 |
KAR Auction 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 KAR Auction's Buy-and-hold return. Our buy-and-hold chart shows how KAR Auction performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KAR Auction Market Price Analysis
Market price analysis indicators help investors to evaluate how KAR Auction stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KAR Auction shares will generate the highest return on investment. By understating and applying KAR Auction stock market price indicators, traders can identify KAR Auction position entry and exit signals to maximize returns.
KAR Auction Return and Market Media
The median price of KAR Auction for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 15.62 with a coefficient of variation of 8.09. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 15.58, and mean deviation of 1.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | OPENLANE, Inc. Reports 2023 Financial Results | 02/20/2024 |
2 | Disposition of 2745 shares by Scott Anderson of KAR Auction subject to Rule 16b-3 | 02/23/2024 |
3 | Q4 2023 Openlane Inc Earnings Call Transcript | 02/28/2024 |
4 | Is Now The Time To Put Karoon Energy On Your Watchlist | 03/05/2024 |
5 | Acquisition by Scott Anderson of 534 shares of KAR Auction subject to Rule 16b-3 | 03/07/2024 |
6 | Disposition of 14822 shares by James Money of KAR Auction at 13.81 subject to Rule 16b-3 | 03/11/2024 |
7 | Are Auto-Tires-Trucks Stocks Lagging OPENLANE, Inc. This Year | 03/15/2024 |
8 | Disposition of 4526 shares by Justin Davis of KAR Auction subject to Rule 16b-3 | 03/25/2024 |
9 | Acquisition by Mary Smith of 1337 shares of KAR Auction at 17.3 subject to Rule 16b-3 | 03/28/2024 |
10 | Disposition of 4716 shares by Mitchell William Clyde of KAR Auction subject to Rule 16b-3 | 04/01/2024 |
11 | Karoon Energys investors will be pleased with their stellar 134 percent return over the last five years | 04/02/2024 |
12 | Are Strong Financial Prospects The Force That Is Driving The Momentum In Karoon Energy Ltds ASXKAR Stock | 04/09/2024 |
13 | Some Confidence Is Lacking In OPENLANE, Inc.s PS | 04/12/2024 |
About KAR Auction 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 KAR or other stocks. Alpha measures the amount that position in KAR Auction Services 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.002498 | 0.0146 | 0.0275 | Price To Sales Ratio | 0.85 | 1.0 | 0.98 |
KAR Auction Upcoming Company Events
As portrayed in its financial statements, the presentation of KAR Auction's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, KAR Auction's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of KAR Auction's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of KAR Auction. Please utilize our Beneish M Score to check the likelihood of KAR Auction's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with KAR Auction
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out KAR Auction Backtesting, KAR Auction Valuation, KAR Auction Correlation, KAR Auction Hype Analysis, KAR Auction Volatility, KAR Auction History and analyze KAR Auction Performance. Note that the KAR Auction Services information on this page should be used as a complementary analysis to other KAR Auction's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for KAR Stock analysis
When running KAR Auction's price analysis, check to measure KAR Auction'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 KAR Auction is operating at the current time. Most of KAR Auction's value examination focuses on studying past and present price action to predict the probability of KAR Auction's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KAR Auction's price. Additionally, you may evaluate how the addition of KAR Auction to your portfolios can decrease your overall portfolio volatility.
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KAR Auction 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.