Kyndryl Stock Alpha and Beta Analysis
| KD Stock | USD 15.56 0.06 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kyndryl Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kyndryl Holdings over a specified time horizon. Remember, high Kyndryl Holdings' 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.
Beta 1.04 | Alpha 0.31 | Risk 3.32 | Sharpe Ratio 0.11 | Expected Return 0.35 |
Kyndryl Holdings Quarterly Book Value per Share |
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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.
Kyndryl |
Kyndryl Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kyndryl Holdings market risk premium is the additional return an investor will receive from holding Kyndryl Holdings 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 Kyndryl Holdings. 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 Kyndryl Holdings' performance over market.| α | 0.31 | β | 1.04 |
Kyndryl Holdings 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 Kyndryl Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Kyndryl Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kyndryl Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Kyndryl Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kyndryl Holdings shares will generate the highest return on investment. By understating and applying Kyndryl Holdings stock market price indicators, traders can identify Kyndryl Holdings position entry and exit signals to maximize returns.
Kyndryl Holdings Return and Market Media
The median price of Kyndryl Holdings for the period between Sun, Jun 25, 2023 and Sat, Sep 23, 2023 is 14.76 with a coefficient of variation of 10.93. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 14.58, and mean deviation of 1.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | EPS Estimate | 06/30/2023 |
2 | Kyndryl Targets 47B Managed Security Services Market with En... | 07/26/2023 |
3 | Acquisition by Janina Kugel of 15614 shares of Kyndryl Holdi... | 07/31/2023 |
4 | Acquisition by Vineet Khurana of 19634 shares of Kyndryl Hol... | 08/02/2023 |
5 | EPS Reported | 08/07/2023 |
6 | Kyndryl Holdings First Quarter 2024 Earnings Beats Expectati... | 08/09/2023 |
7 | Here Is Why Bargain Hunters Would Love Fast-paced Mover Kynd... | 08/15/2023 |
8 | Kyndryl Becomes a VMware Cross-Cloud Managed Services Provid... | 08/21/2023 |
9 | Kyndryl and Cisco Expand Partnership Focusing on Cyber Resil... | 08/24/2023 |
10 | Kelloggs Good CompanyBad Company Spin-Off Is Tough to Swallo... | 08/30/2023 |
11 | Kyndryl to Speak at the Citi Global Technology Conference on... | 09/05/2023 |
12 | IBMs stock rallies as RBCs target implies 25 percent upside ... | 09/21/2023 |
About Kyndryl Holdings 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 Kyndryl or other stocks. Alpha measures the amount that position in Kyndryl Holdings 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.
| 2020 | 2021 | 2023 (projected) | Book Value per Share | 21.75 | 12.34 | 9.66 | Asset Turnover | 1.69 | 1.53 | 1.56 |
Kyndryl Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Kyndryl Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kyndryl Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kyndryl Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kyndryl Holdings. Please utilize our Beneish M Score to check the likelihood of Kyndryl Holdings' management manipulating its earnings.
| 1st of November 2023 Upcoming Quarterly Report | View | |
| 6th of February 2024 Next Financial Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 21st of May 2024 Next Fiscal Year End | View | |
| 30th of June 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Kyndryl Holdings
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Check out Kyndryl Holdings Backtesting, Kyndryl Holdings Valuation, Kyndryl Holdings Correlation, Kyndryl Holdings Hype Analysis, Kyndryl Holdings Volatility, Kyndryl Holdings History and analyze Kyndryl Holdings Performance. For information on how to trade Kyndryl Stock refer to our How to Trade Kyndryl Stock guide. Note that the Kyndryl Holdings information on this page should be used as a complementary analysis to other Kyndryl Holdings' 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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Kyndryl Stock analysis
When running Kyndryl Holdings' price analysis, check to measure Kyndryl Holdings' 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 Kyndryl Holdings is operating at the current time. Most of Kyndryl Holdings' value examination focuses on studying past and present price action to predict the probability of Kyndryl Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kyndryl Holdings' price. Additionally, you may evaluate how the addition of Kyndryl Holdings to your portfolios can decrease your overall portfolio volatility.
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Kyndryl Holdings 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.