Kraton Alpha and Beta Analysis

KRADelisted Stock  USD 46.49  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kraton. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kraton over a specified time horizon. Remember, high Kraton'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 Kraton's market risk premium analysis include:
Beta
0.0
Alpha
0.0
Risk
0.0
Sharpe Ratio
0.0
Expected Return
0.0
Please note that although Kraton alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Kraton did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Kraton stock's relative risk over its benchmark. Kraton has a beta of 0.00  . The returns on NYSE COMPOSITE and Kraton are completely uncorrelated. .
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.
  
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Kraton Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kraton market risk premium is the additional return an investor will receive from holding Kraton 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 Kraton. 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 Kraton's performance over market.
α0.00   β0.00

Kraton Fundamentals Vs Peers

Comparing Kraton's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Kraton's direct or indirect competition across all of the common fundamentals between Kraton and the related equities. This way, we can detect undervalued stocks with similar characteristics as Kraton or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Kraton's fundamental indicators could also be used in its relative valuation, which is a method of valuing Kraton by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Kraton to competition
FundamentalsKratonPeer Average
Return On Equity23.46-0.31
Return On Asset6.37-0.14
Profit Margin8.64 %(1.27) %
Operating Margin13.23 %(5.51) %
Current Valuation2.4 B16.62 B
Shares Outstanding32.15 M571.82 M
Shares Owned By Insiders2.67 %10.09 %

Kraton Opportunities

Kraton Return and Market Media

The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Kraton 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 Kraton or other delisted stocks. Alpha measures the amount that position in Kraton 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.
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 Kraton 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, Kraton's short interest history, or implied volatility extrapolated from Kraton options trading.

Build Portfolio with Kraton

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area.
You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

Other Consideration for investing in Kraton Stock

If you are still planning to invest in Kraton check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Kraton's history and understand the potential risks before investing.
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Global Correlations
Find global opportunities by holding instruments from different markets
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Odds Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years