Kbr Inc Stock Market Value
| KBR Stock | USD 63.12 0.45 0.72% |
| Symbol | KBR |
KBR Inc Price To Book Ratio
Is KBR'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 KBR. If investors know KBR 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 KBR 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 (0.75) | Dividend Share 0.54 | Earnings Share (1.96) | Revenue Per Share 51.526 | Quarterly Revenue Growth 0.076 |
The market value of KBR Inc is measured differently than its book value, which is the value of KBR that is recorded on the company's balance sheet. Investors also form their own opinion of KBR's value that differs from its market value or its book value, called intrinsic value, which is KBR'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 KBR's market value can be influenced by many factors that don't directly affect KBR'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 KBR's value and its price as these two are different measures arrived at by different means. Investors typically determine if KBR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KBR'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.
KBR '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 KBR'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 KBR.
| 10/31/2022 |
| 04/23/2024 |
If you would invest 0.00 in KBR on October 31, 2022 and sell it all today you would earn a total of 0.00 from holding KBR Inc or generate 0.0% return on investment in KBR over 540 days. KBR is related to or competes with BrightView Holdings, Maximus, First Advantage, and Cass Information. KBR, Inc. provides scientific, technology, and engineering solutions to governments and commercial customers worldwide More
KBR 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 KBR'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 KBR Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9379 | |||
| Information Ratio | 0.1534 | |||
| Maximum Drawdown | 5.61 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.29 |
KBR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBR's standard deviation. In reality, there are many statistical measures that can use KBR historical prices to predict the future KBR's volatility.| Risk Adjusted Performance | 0.1476 | |||
| Jensen Alpha | 0.2341 | |||
| Total Risk Alpha | 0.1072 | |||
| Sortino Ratio | 0.1851 | |||
| Treynor Ratio | 1.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KBR'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.
KBR Inc Backtested Returns
KBR appears to be very steady, given 3 months investment horizon. KBR Inc has Sharpe Ratio of 0.27, which conveys that the company had a 0.27% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for KBR, which you can use to evaluate the volatility of the entity. Please exercise KBR's Mean Deviation of 0.8559, downside deviation of 0.9379, and Market Risk Adjusted Performance of 1.08 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, KBR holds a performance score of 20. The firm secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBR's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBR is expected to be smaller as well. Please check KBR's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether KBR's current price movements will revert.
Auto-correlation | 0.23 |
Weak predictability
KBR Inc has weak predictability. Overlapping area represents the amount of predictability between KBR time series from 31st of October 2022 to 28th of July 2023 and 28th of July 2023 to 23rd of April 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 KBR Inc price movement. The serial correlation of 0.23 indicates that over 23.0% of current KBR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 15.84 |
KBR Inc lagged returns against current returns
Autocorrelation, which is KBR 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 KBR's stock expected returns. We can calculate the autocorrelation of KBR returns to help us make a trade decision. For example, suppose you find that KBR 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 |
KBR 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 KBR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBR stock over time.
Current vs Lagged Prices |
| Timeline |
KBR Lagged Returns
When evaluating KBR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBR stock have on its future price. KBR 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, KBR autocorrelation shows the relationship between KBR stock current value and its past values and can show if there is a momentum factor associated with investing in KBR Inc.
Regressed Prices |
| Timeline |
KBR Investors Sentiment
The influence of KBR's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in KBR. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to KBR's public news can be used to forecast risks associated with an investment in KBR. The trend in average sentiment can be used to explain how an investor holding KBR can time the market purely based on public headlines and social activities around KBR Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
KBR's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for KBR's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average KBR's news discussions. The higher the estimated score, the more favorable is the investor's outlook on KBR.
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 KBR 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, KBR's short interest history, or implied volatility extrapolated from KBR options trading.
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Try AI Portfolio ArchitectCheck out KBR Correlation, KBR Volatility and KBR Alpha and Beta module to complement your research on KBR. Note that the KBR Inc information on this page should be used as a complementary analysis to other KBR'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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for KBR Stock analysis
When running KBR's price analysis, check to measure KBR'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 KBR is operating at the current time. Most of KBR's value examination focuses on studying past and present price action to predict the probability of KBR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBR's price. Additionally, you may evaluate how the addition of KBR to your portfolios can decrease your overall portfolio volatility.
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KBR 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.