Kratos Defense Security Stock Market Value
| KTOS Stock | USD 18.02 0.41 2.33% |
| Symbol | Kratos |
Kratos Defense Security Price To Book Ratio
Is Kratos Defense'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 Kratos Defense. If investors know Kratos 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 Kratos Defense 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 25.161 | Earnings Share (0.07) | Revenue Per Share 7.953 | Quarterly Revenue Growth 0.098 | Return On Assets 0.0127 |
The market value of Kratos Defense Security is measured differently than its book value, which is the value of Kratos that is recorded on the company's balance sheet. Investors also form their own opinion of Kratos Defense's value that differs from its market value or its book value, called intrinsic value, which is Kratos Defense'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 Kratos Defense's market value can be influenced by many factors that don't directly affect Kratos Defense'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 Kratos Defense's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kratos Defense is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kratos Defense'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.
Kratos Defense '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 Kratos Defense'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 Kratos Defense.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Kratos Defense on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Kratos Defense Security or generate 0.0% return on investment in Kratos Defense over 30 days. Kratos Defense is related to or competes with Novocure, HubSpot, DigitalOcean Holdings, Appian Corp, and Repligen. Kratos Defense Security Solutions, Inc. operates as a government contractor of the U.S More
Kratos Defense 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 Kratos Defense'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 Kratos Defense Security upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 23.9 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 2.83 |
Kratos Defense Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kratos Defense's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kratos Defense's standard deviation. In reality, there are many statistical measures that can use Kratos Defense historical prices to predict the future Kratos Defense's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kratos Defense'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.
Kratos Defense Security Backtested Returns
Kratos Defense Security has Sharpe Ratio of -0.0161, which conveys that the firm had a -0.0161% return per unit of risk over the last 3 months. Kratos Defense exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kratos Defense's Mean Deviation of 1.74, risk adjusted performance of (0), and Standard Deviation of 2.84 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.51, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kratos Defense will likely underperform. Kratos Defense Security has an expected return of -0.0467%. Please make sure to verify Kratos Defense Security total risk alpha, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Kratos Defense Security performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Kratos Defense Security has very weak reverse predictability. Overlapping area represents the amount of predictability between Kratos Defense time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Kratos Defense Security price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Kratos Defense price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Kratos Defense Security lagged returns against current returns
Autocorrelation, which is Kratos Defense 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 Kratos Defense's stock expected returns. We can calculate the autocorrelation of Kratos Defense returns to help us make a trade decision. For example, suppose you find that Kratos Defense 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 |
Kratos Defense 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 Kratos Defense stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kratos Defense stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kratos Defense stock over time.
Current vs Lagged Prices |
| Timeline |
Kratos Defense Lagged Returns
When evaluating Kratos Defense's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kratos Defense stock have on its future price. Kratos Defense 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, Kratos Defense autocorrelation shows the relationship between Kratos Defense stock current value and its past values and can show if there is a momentum factor associated with investing in Kratos Defense Security.
Regressed Prices |
| Timeline |
Kratos Defense Investors Sentiment
The influence of Kratos Defense'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 Kratos. 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 Kratos Defense's public news can be used to forecast risks associated with an investment in Kratos. The trend in average sentiment can be used to explain how an investor holding Kratos can time the market purely based on public headlines and social activities around Kratos Defense Security. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Kratos Defense'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 Kratos Defense'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 Kratos Defense's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Kratos Defense.
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 Kratos Defense 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, Kratos Defense's short interest history, or implied volatility extrapolated from Kratos Defense options trading.
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When running Kratos Defense's price analysis, check to measure Kratos Defense'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 Kratos Defense is operating at the current time. Most of Kratos Defense's value examination focuses on studying past and present price action to predict the probability of Kratos Defense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kratos Defense's price. Additionally, you may evaluate how the addition of Kratos Defense to your portfolios can decrease your overall portfolio volatility.
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Kratos Defense 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.