Kb Home Stock Alpha and Beta Analysis
| KBH Stock | USD 60.41 0.51 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KB Home. It also helps investors analyze the systematic and unsystematic risks associated with investing in KB Home over a specified time horizon. Remember, high KB Home'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 KB Home's market risk premium analysis include:
Beta 2.25 | Alpha (0.11) | Risk 2.05 | Sharpe Ratio (0.02) | Expected Return (0.04) |
KB Home 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.
KBH |
KB Home Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KB Home market risk premium is the additional return an investor will receive from holding KB Home 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 KB Home. 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 KB Home's performance over market.| α | -0.11 | β | 2.25 |
KB Home 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 KB Home's Buy-and-hold return. Our buy-and-hold chart shows how KB Home performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KB Home Market Price Analysis
Market price analysis indicators help investors to evaluate how KB Home stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KB Home shares will generate the highest return on investment. By understating and applying KB Home stock market price indicators, traders can identify KB Home position entry and exit signals to maximize returns.
KB Home Return and Market Media
The median price of KB Home for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 63.7 with a coefficient of variation of 5.93. The daily time series for the period is distributed with a sample standard deviation of 3.81, arithmetic mean of 64.31, and mean deviation of 3.43. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Exercise or conversion by Brian Woram of 10000 shares of KB Home subject to Rule 16b-3 | 01/30/2024 |
| KB Home dividend paid on 22nd of February 2024 | 02/22/2024 |
2 | Lennars Q1 Earnings Miss Expectations Despite Strong Demand | 03/14/2024 |
3 | KB Home Q1 2024 Earnings Call Transcript | 03/21/2024 |
4 | KB Home Earns 14th ENERGY STAR Partner of the Year Sustained Excellence Award | 03/26/2024 |
5 | Zacks Research Research Analysts Lift Earnings Estimates for KB Home - MarketBeat | 04/02/2024 |
6 | 5 Low Price-to-Sales Stocks Poised to Race up the Charts | 04/04/2024 |
7 | KB Home Insiders Sold US11m Of Shares Suggesting Hesitancy | 04/05/2024 |
8 | KB Home is an Incredible Growth Stock 3 Reasons Why | 04/08/2024 |
9 | Disposition of 9029 shares by Jeff Kaminski of KB Home at 67.23 subject to Rule 16b-3 | 04/09/2024 |
10 | Top Stock Picks for Week of April 8, 2024 | 04/10/2024 |
11 | KB Home Announces the Grand Opening of Its Newest Community in the Highly Desirable Ontario Ranch Master Plan | 04/11/2024 |
12 | We Think Shareholders Are Less Likely To Approve A Large Pay Rise For KB Homes CEO For Now | 04/12/2024 |
13 | Pick These 4 Low PCF Stocks to Boost Your Portfolio | 04/15/2024 |
14 | Stocks making the biggest moves after hours Netflix, Intuitive Surgical, Western Alliance and more | 04/18/2024 |
About KB Home 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 KBH or other stocks. Alpha measures the amount that position in KB Home 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 | 2024 (projected) | Dividend Yield | 0.0192 | 0.0135 | 0.0155 | 0.031 | Price To Sales Ratio | 0.39 | 0.66 | 0.59 | 0.37 |
KB Home Upcoming Company Events
As portrayed in its financial statements, the presentation of KB Home's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, KB Home's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of KB Home's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of KB Home. Please utilize our Beneish M Score to check the likelihood of KB Home's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 19th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 8th of January 2025 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 30th of November 2023 Last Financial Announcement | View |
Build Portfolio with KB Home
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 KB Home Backtesting, KB Home Valuation, KB Home Correlation, KB Home Hype Analysis, KB Home Volatility, KB Home History and analyze KB Home Performance. For more detail on how to invest in KBH Stock please use our How to Invest in KB Home guide.Note that the KB Home information on this page should be used as a complementary analysis to other KB Home'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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for KBH Stock analysis
When running KB Home's price analysis, check to measure KB Home'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 KB Home is operating at the current time. Most of KB Home's value examination focuses on studying past and present price action to predict the probability of KB Home's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KB Home's price. Additionally, you may evaluate how the addition of KB Home to your portfolios can decrease your overall portfolio volatility.
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