Kaiser Aluminum (Germany) Performance
KLU1 Stock | EUR 83.50 2.00 2.34% |
On a scale of 0 to 100, Kaiser Aluminum holds a performance score of 21. The company secures a Beta (Market Risk) of -0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Kaiser Aluminum are expected to decrease at a much lower rate. During the bear market, Kaiser Aluminum is likely to outperform the market. Please check Kaiser Aluminum's jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Kaiser Aluminum's current price movements will revert.
Risk-Adjusted Performance
21 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Kaiser Aluminum are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Kaiser Aluminum reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow | 317 M |
Kaiser |
Kaiser Aluminum Relative Risk vs. Return Landscape
If you would invest 5,432 in Kaiser Aluminum on January 18, 2024 and sell it today you would earn a total of 2,918 from holding Kaiser Aluminum or generate 53.72% return on investment over 90 days. Kaiser Aluminum is generating 0.7302% of daily returns assuming 2.6637% volatility of returns over the 90 days investment horizon. Simply put, 23% of all stocks have less volatile historical return distribution than Kaiser Aluminum, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Kaiser Aluminum Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaiser Aluminum's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kaiser Aluminum, and traders can use it to determine the average amount a Kaiser Aluminum's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2741
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Estimated Market Risk
2.66 actual daily | 23 77% of assets are more volatile |
Expected Return
0.73 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average Kaiser Aluminum is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Kaiser Aluminum by adding it to a well-diversified portfolio.
Kaiser Aluminum Fundamentals Growth
Kaiser Stock prices reflect investors' perceptions of the future prospects and financial health of Kaiser Aluminum, and Kaiser Aluminum fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Kaiser Stock performance.
Return On Equity | -0.0447 | |||
Return On Asset | 0.0065 | |||
Profit Margin | (0.01) % | |||
Operating Margin | 0.01 % | |||
Current Valuation | 2.17 B | |||
Shares Outstanding | 15.94 M | |||
Price To Earning | 15.35 X | |||
Price To Book | 2.05 X | |||
Price To Sales | 0.34 X | |||
Revenue | 3.43 B | |||
EBITDA | 10.4 M | |||
Cash And Equivalents | 146.8 M | |||
Cash Per Share | 9.22 X | |||
Total Debt | 1.04 B | |||
Debt To Equity | 54.50 % | |||
Book Value Per Share | 39.80 X | |||
Cash Flow From Operations | 79.4 M | |||
Earnings Per Share | (1.76) X | |||
Total Asset | 2.29 B | |||
About Kaiser Aluminum Performance
To evaluate Kaiser Aluminum Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Kaiser Aluminum generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Kaiser Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Kaiser Aluminum market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Kaiser's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Kaiser Aluminum Corporation manufactures and sells semi-fabricated specialty aluminum mill products. Kaiser Aluminum Corporation was founded in 1946 and is headquartered in Foothill Ranch, California. KAISER ALUM operates under Aluminum classification in Germany and is traded on Frankfurt Stock Exchange. It employs 2875 people.Things to note about Kaiser Aluminum performance evaluation
Checking the ongoing alerts about Kaiser Aluminum for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kaiser Aluminum help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.The company reported the revenue of 3.43 B. Net Loss for the year was (29.6 M) with profit before overhead, payroll, taxes, and interest of 247.7 M. | |
Over 99.0% of the company shares are owned by institutional investors |
- Analyzing Kaiser Aluminum's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Kaiser Aluminum's stock is overvalued or undervalued compared to its peers.
- Examining Kaiser Aluminum's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Kaiser Aluminum's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kaiser Aluminum's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kaiser Aluminum's stock. These opinions can provide insight into Kaiser Aluminum's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Kaiser Aluminum. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. For more detail on how to invest in Kaiser Stock please use our How to Invest in Kaiser Aluminum guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
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When running Kaiser Aluminum's price analysis, check to measure Kaiser Aluminum'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 Kaiser Aluminum is operating at the current time. Most of Kaiser Aluminum's value examination focuses on studying past and present price action to predict the probability of Kaiser Aluminum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kaiser Aluminum's price. Additionally, you may evaluate how the addition of Kaiser Aluminum to your portfolios can decrease your overall portfolio volatility.
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