Fs Kkr Capital Stock Market Value
| FSK Stock | USD 19.05 0.20 1.06% |
| Symbol | FSK |
FS KKR Capital Price To Book Ratio
Is FS KKR'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 FS KKR. If investors know FSK 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 FS KKR 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 0.356 | Dividend Share 2.56 | Earnings Share 2.48 | Revenue Per Share 6.529 | Quarterly Revenue Growth (0) |
The market value of FS KKR Capital is measured differently than its book value, which is the value of FSK that is recorded on the company's balance sheet. Investors also form their own opinion of FS KKR's value that differs from its market value or its book value, called intrinsic value, which is FS KKR'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 FS KKR's market value can be influenced by many factors that don't directly affect FS KKR'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 FS KKR's value and its price as these two are different measures arrived at by different means. Investors typically determine if FS KKR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FS KKR'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.
FS KKR '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 FS KKR'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 FS KKR.
| 02/19/2024 |
| 04/19/2024 |
If you would invest 0.00 in FS KKR on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding FS KKR Capital or generate 0.0% return on investment in FS KKR over 60 days. FS KKR is related to or competes with BlackRock TCP, Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Carlyle Secured, and Hercules Capital. FS KKR Capital Corp. is a business development company specializing in investments in debt securities More
FS KKR 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 FS KKR'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 FS KKR Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.12 |
FS KKR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FS KKR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FS KKR's standard deviation. In reality, there are many statistical measures that can use FS KKR historical prices to predict the future FS KKR's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.5779 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FS KKR'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.
FS KKR Capital Backtested Returns
FS KKR Capital retains Efficiency (Sharpe Ratio) of -0.0551, which denotes the company had a -0.0551% return per unit of price deviation over the last 3 months. FS KKR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FS KKR's Information Ratio of (0.10), market risk adjusted performance of 0.5879, and Standard Deviation of 1.11 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0959, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FS KKR are expected to decrease at a much lower rate. During the bear market, FS KKR is likely to outperform the market. FS KKR Capital has an expected return of -0.0623%. Please make sure to confirm FS KKR Capital potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if FS KKR Capital performance from the past will be repeated sooner or later.
Auto-correlation | -0.64 |
Very good reverse predictability
FS KKR Capital has very good reverse predictability. Overlapping area represents the amount of predictability between FS KKR time series from 19th of February 2024 to 20th of March 2024 and 20th of March 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 FS KKR Capital price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current FS KKR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
FS KKR Capital lagged returns against current returns
Autocorrelation, which is FS KKR 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 FS KKR's stock expected returns. We can calculate the autocorrelation of FS KKR returns to help us make a trade decision. For example, suppose you find that FS KKR 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 |
FS KKR 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 FS KKR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FS KKR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FS KKR stock over time.
Current vs Lagged Prices |
| Timeline |
FS KKR Lagged Returns
When evaluating FS KKR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FS KKR stock have on its future price. FS KKR 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, FS KKR autocorrelation shows the relationship between FS KKR stock current value and its past values and can show if there is a momentum factor associated with investing in FS KKR Capital.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out FS KKR Correlation, FS KKR Volatility and FS KKR Alpha and Beta module to complement your research on FS KKR. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for FSK Stock analysis
When running FS KKR's price analysis, check to measure FS KKR'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 FS KKR is operating at the current time. Most of FS KKR's value examination focuses on studying past and present price action to predict the probability of FS KKR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FS KKR's price. Additionally, you may evaluate how the addition of FS KKR to your portfolios can decrease your overall portfolio volatility.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |
FS KKR 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.