Kaival Brands Innovations Stock Market Value
| KAVL Stock | USD 6.30 3.63 135.96% |
| Symbol | Kaival |
Kaival Brands Innovations Price To Book Ratio
Is Kaival Brands' 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 Kaival Brands. If investors know Kaival 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 Kaival Brands listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (3.77) | Revenue Per Share 4.979 | Quarterly Revenue Growth 0.271 | Return On Assets (0.40) | Return On Equity (1.03) |
The market value of Kaival Brands Innovations is measured differently than its book value, which is the value of Kaival that is recorded on the company's balance sheet. Investors also form their own opinion of Kaival Brands' value that differs from its market value or its book value, called intrinsic value, which is Kaival Brands' 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 Kaival Brands' market value can be influenced by many factors that don't directly affect Kaival Brands' 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 Kaival Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Kaival Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kaival Brands' 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.
Kaival Brands '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 Kaival Brands' 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 Kaival Brands.
| 04/22/2023 |
| 04/16/2024 |
If you would invest 0.00 in Kaival Brands on April 22, 2023 and sell it all today you would earn a total of 0.00 from holding Kaival Brands Innovations or generate 0.0% return on investment in Kaival Brands over 360 days. Kaival Brands is related to or competes with Seneca Foods, Central Garden, Central Garden, and Aryzta AG. Kaival Brands Innovations Group, Inc. distributes electronic nicotine delivery systems and related components in the Uni... More
Kaival Brands 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 Kaival Brands' 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 Kaival Brands Innovations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.32 | |||
| Information Ratio | 0.0946 | |||
| Maximum Drawdown | 136.55 | |||
| Value At Risk | (15.77) | |||
| Potential Upside | 15.38 |
Kaival Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kaival Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kaival Brands' standard deviation. In reality, there are many statistical measures that can use Kaival Brands historical prices to predict the future Kaival Brands' volatility.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 2.43 | |||
| Total Risk Alpha | 0.3018 | |||
| Sortino Ratio | 0.2679 | |||
| Treynor Ratio | (0.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kaival Brands' 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.
Kaival Brands Innovations Backtested Returns
Kaival Brands is abnormally volatile given 3 months investment horizon. Kaival Brands Innovations has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.46% are justified by taking the suggested risk. Use Kaival Brands Innovations Downside Deviation of 8.32, mean deviation of 10.34, and Risk Adjusted Performance of 0.0707 to evaluate company specific risk that cannot be diversified away. Kaival Brands holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -2.81, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Kaival Brands are expected to decrease by larger amounts. On the other hand, during market turmoil, Kaival Brands is expected to outperform it. Use Kaival Brands Innovations downside variance, and the relationship between the sortino ratio and accumulation distribution , to analyze future returns on Kaival Brands Innovations.
Auto-correlation | 0.20 |
Weak predictability
Kaival Brands Innovations has weak predictability. Overlapping area represents the amount of predictability between Kaival Brands time series from 22nd of April 2023 to 19th of October 2023 and 19th of October 2023 to 16th 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 Kaival Brands Innovations price movement. The serial correlation of 0.2 indicates that over 20.0% of current Kaival Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 2.48 |
Kaival Brands Innovations lagged returns against current returns
Autocorrelation, which is Kaival Brands 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 Kaival Brands' stock expected returns. We can calculate the autocorrelation of Kaival Brands returns to help us make a trade decision. For example, suppose you find that Kaival Brands 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 |
Kaival Brands 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 Kaival Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kaival Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kaival Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Kaival Brands Lagged Returns
When evaluating Kaival Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kaival Brands stock have on its future price. Kaival Brands 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, Kaival Brands autocorrelation shows the relationship between Kaival Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Kaival Brands Innovations.
Regressed Prices |
| Timeline |
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 Kaival Brands 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, Kaival Brands' short interest history, or implied volatility extrapolated from Kaival Brands options trading.
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Complementary Tools for Kaival Stock analysis
When running Kaival Brands' price analysis, check to measure Kaival Brands' 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 Kaival Brands is operating at the current time. Most of Kaival Brands' value examination focuses on studying past and present price action to predict the probability of Kaival Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kaival Brands' price. Additionally, you may evaluate how the addition of Kaival Brands to your portfolios can decrease your overall portfolio volatility.
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