Kb Home Stock Market Value
| KBH Stock | USD 64.79 0.82 1.25% |
| Symbol | KBH |
KB Home Price To Book Ratio
Is KB Home'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 KB Home. If investors know KBH 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 KB Home 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 0.213 | Dividend Share 0.75 | Earnings Share 7.34 | Revenue Per Share 82.257 | Quarterly Revenue Growth 0.06 |
The market value of KB Home is measured differently than its book value, which is the value of KBH that is recorded on the company's balance sheet. Investors also form their own opinion of KB Home's value that differs from its market value or its book value, called intrinsic value, which is KB Home'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 KB Home's market value can be influenced by many factors that don't directly affect KB Home'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 KB Home's value and its price as these two are different measures arrived at by different means. Investors typically determine if KB Home is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KB Home'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.
KB Home '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 KB Home'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 KB Home.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in KB Home on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding KB Home or generate 0.0% return on investment in KB Home over 30 days. KB Home is related to or competes with DR Horton, PulteGroup, Toll Brothers, NVR, Lennar, Hovnanian Enterprises, and Taylor Morn. KB Home operates as a homebuilding company in the United States More
KB Home 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 KB Home'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 KB Home upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.0163 | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 2.72 |
KB Home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KB Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KB Home's standard deviation. In reality, there are many statistical measures that can use KB Home historical prices to predict the future KB Home's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.0495 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of KB Home'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.
KB Home Backtested Returns
We consider KB Home very steady. KB Home retains Efficiency (Sharpe Ratio) of 0.0765, which conveys that the company had a 0.0765% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for KB Home, which you can use to evaluate the volatility of the entity. Please verify KB Home's Market Risk Adjusted Performance of 0.0595, standard deviation of 2.14, and Mean Deviation of 1.68 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. KB Home has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 2.43, 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, KB Home will likely underperform. KB Home today owns a risk of 2.01%. Please verify KB Home treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if KB Home will be following its current price history.
Auto-correlation | 0.36 |
Below average predictability
KB Home has below average predictability. Overlapping area represents the amount of predictability between KB Home time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 KB Home price movement. The serial correlation of 0.36 indicates that just about 36.0% of current KB Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 4.01 |
KB Home lagged returns against current returns
Autocorrelation, which is KB Home 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 KB Home's stock expected returns. We can calculate the autocorrelation of KB Home returns to help us make a trade decision. For example, suppose you find that KB Home 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 |
KB Home 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 KB Home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KB Home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KB Home stock over time.
Current vs Lagged Prices |
| Timeline |
KB Home Lagged Returns
When evaluating KB Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KB Home stock have on its future price. KB Home 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, KB Home autocorrelation shows the relationship between KB Home stock current value and its past values and can show if there is a momentum factor associated with investing in KB Home.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out KB Home Correlation, KB Home Volatility and KB Home Alpha and Beta module to complement your research on KB Home. 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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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KB Home 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.