Kyndryl Stock Market Value
| KD Stock | USD 15.56 0.06 0.38% |
| Symbol | Kyndryl |
Kyndryl Holdings company Valuation
Is Kyndryl Holdings' 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 Kyndryl Holdings. If investors know Kyndryl 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 Kyndryl Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (5.74) | Revenue Per Share 74.471 | Quarterly Revenue Growth (0.022) | Return On Assets (0.0225) | Return On Equity (0.71) |
The market value of Kyndryl Holdings is measured differently than its book value, which is the value of Kyndryl that is recorded on the company's balance sheet. Investors also form their own opinion of Kyndryl Holdings' value that differs from its market value or its book value, called intrinsic value, which is Kyndryl Holdings' 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 Kyndryl Holdings' market value can be influenced by many factors that don't directly affect Kyndryl Holdings' 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 Kyndryl Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Kyndryl Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kyndryl Holdings' 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.
Kyndryl Holdings '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 Kyndryl Holdings' 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 Kyndryl Holdings.
| 08/24/2023 |
| 09/23/2023 |
If you would invest 0.00 in Kyndryl Holdings on August 24, 2023 and sell it all today you would earn a total of 0.00 from holding Kyndryl Holdings or generate 0.0% return on investment in Kyndryl Holdings over 30 days. Kyndryl Holdings is related to or competes with Genpact, Broadridge Financial, Chindata Group, Fiserv, Digimarc, Data Storage, and VNET Group. Kyndryl Holdings, Inc. operates as a technology services company and IT infrastructure services provider worldwide More
Kyndryl Holdings 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 Kyndryl Holdings' 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 Kyndryl Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.094 | |||
| Maximum Drawdown | 21.77 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 3.33 |
Kyndryl Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kyndryl Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kyndryl Holdings' standard deviation. In reality, there are many statistical measures that can use Kyndryl Holdings historical prices to predict the future Kyndryl Holdings' volatility.| Risk Adjusted Performance | 0.0639 | |||
| Jensen Alpha | 0.3111 | |||
| Total Risk Alpha | 0.3848 | |||
| Sortino Ratio | 0.1424 | |||
| Treynor Ratio | 0.2832 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Kyndryl Holdings' 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. Please use the tools below to analyze the current value of Kyndryl Holdings in the context of predictive analytics.
Kyndryl Holdings Backtested Returns
Kyndryl Holdings appears to be not too volatile, given 3 months investment horizon. Kyndryl Holdings has Sharpe Ratio of 0.11, which conveys that the firm had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Kyndryl Holdings, which you can use to evaluate the future volatility of the firm. Please exercise Kyndryl Holdings' Mean Deviation of 2.0, risk adjusted performance of 0.0639, and Downside Deviation of 2.18 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kyndryl Holdings holds a performance score of 8. The company secures a Beta (Market Risk) of 1.0373, which conveys a somewhat significant risk relative to the market. Kyndryl Holdings returns are very sensitive to returns on the market. As the market goes up or down, Kyndryl Holdings is expected to follow. Although it is vital to follow Kyndryl Holdings price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. Our main philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Kyndryl Holdings technical indicators, you can presently evaluate if the expected return of 0.35% will be sustainable into the future. Please exercises Kyndryl Holdings value at risk, and the relationship between the jensen alpha and semi variance to make a quick decision on whether Kyndryl Holdings current price movements will revert.
Auto-correlation | -0.84 |
Excellent reverse predictability
Kyndryl Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Kyndryl Holdings time series from 24th of August 2023 to 8th of September 2023 and 8th of September 2023 to 23rd of September 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kyndryl Holdings price movement. The serial correlation of -0.84 indicates that around 84.0% of current Kyndryl Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Kyndryl Holdings lagged returns against current returns
Autocorrelation, which is Kyndryl Holdings 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 Kyndryl Holdings' stock expected returns. We can calculate the autocorrelation of Kyndryl Holdings returns to help us make a trade decision. For example, suppose you find that Kyndryl Holdings stock 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 stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Kyndryl Holdings 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 Kyndryl Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kyndryl Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kyndryl Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Kyndryl Holdings Lagged Returns
When evaluating Kyndryl Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kyndryl Holdings stock have on its future price. Kyndryl Holdings 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, Kyndryl Holdings autocorrelation shows the relationship between Kyndryl Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Kyndryl Holdings.
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 Kyndryl Holdings 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, Kyndryl Holdings' short interest history, or implied volatility extrapolated from Kyndryl Holdings options trading.
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Check out Kyndryl Holdings Correlation, Kyndryl Holdings Volatility and Kyndryl Holdings Alpha and Beta module to complement your research on Kyndryl Holdings. For information on how to trade Kyndryl Stock refer to our How to Trade Kyndryl Stock guide. Note that the Kyndryl Holdings information on this page should be used as a complementary analysis to other Kyndryl Holdings' 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Kyndryl Stock analysis
When running Kyndryl Holdings' price analysis, check to measure Kyndryl Holdings' 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 Kyndryl Holdings is operating at the current time. Most of Kyndryl Holdings' value examination focuses on studying past and present price action to predict the probability of Kyndryl Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kyndryl Holdings' price. Additionally, you may evaluate how the addition of Kyndryl Holdings to your portfolios can decrease your overall portfolio volatility.
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Kyndryl Holdings 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.