Knife River Stock Alpha and Beta Analysis
| KNF Stock | 70.44 1.69 2.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Knife River. It also helps investors analyze the systematic and unsystematic risks associated with investing in Knife River over a specified time horizon. Remember, high Knife River's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Knife River's market risk premium analysis include:
Beta 1.49 | Alpha (0.12) | Risk 1.73 | Sharpe Ratio (0.07) | Expected Return (0.12) |
Knife River Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Knife |
Knife River Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Knife River market risk premium is the additional return an investor will receive from holding Knife River long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Knife River. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Knife River's performance over market.| α | -0.12 | β | 1.49 |
Knife River expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Knife River's Buy-and-hold return. Our buy-and-hold chart shows how Knife River performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Knife River Market Price Analysis
Market price analysis indicators help investors to evaluate how Knife River stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Knife River shares will generate the highest return on investment. By understating and applying Knife River stock market price indicators, traders can identify Knife River position entry and exit signals to maximize returns.
Knife River Return and Market Media
The median price of Knife River for the period between Wed, Mar 13, 2024 and Tue, Jun 11, 2024 is 77.62 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 3.76, arithmetic mean of 76.33, and mean deviation of 2.96. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | State of Michigan Retirement System Grows Position in Knife River Co. - Defense World | 04/08/2024 |
2 | KNF Stock Earnings Knife River Holding Beats EPS, Beats Revenue for Q1 2024 | 05/07/2024 |
3 | Knife River Holding Co Q1 2024 Earnings Call Transcript Highlights Navigating Challenges ... | 05/08/2024 |
4 | Is Knife River Corporation Outperforming Other Construction Stocks This Year | 05/09/2024 |
5 | Construction Materials Veteran Thomas W. Hill Elected to Knife River Corporation Board of Directors - Marketscreener.com | 05/15/2024 |
6 | Knife River Forms Hammer Chart Pattern Time for Bottom Fishing | 05/22/2024 |
7 | Down -9.6 percent in 4 Weeks, Heres Why You Should You Buy the Dip in Knife River | 05/24/2024 |
8 | Will Weakness in Knife River Corporations Stock Prove Temporary Given Strong Fundamentals | 05/29/2024 |
9 | Knife River Loses -14.99 percent in 4 Weeks, Heres Why a Trend Reversal May be Around the Corner | 06/05/2024 |
10 | KNF or JHX Which Is the Better Value Stock Right Now | 06/10/2024 |
About Knife River Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Knife or other stocks. Alpha measures the amount that position in Knife River has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 32.21 | 31.7 | 37.93 | 27.16 | PTB Ratio | 2.34 | 2.17 | 2.96 | 1.99 |
Knife River Upcoming Company Events
As portrayed in its financial statements, the presentation of Knife River's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Knife River's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Knife River's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Knife River. Please utilize our Beneish M Score to check the likelihood of Knife River's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Information and Resources on Investing in Knife Stock
When determining whether Knife River is a strong investment it is important to analyze Knife River's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Knife River's future performance. For an informed investment choice regarding Knife Stock, refer to the following important reports:Check out Knife River Backtesting, Knife River Valuation, Knife River Correlation, Knife River Hype Analysis, Knife River Volatility, Knife River History and analyze Knife River Performance. For more detail on how to invest in Knife Stock please use our How to Invest in Knife River guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Knife River 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.