Kosmos Stock Alpha and Beta Analysis

KOS
 Stock
  

USD 5.84  0.18  2.99%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kosmos Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kosmos Energy over a specified time horizon. Remember, high Kosmos Energy'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.
Please see Kosmos Energy Backtesting, Kosmos Energy Valuation, Kosmos Energy Correlation, Kosmos Energy Hype Analysis, Kosmos Energy Volatility, Kosmos Energy History and analyze Kosmos Energy Performance.
  
Please note that although Kosmos Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Kosmos Energy did 0.26  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Kosmos Energy stock's relative risk over its benchmark. Kosmos Energy has a beta of 1.85  . Let's try to break down what Kosmos's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kosmos Energy will likely underperform.
Kosmos Energy Book Value per Share is relatively stable at the moment as compared to the past year. Kosmos Energy reported last year Book Value per Share of 1.27. As of 12/07/2022, Enterprise Value over EBIT is likely to grow to 48.55, while Enterprise Value over EBITDA is likely to drop 6.64.
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.

Enterprise Value

3.65 Billion

Kosmos Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kosmos Energy market risk premium is the additional return an investor will receive from holding Kosmos Energy 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 Kosmos Energy. 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 Kosmos Energy's performance over market.
α-0.26   β1.85
90 days against NYA

Kosmos Energy 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 Kosmos Energy's Buy-and-hold return. Our buy-and-hold chart shows how Kosmos Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Kosmos Energy Market Price Analysis

Market price analysis indicators help investors to evaluate how Kosmos Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kosmos Energy shares will generate the highest return on investment. By understating and applying Kosmos Energy stock market price indicators, traders can identify Kosmos Energy position entry and exit signals to maximize returns.

Kosmos Energy Return and Market Media

The median price of Kosmos Energy for the period between Thu, Sep 8, 2022 and Wed, Dec 7, 2022 is 6.35 with a coefficient of variation of 8.49. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 6.24, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Kosmos Energy Provides Update on Greater Tortue Ahmeyim FPSO...09/16/2022
2
IN BRIEF Kosmos says typhoon hit vessel returned to quayside...09/27/2022
3
EPS Estimate09/30/2022
4
Oil Stocks Jump on Monday Heres Why - Nasdaq10/03/2022
5
Kosmos Energy to Host Third Quarter 2022 Results and Webcast...10/17/2022
6
EPS Reported11/07/2022
7
Kosmos Energy Ltd Might Be A Turnaround Story - Seeking Alph...11/09/2022
8
Kosmos Energy Upgraded by TheStreet to B- - MarketBeat11/22/2022
9
4 Energy Stocks That Wall Street Analysts Love Dont Cost Muc...12/06/2022

About Kosmos Energy 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 Kosmos or other stocks. Alpha measures the amount that position in Kosmos Energy 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.
 2020 2021 2022 (projected)
Long Term Debt to Equity4.784.895.28
Interest Coverage0.660.760.78

Kosmos Energy Upcoming Company Events

As portrayed in its financial statements, the presentation of Kosmos Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kosmos Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kosmos Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kosmos Energy. Please utilize our Beneish M Score to check the likelihood of Kosmos Energy's management manipulating its earnings.
Upcoming Quarterly Report28th of February 2022
Next Financial Report9th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End28th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Kosmos Energy

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Kosmos Energy Backtesting, Kosmos Energy Valuation, Kosmos Energy Correlation, Kosmos Energy Hype Analysis, Kosmos Energy Volatility, Kosmos Energy History and analyze Kosmos Energy Performance. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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When running Kosmos Energy price analysis, check to measure Kosmos Energy'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 Kosmos Energy is operating at the current time. Most of Kosmos Energy's value examination focuses on studying past and present price action to predict the probability of Kosmos Energy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Kosmos Energy's price. Additionally, you may evaluate how the addition of Kosmos Energy to your portfolios can decrease your overall portfolio volatility.
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Kosmos Energy 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.
A focus of Kosmos Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Kosmos Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...