KKR Co Stock Volatility


USD 48.00  0.27  0.56%   

KKR Co LP has Sharpe Ratio of -0.0333, which conveys that the firm had -0.0333% of return per unit of volatility over the last 3 months. Macroaxis approach towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. KKR Co exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KKR Co LP mean deviation of 2.18, and Risk Adjusted Performance of 0.0104 to check out the risk estimate we provide.
KKR Co Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of KKR Co daily returns, and it is calculated using variance and standard deviation. We also use KKR Co's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of KKR Co volatility.

30 Days Market Risk

Very steady

Chance of Distress

30 Days Economic Sensitivity

Actively responds to the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as KKR Co can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of KKR Co at lower prices. For example, an investor can purchase KKR Co stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of KKR Co's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with KKR Co

+0.83IVZInvesco PlcPairCorr
+0.79OCNOcwen FinancialPairCorr

KKR Co Market Sensitivity And Downside Risk

KKR Co's beta coefficient measures the volatility of KKR Co stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents KKR Co stock's returns against your selected market. In other words, KKR Co's beta of 1.7 provides an investor with an approximation of how much risk KKR Co stock can potentially add to one of your existing portfolios.
KKR Co LP currently demonstrates below-average downside deviation. It has Information Ratio of -0.02 and Jensen Alpha of -0.1. However, we advise investors to further question KKR Co LP expected returns to ensure all indicators are consistent with the current outlook about its relatively low value at risk. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure KKR Co's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact KKR Co's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze KKR Co LP Demand Trend
Check current 90 days KKR Co correlation with market (NYSE Composite)

KKR Co Beta

KKR Co standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

It is essential to understand the difference between upside risk (as represented by KKR Co's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of KKR Co's daily returns or price. Since the actual investment returns on holding a position in kkr co stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in KKR Co.

Using KKR Co Put Option to Manage Risk

Put options written on KKR Co grant holders of the option the right to sell a specified amount of KKR Co at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of KKR Co Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge KKR Co's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding KKR Co will be realized, the loss incurred will be offset by the profits made with the option trade.

KKR Co's PUT expiring on 2022-12-09

       KKR Co Price At Expiration  

Current KKR Co Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
2022-12-09 PUT at $55.0-0.95160.0271102022-12-096.6 - 7.07.2View
2022-12-09 PUT at $53.0-0.87660.0542252022-12-094.5 - 5.41.45View
2022-12-09 PUT at $52.0-0.82870.0699382022-12-093.2 - 4.34.05View
2022-12-09 PUT at $51.0-0.93620.07271792022-12-092.6 - 2.953.1View
2022-12-09 PUT at $50.0-0.86860.14271982022-12-091.65 - 2.01.5View
2022-12-09 PUT at $49.0-0.73920.2937232022-12-090.7 - 1.11.49View
2022-12-09 PUT at $48.5-0.57980.3664242022-12-090.45 - 0.650.65View
2022-12-09 PUT at $48.0-0.40440.325292022-12-090.3 - 0.40.8View
2022-12-09 PUT at $47.0-0.15070.185132022-12-090.05 - 0.150.33View
View All KKR Co Options

KKR Co LP Stock Volatility Analysis

Volatility refers to the frequency at which KKR Co stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with KKR Co's price changes. Investors will then calculate the volatility of KKR Co's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of KKR Co's volatility:

Historical Volatility

This type of stock volatility measures KKR Co's fluctuations based on previous trends. It's commonly used to predict KKR Co's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for KKR Co's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on KKR Co's to be redeemed at a future date.
The output start index for this execution was zero with a total number of output elements of sixty-one. KKR Co LP Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

KKR Co Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.7041 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, KKR Co will likely underperform.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to KKR Co or Capital Markets sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that KKR Co's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a KKR Co stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. KKR Co LP is significantly underperforming NYSE Composite.
   Predicted Return Density   
KKR Co's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how kkr co stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a KKR Co Price Volatility?

Several factors can influence a stock's market volatility:


Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

KKR Co Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to KKR Co or Capital Markets sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that KKR Co's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a KKR Co stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Considering the 90-day investment horizon the coefficient of variation of KKR Co is -3004.36. The daily returns are distributed with a variance of 8.78 and standard deviation of 2.96. The mean deviation of KKR Co LP is currently at 2.15. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.49
Alpha over NYSE Composite
Beta against NYSE Composite1.70
Overall volatility
Information ratio -0.02

KKR Co Stock Return Volatility

KKR Co historical daily return volatility represents how much of KKR Co stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise has volatility of 2.9628% on return distribution over 90 days investment horizon. By contrast, NYSE Composite accepts 1.4849% volatility on return distribution over the 90 days horizon.
 Performance (%) 

About KKR Co Volatility

Volatility is a rate at which the price of KKR Co or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of KKR Co may increase or decrease. In other words, similar to KKR Co's beta indicator, it measures the risk of KKR Co and helps estimate the fluctuations that may happen in a short period of time. So if prices of KKR Co fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Inc. is a private equity and real estate investment firm specializing in direct and fund of fund investments. Inc. was founded in 1976 and is based in New York, New York with additional offices across North America, Europe, Australia, Sweden and Asia. KKR Co operates under Asset Management classification in the United States and is traded on New York Stock Exchange. It employs 3238 people.

KKR Co Investment Opportunity

KKR Co LP has a volatility of 2.96 and is 2.0 times more volatile than NYSE Composite. 25  of all equities and portfolios are less risky than KKR Co. Compared to the overall equity markets, volatility of historical daily returns of KKR Co LP is lower than 25 () of all global equities and portfolios over the last 90 days. Use KKR Co LP to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of KKR Co to be traded at $47.04 in 90 days.

Very poor diversification

The correlation between KKR Co LP and NYA is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding KKR Co LP and NYA in the same portfolio, assuming nothing else is changed.

KKR Co Additional Risk Indicators

The analysis of KKR Co's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in KKR Co's investment and either accepting that risk or mitigating it. Along with some common measures of KKR Co stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

KKR Co Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against KKR Co as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. KKR Co's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, KKR Co's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to KKR Co LP.
Please see Correlation Analysis. You can also try Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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When running KKR Co LP price analysis, check to measure KKR Co'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 KKR Co is operating at the current time. Most of KKR Co's value examination focuses on studying past and present price action to predict the probability of KKR Co's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move KKR Co's price. Additionally, you may evaluate how the addition of KKR Co to your portfolios can decrease your overall portfolio volatility.
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Is KKR Co'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 KKR Co. If investors know KKR Co 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 KKR Co listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of KKR Co LP is measured differently than its book value, which is the value of KKR Co that is recorded on the company's balance sheet. Investors also form their own opinion of KKR Co's value that differs from its market value or its book value, called intrinsic value, which is KKR Co'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 KKR Co's market value can be influenced by many factors that don't directly affect KKR Co'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 KKR Co's value and its price as these two are different measures arrived at by different means. Investors typically determine KKR Co value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KKR Co'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.