Kbr Inc Stock Market Value
| KBR Stock | USD 61.18 0.41 0.67% |
| Symbol | KBR |
KBR Inc Price To Book Ratio
Is Research & Consulting Services space 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 KBR. If investors know KBR 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 KBR 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 0.219 | Dividend Share 0.585 | Earnings Share 2.36 | Revenue Per Share 55.056 | Quarterly Revenue Growth 0.1 |
The market value of KBR Inc is measured differently than its book value, which is the value of KBR that is recorded on the company's balance sheet. Investors also form their own opinion of KBR's value that differs from its market value or its book value, called intrinsic value, which is KBR'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 KBR's market value can be influenced by many factors that don't directly affect KBR'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 KBR's value and its price as these two are different measures arrived at by different means. Investors typically determine if KBR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KBR'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.
KBR '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 KBR'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 KBR.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in KBR on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding KBR Inc or generate 0.0% return on investment in KBR over 30 days. KBR is related to or competes with Jacobs Solutions, Tetra Tech, Fluor, Topbuild Corp, MYR, Granite Construction, and Construction Partners. KBR, Inc. provides scientific, technology, and engineering solutions to governments and commercial customers worldwide More
KBR 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 KBR'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 KBR Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.92 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 2.54 |
KBR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBR's standard deviation. In reality, there are many statistical measures that can use KBR historical prices to predict the future KBR's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.09) |
KBR Inc Backtested Returns
KBR Inc has Sharpe Ratio of -0.0677, which conveys that the company had a -0.0677% return per unit of volatility over the last 3 months. KBR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KBR's Market Risk Adjusted Performance of (0.08), mean deviation of 1.34, and Standard Deviation of 2.36 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 1.5, 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, KBR will likely underperform. At this point, KBR Inc has a negative expected return of -0.16%. Please make sure to verify KBR's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if KBR Inc performance from the past will be repeated in the future.
Auto-correlation | 0.09 |
Virtually no predictability
KBR Inc has virtually no predictability. Overlapping area represents the amount of predictability between KBR time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 KBR Inc price movement. The serial correlation of 0.09 indicates that less than 9.0% of current KBR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 9.36 |
KBR Inc lagged returns against current returns
Autocorrelation, which is KBR 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 KBR's stock expected returns. We can calculate the autocorrelation of KBR returns to help us make a trade decision. For example, suppose you find that KBR 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 |
KBR 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 KBR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBR stock over time.
Current vs Lagged Prices |
| Timeline |
KBR Lagged Returns
When evaluating KBR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBR stock have on its future price. KBR 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, KBR autocorrelation shows the relationship between KBR stock current value and its past values and can show if there is a momentum factor associated with investing in KBR Inc.
Regressed Prices |
| Timeline |
Pair Trading with KBR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if KBR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in KBR will appreciate offsetting losses from the drop in the long position's value.Moving together with KBR Stock
Moving against KBR Stock
The ability to find closely correlated positions to KBR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace KBR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back KBR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling KBR Inc to buy it.
The correlation of KBR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as KBR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if KBR Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for KBR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for KBR Stock Analysis
When running KBR's price analysis, check to measure KBR'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 KBR is operating at the current time. Most of KBR's value examination focuses on studying past and present price action to predict the probability of KBR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KBR's price. Additionally, you may evaluate how the addition of KBR to your portfolios can decrease your overall portfolio volatility.