Kilroy Realty Corp Stock Market Value
| KRC Stock | USD 42.05 0.36 0.85% |
| Symbol | Kilroy |
Kilroy Realty Corp Price To Book Ratio
Is Diversified REITs 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 Kilroy Realty. If investors know Kilroy 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 Kilroy Realty 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 (0.02) | Dividend Share 2.16 | Earnings Share 1.67 | Revenue Per Share 9.521 | Quarterly Revenue Growth 0.022 |
The market value of Kilroy Realty Corp is measured differently than its book value, which is the value of Kilroy that is recorded on the company's balance sheet. Investors also form their own opinion of Kilroy Realty's value that differs from its market value or its book value, called intrinsic value, which is Kilroy Realty'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 Kilroy Realty's market value can be influenced by many factors that don't directly affect Kilroy Realty'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 Kilroy Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kilroy Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kilroy Realty'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.
Kilroy Realty '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 Kilroy Realty'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 Kilroy Realty.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Kilroy Realty on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Kilroy Realty Corp or generate 0.0% return on investment in Kilroy Realty over 720 days. Kilroy Realty is related to or competes with Office Properties, SL Green, Highwoods Properties, Equity Commonwealth, and Equity Commonwealth. Kilroy Realty Corporation is a leading West Coast landlord and developer, with a major presence in San Diego, Greater Lo... More
Kilroy Realty 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 Kilroy Realty'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 Kilroy Realty Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.0795 | |||
| Maximum Drawdown | 7.68 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 3.38 |
Kilroy Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kilroy Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kilroy Realty's standard deviation. In reality, there are many statistical measures that can use Kilroy Realty historical prices to predict the future Kilroy Realty's volatility.| Risk Adjusted Performance | 0.1237 | |||
| Jensen Alpha | 0.1136 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.2148 |
Kilroy Realty Corp Backtested Returns
Kilroy Realty appears to be very steady, given 3 months investment horizon. Kilroy Realty Corp has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kilroy Realty, which you can use to evaluate the volatility of the firm. Please exercise Kilroy Realty's Downside Deviation of 1.57, risk adjusted performance of 0.1237, and Mean Deviation of 1.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kilroy Realty holds a performance score of 12. The company secures a Beta (Market Risk) of 1.2, 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, Kilroy Realty will likely underperform. Please check Kilroy Realty's sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Kilroy Realty's current price movements will revert.
Auto-correlation | 0.20 |
Weak predictability
Kilroy Realty Corp has weak predictability. Overlapping area represents the amount of predictability between Kilroy Realty time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Kilroy Realty Corp price movement. The serial correlation of 0.2 indicates that over 20.0% of current Kilroy Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 9.72 |
Kilroy Realty Corp lagged returns against current returns
Autocorrelation, which is Kilroy Realty 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 Kilroy Realty's stock expected returns. We can calculate the autocorrelation of Kilroy Realty returns to help us make a trade decision. For example, suppose you find that Kilroy Realty 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 |
Kilroy Realty 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 Kilroy Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kilroy Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kilroy Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Kilroy Realty Lagged Returns
When evaluating Kilroy Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kilroy Realty stock have on its future price. Kilroy Realty 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, Kilroy Realty autocorrelation shows the relationship between Kilroy Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Kilroy Realty Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Kilroy Realty Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kilroy Realty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kilroy Realty Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kilroy Realty Corp Stock:Check out Kilroy Realty Correlation, Kilroy Realty Volatility and Kilroy Realty Alpha and Beta module to complement your research on Kilroy Realty. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Kilroy Realty 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.