Kkr Real Estate Preferred Stock Market Value
| KREF-PA Preferred Stock | USD 20.55 0.17 0.82% |
| Symbol | KKR |
KKR Real '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 KKR Real's preferred 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 KKR Real.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in KKR Real on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding KKR Real Estate or generate 0.0% return on investment in KKR Real over 90 days. KKR Real is related to or competes with Arbor Realty, Ready Capital, Arbor Realty, TPG RE, and ACRES Commercial. KKR Real Estate Finance Trust Inc., a mortgage real estate investment trust, focuses primarily on originating and acquir... More
KKR Real 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 KKR Real's preferred 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 KKR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.43 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.97 |
KKR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KKR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KKR Real's standard deviation. In reality, there are many statistical measures that can use KKR Real historical prices to predict the future KKR Real's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0438 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2911 |
KKR Real Estate Backtested Returns
At this point, KKR Real is very steady. KKR Real Estate has Sharpe Ratio of 0.0447, which conveys that the firm had a 0.0447% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for KKR Real, which you can use to evaluate the volatility of the firm. Please verify KKR Real's risk adjusted performance of 0.0574, and Mean Deviation of 0.9222 to check out if the risk estimate we provide is consistent with the expected return of 0.0565%. KKR Real has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KKR Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding KKR Real is expected to be smaller as well. KKR Real Estate currently secures a risk of 1.26%. Please verify KKR Real Estate total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if KKR Real Estate will be following its current price movements.
Auto-correlation | 0.65 |
Good predictability
KKR Real Estate has good predictability. Overlapping area represents the amount of predictability between KKR Real time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 KKR Real Estate price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current KKR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
KKR Real Estate lagged returns against current returns
Autocorrelation, which is KKR Real preferred 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 KKR Real's preferred stock expected returns. We can calculate the autocorrelation of KKR Real returns to help us make a trade decision. For example, suppose you find that KKR Real has exhibited high autocorrelation historically, and you observe that the preferred 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 |
KKR Real 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 KKR Real preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KKR Real preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KKR Real preferred stock over time.
Current vs Lagged Prices |
| Timeline |
KKR Real Lagged Returns
When evaluating KKR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KKR Real preferred stock have on its future price. KKR Real 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, KKR Real autocorrelation shows the relationship between KKR Real preferred stock current value and its past values and can show if there is a momentum factor associated with investing in KKR Real Estate.
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.Other Information on Investing in KKR Preferred Stock
KKR Real financial ratios help investors to determine whether KKR Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KKR with respect to the benefits of owning KKR Real security.