Kenvue Inc Stock Alpha and Beta Analysis
| KVUE Stock | 24.13 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kenvue Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kenvue over a specified time horizon. Remember, high Kenvue'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. Key technical indicators related to Kenvue's market risk premium analysis include:
Beta (0.31) | Alpha 0.19 | Risk 1.27 | Sharpe Ratio 0.14 | Expected Return 0.17 |
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.
Kenvue |
Kenvue Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kenvue market risk premium is the additional return an investor will receive from holding Kenvue 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 Kenvue. 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 Kenvue's performance over market.| α | 0.19 | β | -0.31 |
Kenvue 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 Kenvue's Buy-and-hold return. Our buy-and-hold chart shows how Kenvue performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kenvue Market Price Analysis
Market price analysis indicators help investors to evaluate how Kenvue stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kenvue shares will generate the highest return on investment. By understating and applying Kenvue stock market price indicators, traders can identify Kenvue position entry and exit signals to maximize returns.
Kenvue Return and Market Media
The median price of Kenvue for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 22.73 with a coefficient of variation of 3.48. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 22.64, and mean deviation of 0.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Pawlus Kathleen M of 6424 shares of Kenvue subject to Rule 16b-3 | 09/17/2024 |
2 | Acquisition by Allison Richard E Jr of 1151 shares of Kenvue subject to Rule 16b-3 | 09/30/2024 |
3 | JJs Q3 Earnings Sales Top Time to Buy, Sell or Hold the Stock | 10/18/2024 |
4 | Is ProShares SP 500 Dividend Aristocrats ETF a Strong ETF Right Now | 10/28/2024 |
5 | Stay Ahead of the Game With Kenvue Q3 Earnings Wall Streets Insights on Key Metrics | 11/04/2024 |
6 | Kenvue Inc. Expanded Production and Trusted Brands Drive Growth | 11/07/2024 |
7 | Kenvue Inc Q3 2024 Earnings Call Highlights Navigating Growth Amidst Market Challenges | 11/08/2024 |
8 | Paragon Capital Management LLC Reduces Stock Position in Kenvue Inc. | 11/11/2024 |
9 | Kenvue Inc. Stock Position Lowered by Oppenheimer Asset Management Inc. | 11/13/2024 |
10 | TrinityPoint Wealth LLC Raises Stock Holdings in Kenvue Inc. | 11/18/2024 |
11 | Kenvue Inc. Stake Cut by Moors Cabot Inc. | 11/20/2024 |
12 | Bank of Montreal Can Raises Position in Kenvue Inc. | 11/26/2024 |
| Kenvue dividend paid on 27th of November 2024 | 11/27/2024 |
About Kenvue 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 Kenvue or other stocks. Alpha measures the amount that position in Kenvue Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.33 | 0.3 | Price To Sales Ratio | 2.58 | 3.62 |
Kenvue Upcoming Company Events
As portrayed in its financial statements, the presentation of Kenvue's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kenvue's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kenvue's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kenvue. Please utilize our Beneish M Score to check the likelihood of Kenvue's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Kenvue Backtesting, Kenvue Valuation, Kenvue Correlation, Kenvue Hype Analysis, Kenvue Volatility, Kenvue History and analyze Kenvue Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Kenvue 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.