Koss Alpha and Beta Analysis

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KOSS -- USA Stock  

USD 1.10  0.05  4.35%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Koss Corporation, as well as systematic risk associated with investing in Koss over a specified time horizon. Please see Koss Backtesting, Koss Valuation, Koss Correlation, Koss Hype Analysis, Koss Volatility, Koss History and analyze Koss Performance.

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Please note that although Koss alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Koss did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Koss Corporation relative risk over its benchmark. Koss has beta of 0.08  . As returns on market increase, Koss returns are expected to increase less than the market. However, during bear market, the loss on holding Koss will be expected to be smaller as well.
Koss Book Value per Share is relatively stable at the moment as compared to the last year. Koss reported last year Book Value per Share of 2.34. As of 05/28/2020, Enterprise Value over EBIT is likely to grow to 37.23, while Price to Book Value is likely to drop 0.58. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

  Koss Quarterly Book Value per Share

Koss Market Premiums

α-0.11   β0.08
30 days against DJI

Koss expected buy-and-hold returns

Koss Market Price Analysis

Koss Return and Market Media

The median price of Koss for the period between Fri, Feb 28, 2020 and Thu, May 28, 2020 is 1.14 with a coefficient of variation of 15.34. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.09, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Do Institutions Own Koss Corporation Shares - Simply Wall St03/03/2020
2
Koss exotic insider transaction detected03/11/2020
3
Exercise or conversion by John Koss of 19000 shares of Koss ...03/27/2020
4
Exercise or conversion by Sachdeva Sujata of 800 shares of K...04/07/2020
5
What You Must Know About Koss Corporations Beta Value - Simp...04/08/2020
6
Acquisition by John Koss of 100000 shares of Koss subject to...04/15/2020
7
Exercise or conversion by Sachdeva Sujata of 1500 shares of ...04/17/2020
8
Financial Statements05/07/2020
9
Acquisition by Lenore Lillie of 10000 shares of Koss subject...05/15/2020
10
Exercise or conversion by Sachdeva Sujata of 500 shares of K...05/20/2020
11
Purchase by Michael Koss of 4200 shares of Koss05/22/2020

About Koss 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Koss 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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page