Kraft Heinz Co Stock Market Value
| KHC Stock | USD 38.07 0.08 0.21% |
| Symbol | Kraft |
Kraft Heinz Price To Book Ratio
Is Kraft Heinz's industry 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 Kraft Heinz. If investors know Kraft 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 Kraft Heinz 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 (0.15) | Dividend Share 1.6 | Earnings Share 2.31 | Revenue Per Share 21.711 | Quarterly Revenue Growth (0.07) |
The market value of Kraft Heinz is measured differently than its book value, which is the value of Kraft that is recorded on the company's balance sheet. Investors also form their own opinion of Kraft Heinz's value that differs from its market value or its book value, called intrinsic value, which is Kraft Heinz'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 Kraft Heinz's market value can be influenced by many factors that don't directly affect Kraft Heinz'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 Kraft Heinz's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kraft Heinz is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kraft Heinz'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.
Kraft Heinz '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 Kraft Heinz'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 Kraft Heinz.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Kraft Heinz on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Kraft Heinz Co or generate 0.0% return on investment in Kraft Heinz over 30 days. Kraft Heinz is related to or competes with Bunge, Archer Daniels, Fresh Del, Limoneira, Alico, and Brasilagro Adr. The Kraft Heinz Company, together with its subsidiaries, manufactures and markets food and beverage products in the Unit... More
Kraft Heinz 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 Kraft Heinz'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 Kraft Heinz Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.81 |
Kraft Heinz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kraft Heinz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kraft Heinz's standard deviation. In reality, there are many statistical measures that can use Kraft Heinz historical prices to predict the future Kraft Heinz's volatility.| Risk Adjusted Performance | 0.0415 | |||
| Jensen Alpha | 0.0464 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3476 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kraft Heinz's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kraft Heinz Backtested Returns
We consider Kraft Heinz very steady. Kraft Heinz has Sharpe Ratio of 0.0661, which conveys that the firm had a 0.0661% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kraft Heinz, which you can use to evaluate the volatility of the firm. Please verify Kraft Heinz's Downside Deviation of 1.32, mean deviation of 0.8329, and Risk Adjusted Performance of 0.0415 to check out if the risk estimate we provide is consistent with the expected return of 0.0782%. Kraft Heinz has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kraft Heinz's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kraft Heinz is expected to be smaller as well. Kraft Heinz right now secures a risk of 1.18%. Please verify Kraft Heinz Co treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Kraft Heinz Co will be following its current price movements.
Auto-correlation | -0.33 |
Poor reverse predictability
Kraft Heinz Co has poor reverse predictability. Overlapping area represents the amount of predictability between Kraft Heinz time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 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 Kraft Heinz price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Kraft Heinz price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Kraft Heinz lagged returns against current returns
Autocorrelation, which is Kraft Heinz 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 Kraft Heinz's stock expected returns. We can calculate the autocorrelation of Kraft Heinz returns to help us make a trade decision. For example, suppose you find that Kraft Heinz 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 |
Kraft Heinz 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 Kraft Heinz stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kraft Heinz stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kraft Heinz stock over time.
Current vs Lagged Prices |
| Timeline |
Kraft Heinz Lagged Returns
When evaluating Kraft Heinz's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kraft Heinz stock have on its future price. Kraft Heinz 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, Kraft Heinz autocorrelation shows the relationship between Kraft Heinz stock current value and its past values and can show if there is a momentum factor associated with investing in Kraft Heinz Co.
Regressed Prices |
| Timeline |
Kraft Heinz Investors Sentiment
The influence of Kraft Heinz's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Kraft. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Kraft Heinz's public news can be used to forecast risks associated with an investment in Kraft. The trend in average sentiment can be used to explain how an investor holding Kraft can time the market purely based on public headlines and social activities around Kraft Heinz Co. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Kraft Heinz's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Kraft Heinz's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Kraft Heinz's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Kraft Heinz.
Kraft Heinz Implied Volatility | 29.12 |
Kraft Heinz's implied volatility exposes the market's sentiment of Kraft Heinz Co stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Kraft Heinz's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Kraft Heinz stock will not fluctuate a lot when Kraft Heinz's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kraft Heinz in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kraft Heinz's short interest history, or implied volatility extrapolated from Kraft Heinz options trading.
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Try AI Portfolio ArchitectCheck out Kraft Heinz Correlation, Kraft Heinz Volatility and Kraft Heinz Alpha and Beta module to complement your research on Kraft Heinz. Note that the Kraft Heinz information on this page should be used as a complementary analysis to other Kraft Heinz's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Kraft Stock analysis
When running Kraft Heinz's price analysis, check to measure Kraft Heinz'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 Kraft Heinz is operating at the current time. Most of Kraft Heinz's value examination focuses on studying past and present price action to predict the probability of Kraft Heinz's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kraft Heinz's price. Additionally, you may evaluate how the addition of Kraft Heinz to your portfolios can decrease your overall portfolio volatility.
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Kraft Heinz 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.