Koss Corporation Stock Alpha and Beta Analysis

KOSS Stock  USD 2.57  0.07  2.65%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Koss Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Koss over a specified time horizon. Remember, high Koss' 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 Koss' market risk premium analysis include:
Beta
0.68
Alpha
(0.64)
Risk
1.92
Sharpe Ratio
(0.24)
Expected Return
(0.46)
Please note that although Koss alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Koss did 0.64  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 stock's relative risk over its benchmark. Koss has a beta of 0.68  . As returns on the market increase, Koss' returns are expected to increase less than the market. However, during the bear market, the loss of holding Koss is expected to be smaller as well. Price Book Value Ratio is likely to drop to 1.25 in 2024. Enterprise Value Multiple is likely to drop to -1.75 in 2024.
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.
  
Check out Koss Backtesting, Koss Valuation, Koss Correlation, Koss Hype Analysis, Koss Volatility, Koss History and analyze Koss Performance.

Koss Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Koss market risk premium is the additional return an investor will receive from holding Koss 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 Koss. 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 Koss' performance over market.
α-0.64   β0.68

Koss 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 Koss' Buy-and-hold return. Our buy-and-hold chart shows how Koss performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Koss Market Price Analysis

Market price analysis indicators help investors to evaluate how Koss stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Koss shares will generate the highest return on investment. By understating and applying Koss stock market price indicators, traders can identify Koss position entry and exit signals to maximize returns.

Koss Return and Market Media

The median price of Koss for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 2.79 with a coefficient of variation of 12.33. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 2.84, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Koss Now Covered by StockNews.com
01/23/2024
2
Koss Now Covered by StockNews.com - AmericanBankingNEWS
02/15/2024
3
Koss Receives New Coverage from Analysts at StockNews.com - AmericanBankingNEWS
03/01/2024
4
Introducing Koss , The Stock That Dropped 35 percent In The Last Five Years - Yahoo Movies UK
03/19/2024

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 financial instruments including Koss or other stocks. 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.
 2023 2024 (projected)
Dividend Yield0.06770.0392
Price To Sales Ratio2.482.6

Koss Upcoming Company Events

As portrayed in its financial statements, the presentation of Koss' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Koss' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Koss' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Koss. Please utilize our Beneish M Score to check the likelihood of Koss' management manipulating its earnings.
1st of February 2024
Upcoming Quarterly Report
View
31st of December 2023
Next Fiscal Quarter End
View

Build Portfolio with Koss

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Koss is a strong investment it is important to analyze Koss' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Koss' future performance. For an informed investment choice regarding Koss Stock, refer to the following important reports:

Complementary Tools for Koss Stock analysis

When running Koss' price analysis, check to measure Koss' 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 Koss is operating at the current time. Most of Koss' value examination focuses on studying past and present price action to predict the probability of Koss' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koss' price. Additionally, you may evaluate how the addition of Koss to your portfolios can decrease your overall portfolio volatility.
Bonds Directory
Find actively traded corporate debentures issued by US companies
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
ETF Categories
List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
FinTech Suite
Use AI to screen and filter profitable investment opportunities
Watchlist Optimization
Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Koss 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.
A focus of Koss technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Koss trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...