>

Kraft Heinz Risk Analysis And Volatility

<div class='circular--portrait' style='background:#FF9E01;color: white;font-size:3em;padding-top: 40px;;'>KHC</div>
KHC -- USA Stock  

Sell-off Trend

Macroaxis considers Kraft Heinz to be not too volatile. Kraft Heinz has Sharpe Ratio of -0.1054 which conveys that the firm had -0.1054% of return per unit of risk over the last 3 months. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Kraft Heinz exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify The Kraft Heinz Company Market Risk Adjusted Performance of (3.26) and Risk Adjusted Performance of (0.13) to check out risk estimate we provide.
Interest Expense

90 Days Market Risk

Not too volatile

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Barely shadows market

Kraft Heinz Market Sensitivity

As returns on market increase, Kraft Heinz returns are expected to increase less than the market. However during bear market, the loss on holding Kraft Heinz will be expected to be smaller as well.
3 Months Beta |Analyze Kraft Heinz Demand Trend
Check current 30 days Kraft Heinz correlation with market (DOW)
β = 0.0902

Kraft Heinz Central Daily Price Deviation

Kraft Heinz Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Kraft Heinz Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Kraft Heinz Projected Return Density Against Market

Considering 30-days investment horizon, Kraft Heinz has beta of 0.0902 indicating as returns on market go up, Kraft Heinz average returns are expected to increase less than the benchmark. However during bear market, the loss on holding The Kraft Heinz Company will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Kraft Heinz is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of Kraft Heinz is -948.82. The daily returns are destributed with a variance of 2.26 and standard deviation of 1.5. The mean deviation of The Kraft Heinz Company is currently at 1.01. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.3
β
Beta against DOW=0.09
σ
Overall volatility
=1.50
Ir
Information ratio =0.22

Kraft Heinz Return Volatility

the company has volatility of 1.5025% on return distribution over 30 days investment horizon. the entity inherits 0.8024% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Kraft Heinz Investment Opportunity

The Kraft Heinz Company has a volatility of 1.5 and is 1.88 times more volatile than DOW. 13  of all equities and portfolios are less risky than Kraft Heinz. Compared to the overall equity markets, volatility of historical daily returns of The Kraft Heinz Company is lower than 13 () of all global equities and portfolios over the last 30 days. Use The Kraft Heinz Company to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Kraft Heinz to be traded at $27.04 in 30 days. . As returns on market increase, Kraft Heinz returns are expected to increase less than the market. However during bear market, the loss on holding Kraft Heinz will be expected to be smaller as well.

Kraft Heinz correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding The Kraft Heinz Company and equity matching DJI index in the same portfolio.

Kraft Heinz Current Risk Indicators

Kraft Heinz Suggested Diversification Pairs

Please see Stocks Correlation. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Company logos by clearbit