Koss Corporation Stock Market Value
| KOSS Stock | USD 6.86 0.02 0.29% |
| Symbol | Koss |
Koss Price To Book Ratio
Is Consumer Electronics space 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 Koss. If investors know Koss 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 Koss 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 0.371 | Earnings Share (0.12) | Revenue Per Share 1.305 | Quarterly Revenue Growth (0.05) | Return On Assets (0.03) |
The market value of Koss is measured differently than its book value, which is the value of Koss that is recorded on the company's balance sheet. Investors also form their own opinion of Koss' value that differs from its market value or its book value, called intrinsic value, which is Koss' 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 Koss' market value can be influenced by many factors that don't directly affect Koss' 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 Koss' value and its price as these two are different measures arrived at by different means. Investors typically determine if Koss is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Koss' 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.
Koss '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 Koss' 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 Koss.
| 11/20/2022 |
| 11/09/2024 |
If you would invest 0.00 in Koss on November 20, 2022 and sell it all today you would earn a total of 0.00 from holding Koss Corporation or generate 0.0% return on investment in Koss over 720 days. Koss is related to or competes with Wearable Devices, Wearable Devices, Sonos, Singing Machine, Emerson Radio, Zepp Health, and Apple. Koss Corporation, together with its subsidiaries, designs, manufactures, and sells stereo headphones and related accesso... More
Koss 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 Koss' 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 Koss Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 21.34 | |||
| Value At Risk | (6.04) | |||
| Potential Upside | 7.48 |
Koss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koss' standard deviation. In reality, there are many statistical measures that can use Koss historical prices to predict the future Koss' volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.90) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0026 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koss' 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.
Koss Backtested Returns
Currently, Koss Corporation is moderately volatile. Koss has Sharpe Ratio of 0.032, which conveys that the firm had a 0.032% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Koss, which you can use to evaluate the volatility of the firm. Please verify Koss' Mean Deviation of 3.26, downside deviation of 3.74, and Risk Adjusted Performance of 0.0106 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Koss has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.34, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Koss will likely underperform. Koss right now secures a risk of 4.3%. Please verify Koss Corporation total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to decide if Koss Corporation will be following its current price movements.
Auto-correlation | -0.65 |
Very good reverse predictability
Koss Corporation has very good reverse predictability. Overlapping area represents the amount of predictability between Koss time series from 20th of November 2022 to 15th of November 2023 and 15th of November 2023 to 9th of November 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 Koss price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Koss price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 6.14 |
Koss lagged returns against current returns
Autocorrelation, which is Koss 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 Koss' stock expected returns. We can calculate the autocorrelation of Koss returns to help us make a trade decision. For example, suppose you find that Koss 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 |
Koss 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 Koss stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koss stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koss stock over time.
Current vs Lagged Prices |
| Timeline |
Koss Lagged Returns
When evaluating Koss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koss stock have on its future price. Koss 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, Koss autocorrelation shows the relationship between Koss stock current value and its past values and can show if there is a momentum factor associated with investing in Koss Corporation.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional 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.