Kemper Stock Alpha and Beta Analysis
| KMPR Stock | USD 66.23 2.70 4.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kemper. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kemper over a specified time horizon. Remember, high Kemper's 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 Kemper's market risk premium analysis include:
Beta 0.85 | Alpha 0.0694 | Risk 1.34 | Sharpe Ratio 0.12 | Expected Return 0.17 |
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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.
Kemper |
Kemper Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kemper market risk premium is the additional return an investor will receive from holding Kemper 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 Kemper. 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 Kemper's performance over market.| α | 0.07 | β | 0.85 |
Kemper 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 Kemper's Buy-and-hold return. Our buy-and-hold chart shows how Kemper performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kemper Market Price Analysis
Market price analysis indicators help investors to evaluate how Kemper stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kemper shares will generate the highest return on investment. By understating and applying Kemper stock market price indicators, traders can identify Kemper position entry and exit signals to maximize returns.
Kemper Return and Market Media
The median price of Kemper for the period between Fri, Aug 9, 2024 and Thu, Nov 7, 2024 is 61.3 with a coefficient of variation of 2.49. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 61.55, and mean deviation of 1.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | RFK Jr. running mate outlines two options Drop out and back Trump or risk Harris win | 08/20/2024 |
2 | Disposition of 30000 shares by Stuart Parker of Kemper at 61.74 subject to Rule 16b-3 | 08/21/2024 |
3 | Disposition of 1623 shares by James Alexander of Kemper at 57.57 subject to Rule 16b-3 | 08/29/2024 |
4 | Disposition of 247 shares by Flint Christopher Wade of Kemper at 62.51 subject to Rule 16b-3 | 08/30/2024 |
| Kemper dividend paid on 3rd of September 2024 | 09/03/2024 |
5 | Acquisition by Rock Laura A of 6121 shares of Kemper subject to Rule 16b-3 | 09/10/2024 |
6 | The Kemper Auto Mural Project, Conectando Comunidades, llega a Miami | 10/03/2024 |
7 | Kemper Earns Relative Strength Rating Upgrade | 10/18/2024 |
8 | Kemper Announces Schedule for Third Quarter 2024 Earnings Release | 10/21/2024 |
9 | Kemper Reports Next Week Wall Street Expects Earnings Growth | 10/23/2024 |
10 | Commerce Bancshares executive chairman David Kemper sells 1.85m in stock | 10/24/2024 |
11 | Kemper Reports Third Quarter 2024 Operating Results | 10/30/2024 |
12 | Compared to Estimates, Kemper Q3 Earnings A Look at Key Metrics | 10/31/2024 |
13 | Kemper Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/01/2024 |
About Kemper 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 Kemper or other stocks. Alpha measures the amount that position in Kemper 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0213 | 0.0254 | 0.0257 | 0.0382 | Price To Sales Ratio | 0.65 | 0.56 | 0.63 | 1.14 |
Kemper Upcoming Company Events
As portrayed in its financial statements, the presentation of Kemper's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kemper's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kemper's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kemper. Please utilize our Beneish M Score to check the likelihood of Kemper's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Kemper Stock Analysis
When running Kemper's price analysis, check to measure Kemper'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 Kemper is operating at the current time. Most of Kemper's value examination focuses on studying past and present price action to predict the probability of Kemper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kemper's price. Additionally, you may evaluate how the addition of Kemper to your portfolios can decrease your overall portfolio volatility.