Liberty Kenya Holdings Ltd

LBTYMain Investment Market

KES8.17

+0.03+0.37%

Live

Open: 8.14
High: 8.23
Low: 8.07
Prev close: 8.14
VWAP: 8.13
Volume: 14.5K
Turnover: KES 117.6K
Deals: 5

Price history

LBTY chart

Hover or use the arrow keys to read each session. Long ranges switch to weekly candles.

Up session
Down session
SMA 20
SMA 50

Range change +13.31%

Statistics

Risk and return

Measured from daily closing prices against the Kilele All Share Index.

252 daily returns, risk-free rate taken as the 91-day bill.

Annualised return: +22.1%; Average daily log return scaled to a year.
Volatility: 32.4%; Standard deviation of daily returns, scaled by the square root of 252.
Sharpe ratio: 0.38; Excess return over the 91-day bill rate per unit of volatility.
Sortino ratio: 0.56; Excess return per unit of downside volatility only.
Beta to KASI: 0.41; How much the share moves for a 1 percent move in the market.
Alpha: +8.8%; Annual return left after adjusting for market exposure.
Correlation: 0.22; Correlation of daily returns with the KASI, from -1 to 1.
Maximum drawdown: −19.2%; Largest fall from a peak to a later trough.
Value at risk, 95%: −3.23%; A daily loss exceeded on only 1 session in 20.
Expected shortfall: −4.12%; Average loss on the worst 5 percent of sessions.
Skewness: 0.00; Asymmetry of returns. Negative means more large down days.
Excess kurtosis: 0.29; Fat tails compared with a normal distribution.
Positive sessions: 49.2%; Share of sessions that closed higher.
Best session: +7.47%; Largest one-day gain in the window.
Worst session: −5.98%; Largest one-day loss in the window.

Distribution of daily returns, 12 monthsMean +0.100%, standard deviation 2.04%. 2 extreme sessions fall outside the chart.

Sessions observed
Normal distribution

LBTY against the market, daily returnsSlope of the fitted line is the beta: 0.41. R squared 0.05.

Rolling volatilityAnnualised, measured over the previous 21 sessions.

Drawdown from peakHow far the price sat below its previous high, 12 months.

Relative performance

Against the sector and the market

LBTY performance against its sector and the KASI
Period	LBTY	Insurance	KASI	vs KASI
1 week	−2.97%	+4.08%	+3.36%	−6.33% percentage points
1 month	−2.62%	+7.59%	+1.75%	−4.37% percentage points
3 months	+5.28%	+6.79%	+0.16%	+5.13% percentage points
6 months	+13.31%	+1.82%	+1.84%	+11.47% percentage points
Year to date	+14.27%	+13.19%	+17.33%	−3.07% percentage points
12 months	+22.12%	+11.84%	+17.69%	+4.43% percentage points

Flow

Order and investor flow

Market flows

Order flow this session14.5K shares

Buyer initiated: 6,883
Seller initiated: 7,579
Imbalance: −4.8%

Foreign investors, last 30 sessionsNet +KES 193.0K, gross 5.20M

Net buying
Net selling

Corporate actions

Dividends and entitlements

No corporate actions on record.

Comparables

Peers in Insurance

Sector peers
Share	Last	Today	Mkt cap	P/E	Yield	12 months
JUBJubilee Holdings Ltd	290.75	+9.30%	KES 21.07B	5.0x	4.64%	+42.2%
BRITBritam Holdings Plc	7.53	+1.48%	KES 19.00B	7.9x	-	+10.4%
CICCIC Insurance Group Ltd	2.92	−0.68%	KES 7.64B	4.7x	4.45%	−7.6%
KNREKenya Reinsurance Corporation Ltd	1.80	+0.56%	KES 5.04B	2.2x	8.33%	−28.0%
SLAMSanlam Kenya Plc	7.51	+2.46%	KES 1.08B	18.8x	-	−7.2%

Key data

Market capitalisation: KES 4.38BRank 28 of 47
Shares in issue: 535.71M
Earnings per share: KES 1.42
Price to earnings: 5.8x
Dividend per share: KES 0.60
Dividend yield: 7.34%
Payout ratio: 42%
Earnings yield: 17.4%
Average volume, 30 sessions: 50.1K
Average turnover, 30 sessions: KES 424.7K
Beta to KASI, 12 months: 0.41
Volatility, 12 months: 32.4%

52-week range67% of range

6.389.07

Order book

Best eight levels on each side, refreshed during the session.

Spread: 0.02 (0.24%)
Mid price: 8.170
Imbalance: −9% offers

OrdersSizeBid

OfferSizeOrders

3,983 shares bid5,338 shares offered

Time and sales

Most recent trades in LBTY
Time	Price	Shares
12:46:38	8.21	464
12:38:30	8.20	978
12:32:42	8.19	2,351
10:57:41	8.09	312
10:20:50	8.13	1,360
09:38:13	8.11	1,269

Technical analysis

Signal summary

Bearish

2 bullish, 1 neutral and 6 bearish readings from moving averages and oscillators.

Moving averages

Moving averages and the price position
SMA 20	8.58	−4.8%	Bearish
SMA 50	8.46	−3.4%	Bearish
SMA 100	8.33	−1.9%	Bearish
SMA 200	7.80	+4.8%	Bullish
EMA 12	8.39	−2.6%	Bearish
EMA 26	8.45	−3.3%	Bearish

Oscillators

Oscillator readings
RSI 14	42.5	Within range	Neutral
MACD 12, 26, 9	−0.060	Below signal line	Bearish
Stochastic 14, 3	10.6	Oversold	Bullish

Classic pivot points

From the previous session: pivot = (high + low + close) / 3.

8.43

8.35

8.25

Pivot

8.17

8.07

7.99

7.89

Position calculator

Shares of LBTY

Consideration at KES 8.17: KES 8,170.00
Fees and levies (2.10%): KES 171.57
Total cost of purchase: KES 8,341.57
Break-even selling price: KES 8.52+4.29% from here
Annual dividend, gross: KES 600.00
Withholding tax at 5%: KES 30.00
Annual dividend, net: KES 570.006.83% yield on cost

Uses the standard levies for trades of this size and the latest declared dividend. Your broker may charge less above KES 100,000.

Open the full calculators

Company profile

Holding company for life and general insurance businesses in Kenya.

Headquarters: Nairobi
Sector: Insurance
Market segment: Main Investment Market
Ticker: LBTY

Announcements

All

No announcements for this company yet.