KMPR Forecast


Bullish Case: Kemper shows strong institutional confidence and recent insider purchases. Low valuation offers upside potential, especially with strategic management improvements.


Bearish Case: Historical price return surfaces and high implied volatility indicate persistent downward pressure, highlighting ongoing financial instability.


Potential Outcomes: KMPR faces (50%) mean reversion, (40%) financial instability leading to decline, (10%) strategic success spurring growth.


Trading Oracle: Engage near-the-money credit spreads expiring within 30-60 days to capitalize on time decay, leveraging low implied volatility. Position for modest upside given institutional confidence and mean-reverting behavior, while managing downside risk.


July 14, 2024


Kemper Forecast

KMPR      Kemper











Correlated Assets

Assets that tend to move strongly with KMPR



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.86)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.43)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.67)



Uncorrelated Assets

Assets with little price relationship to KMPR



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.43)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.67)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.86)



Anticorrelated Assets

Assets that tend to move strongly against KMPR



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.86)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.43)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.67)





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