Assured Guaranty Stock Forecast - Naive Prediction
| AGO Stock | USD 83.26 1.17 1.39% |
The Naive Prediction forecasted value of Assured Guaranty on the next trading day is expected to be 80.89 with a mean absolute deviation of 1.02 and the sum of the absolute errors of 62.02. Assured Stock Forecast is based on your current time horizon. Although Assured Guaranty's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Assured Guaranty's systematic risk associated with finding meaningful patterns of Assured Guaranty fundamentals over time.
As of today the relative strength indicator of Assured Guaranty's share price is below 20 . This suggests that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth (0.31) | EPS Estimate Next Quarter 1.5872 | EPS Estimate Current Year 8.4611 | EPS Estimate Next Year 7.2923 | Wall Street Target Price 107 |
Using Assured Guaranty hype-based prediction, you can estimate the value of Assured Guaranty from the perspective of Assured Guaranty response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Assured Guaranty using Assured Guaranty's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Assured using crowd psychology based on the activity and movement of Assured Guaranty's stock price.
Assured Guaranty Short Interest
An investor who is long Assured Guaranty may also wish to track short interest. As short interest increases, investors should be becoming more worried about Assured Guaranty and may potentially protect profits, hedge Assured Guaranty with its derivative instruments, or be ready for some potential downside.
200 Day MA 84.989 | Short Percent 0.0383 | Short Ratio 2.77 | Shares Short Prior Month 1.3 M | 50 Day MA 88.9266 |
Assured Guaranty Hype to Price Pattern
Investor biases related to Assured Guaranty's public news can be used to forecast risks associated with an investment in Assured. The trend in average sentiment can be used to explain how an investor holding Assured can time the market purely based on public headlines and social activities around Assured Guaranty. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Assured Guaranty Implied Volatility | 0.43 |
Assured Guaranty's implied volatility exposes the market's sentiment of Assured Guaranty stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Assured Guaranty's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Assured Guaranty stock will not fluctuate a lot when Assured Guaranty's options are near their expiration.
The Naive Prediction forecasted value of Assured Guaranty on the next trading day is expected to be 80.89 with a mean absolute deviation of 1.02 and the sum of the absolute errors of 62.02. Assured Guaranty after-hype prediction price | USD 84.41 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Assured Guaranty to cross-verify your projections. Prediction based on Rule 16 of the current Assured contract
Based on the Rule 16, the options market is currently suggesting that Assured Guaranty will have an average daily up or down price movement of about 0.0269% per day over the life of the 2026-04-17 option contract. With Assured Guaranty trading at USD 83.26, that is roughly USD 0.0224 . If you think that the market is fully incorporating Assured Guaranty's daily price movement you should consider acquiring Assured Guaranty options at the current volatility level of 0.43%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 Assured Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Assured Guaranty's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Assured Guaranty's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Assured Guaranty stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Assured Guaranty's open interest, investors have to compare it to Assured Guaranty's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Assured Guaranty is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Assured. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Assured Guaranty Additional Predictive Modules
Most predictive techniques to examine Assured price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Assured using various technical indicators. When you analyze Assured charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Assured Guaranty Cash Forecast
Forecasting financial indicators like cash flow involves analysts applying various statistical methods, techniques, and algorithms. These tools reveal hidden trends within the Assured Guaranty's financial statements to estimate their effects on upcoming price movements.
Cash | First Reported 2002-12-31 | Previous Quarter 301 M | Current Value 157 M | Quarterly Volatility 108.9 M |
Assured Guaranty Naive Prediction Price Forecast For the 24th of January
Given 90 days horizon, the Naive Prediction forecasted value of Assured Guaranty on the next trading day is expected to be 80.89 with a mean absolute deviation of 1.02, mean absolute percentage error of 1.47, and the sum of the absolute errors of 62.02.Please note that although there have been many attempts to predict Assured Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Assured Guaranty's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Assured Guaranty Stock Forecast Pattern
| Backtest Assured Guaranty | Assured Guaranty Price Prediction | Buy or Sell Advice |
Assured Guaranty Forecasted Value
In the context of forecasting Assured Guaranty's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Assured Guaranty's downside and upside margins for the forecasting period are 79.56 and 82.23, respectively. We have considered Assured Guaranty's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Assured Guaranty stock data series using in forecasting. Note that when a statistical model is used to represent Assured Guaranty stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 118.4983 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.0167 |
| MAPE | Mean absolute percentage error | 0.0117 |
| SAE | Sum of the absolute errors | 62.0181 |
Predictive Modules for Assured Guaranty
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Assured Guaranty. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Assured Guaranty After-Hype Price Prediction Density Analysis
As far as predicting the price of Assured Guaranty at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Assured Guaranty or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Assured Guaranty, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Assured Guaranty Estimiated After-Hype Price Volatility
In the context of predicting Assured Guaranty's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Assured Guaranty's historical news coverage. Assured Guaranty's after-hype downside and upside margins for the prediction period are 83.09 and 85.73, respectively. We have considered Assured Guaranty's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Assured Guaranty is very steady at this time. Analysis and calculation of next after-hype price of Assured Guaranty is based on 3 months time horizon.
Assured Guaranty Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Assured Guaranty is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Assured Guaranty backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Assured Guaranty, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.03 | 1.34 | 0.02 | 0.00 | 10 Events / Month | 5 Events / Month | In about 10 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
83.26 | 84.41 | 0.06 |
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Assured Guaranty Hype Timeline
On the 23rd of January Assured Guaranty is traded for 83.26. The entity has historical hype elasticity of 0.02, and average elasticity to hype of competition of 0.0. Assured is forecasted to increase in value after the next headline, with the price projected to jump to 84.41 or above. The average volatility of media hype impact on the company the price is about 176.32%. The price boost on the next news is projected to be 0.06%, whereas the daily expected return is presently at 0.03%. The volatility of related hype on Assured Guaranty is about 67000.0%, with the expected price after the next announcement by competition of 83.26. The company reported the last year's revenue of 814 M. Total Income to common stockholders was 376 M with profit before taxes, overhead, and interest of 823 M. Considering the 90-day investment horizon the next forecasted press release will be in about 10 days. Check out Historical Fundamental Analysis of Assured Guaranty to cross-verify your projections.Assured Guaranty Related Hype Analysis
Having access to credible news sources related to Assured Guaranty's direct competition is more important than ever and may enhance your ability to predict Assured Guaranty's future price movements. Getting to know how Assured Guaranty's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Assured Guaranty may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| RDN | Radian Group | 0.08 | 10 per month | 1.62 | (0.04) | 1.95 | (2.00) | 10.62 | |
| CNO | CNO Financial Group | 0.03 | 11 per month | 1.13 | 0 | 2.09 | (1.72) | 7.94 | |
| FG | FG Annuities Life | (0.70) | 8 per month | 2.08 | (0.04) | 3.02 | (3.36) | 11.40 | |
| FHI | Federated Investors B | (0.53) | 12 per month | 1.39 | 0 | 1.97 | (2.32) | 5.39 | |
| GBDC | Golub Capital BDC | (0.04) | 11 per month | 0.88 | (0.1) | 1.37 | (1.31) | 3.53 | |
| NMIH | NMI Holdings | (0.36) | 15 per month | 1.78 | 0.02 | 2.16 | (2.55) | 12.17 | |
| TCBI | Texas Capital Bancshares | (0.28) | 10 per month | 1.00 | 0.18 | 3.41 | (1.82) | 7.09 | |
| ATH | Athene Holding | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| WBS | Webster Financial | (0.24) | 10 per month | 0.84 | 0.16 | 2.80 | (1.70) | 5.74 | |
| UCB | United Community Banks | 2.06 | 7 per month | 0.87 | 0.11 | 2.80 | (1.30) | 6.05 |
Other Forecasting Options for Assured Guaranty
For every potential investor in Assured, whether a beginner or expert, Assured Guaranty's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Assured Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Assured. Basic forecasting techniques help filter out the noise by identifying Assured Guaranty's price trends.Assured Guaranty Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Assured Guaranty stock to make a market-neutral strategy. Peer analysis of Assured Guaranty could also be used in its relative valuation, which is a method of valuing Assured Guaranty by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Assured Guaranty Market Strength Events
Market strength indicators help investors to evaluate how Assured Guaranty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assured Guaranty shares will generate the highest return on investment. By undertsting and applying Assured Guaranty stock market strength indicators, traders can identify Assured Guaranty entry and exit signals to maximize returns.
| Accumulation Distribution | 3130.87 | |||
| Daily Balance Of Power | (0.80) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 83.78 | |||
| Day Typical Price | 83.61 | |||
| Price Action Indicator | (1.10) | |||
| Period Momentum Indicator | (1.17) |
Assured Guaranty Risk Indicators
The analysis of Assured Guaranty's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Assured Guaranty's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting assured stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.8469 | |||
| Semi Deviation | 0.9163 | |||
| Standard Deviation | 1.31 | |||
| Variance | 1.72 | |||
| Downside Variance | 1.11 | |||
| Semi Variance | 0.8395 | |||
| Expected Short fall | (1.06) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Assured Guaranty
The number of cover stories for Assured Guaranty depends on current market conditions and Assured Guaranty's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Assured Guaranty is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Assured Guaranty's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Assured Guaranty Short Properties
Assured Guaranty's future price predictability will typically decrease when Assured Guaranty's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Assured Guaranty often depends not only on the future outlook of the potential Assured Guaranty's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Assured Guaranty's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 54.3 M | |
| Cash And Short Term Investments | 2.5 B |
Check out Historical Fundamental Analysis of Assured Guaranty to cross-verify your projections. To learn how to invest in Assured Stock, please use our How to Invest in Assured Guaranty guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Is Property & Casualty Insurance 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 Assured Guaranty. If investors know Assured 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 Assured Guaranty 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 (0.31) | Dividend Share 1.33 | Earnings Share 8.16 | Revenue Per Share | Quarterly Revenue Growth 0.104 |
The market value of Assured Guaranty is measured differently than its book value, which is the value of Assured that is recorded on the company's balance sheet. Investors also form their own opinion of Assured Guaranty's value that differs from its market value or its book value, called intrinsic value, which is Assured Guaranty's 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 Assured Guaranty's market value can be influenced by many factors that don't directly affect Assured Guaranty's 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 Assured Guaranty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Assured Guaranty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Assured Guaranty's 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.