Amerisafe Stock Alpha and Beta Analysis
| AMSF Stock | USD 58.60 0.09 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMERISAFE. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMERISAFE over a specified time horizon. Remember, high AMERISAFE'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 AMERISAFE's market risk premium analysis include:
Beta 1.04 | Alpha 0.18 | Risk 1.97 | Sharpe Ratio 0.15 | Expected Return 0.3 |
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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.
AMERISAFE |
AMERISAFE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMERISAFE market risk premium is the additional return an investor will receive from holding AMERISAFE 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 AMERISAFE. 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 AMERISAFE's performance over market.| α | 0.18 | β | 1.04 |
AMERISAFE 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 AMERISAFE's Buy-and-hold return. Our buy-and-hold chart shows how AMERISAFE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AMERISAFE Market Price Analysis
Market price analysis indicators help investors to evaluate how AMERISAFE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMERISAFE shares will generate the highest return on investment. By understating and applying AMERISAFE stock market price indicators, traders can identify AMERISAFE position entry and exit signals to maximize returns.
AMERISAFE Return and Market Media
The median price of AMERISAFE for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 49.43 with a coefficient of variation of 7.83. The daily time series for the period is distributed with a sample standard deviation of 4.05, arithmetic mean of 51.67, and mean deviation of 3.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Frost G. Janelle of 4401 shares of AMERISAFE subject to Rule 16b-3 | 09/19/2024 |
| AMERISAFE dividend paid on 20th of September 2024 | 09/20/2024 |
2 | Renaissance Technologies LLC Has 8.37 Million Stake in AMERISAFE, Inc. - MarketBeat | 09/25/2024 |
3 | Acquisition by Fontenot Teri G. of 1408 shares of AMERISAFE subject to Rule 16b-3 | 10/17/2024 |
4 | What To Expect From AMERISAFE Inc Q3 2024 Earnings | 10/23/2024 |
5 | AMERISAFE Third Quarter 2024 Earnings Beats Expectations | 10/25/2024 |
6 | Aflac Q3 Earnings Top Estimates on Lower Benefits Expenses | 10/31/2024 |
7 | AMERISAFE, Inc. Short Interest Update - MarketBeat | 11/15/2024 |
8 | Amerisafe Up 3.4 percent Since Last Earnings Report Can It Continue | 11/22/2024 |
About AMERISAFE 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 AMERISAFE or other stocks. Alpha measures the amount that position in AMERISAFE 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 (projected) | Dividend Yield | 0.096 | 0.1 | Price To Sales Ratio | 3.29 | 3.39 |
AMERISAFE Upcoming Company Events
As portrayed in its financial statements, the presentation of AMERISAFE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AMERISAFE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AMERISAFE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AMERISAFE. Please utilize our Beneish M Score to check the likelihood of AMERISAFE's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with AMERISAFE
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out AMERISAFE Backtesting, AMERISAFE Valuation, AMERISAFE Correlation, AMERISAFE Hype Analysis, AMERISAFE Volatility, AMERISAFE History and analyze AMERISAFE Performance. For more detail on how to invest in AMERISAFE Stock please use our How to Invest in AMERISAFE guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
AMERISAFE technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.