American Vanguard Stock Alpha and Beta Analysis
| AVD Stock | USD 5.91 0.22 3.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Vanguard. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Vanguard over a specified time horizon. Remember, high American Vanguard'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 American Vanguard's market risk premium analysis include:
Beta 0.72 | Alpha 0.0922 | Risk 2.65 | Sharpe Ratio 0.01 | Expected Return 0.0266 |
American Vanguard Quarterly Cash And Equivalents |
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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.
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American Vanguard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Vanguard market risk premium is the additional return an investor will receive from holding American Vanguard 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 American Vanguard. 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 American Vanguard's performance over market.| α | 0.09 | β | 0.72 |
American Vanguard 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 American Vanguard's Buy-and-hold return. Our buy-and-hold chart shows how American Vanguard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Vanguard Market Price Analysis
Market price analysis indicators help investors to evaluate how American Vanguard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Vanguard shares will generate the highest return on investment. By understating and applying American Vanguard stock market price indicators, traders can identify American Vanguard position entry and exit signals to maximize returns.
American Vanguard Return and Market Media
The median price of American Vanguard for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.58 with a coefficient of variation of 6.74. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 5.62, and mean deviation of 0.33. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1114 shares by Bennett John Mason of American Vanguard at 10.28 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Turnbough Anne of 10962 shares of American Vanguard at 10.28 subject to Rule 16b-3 | 09/16/2024 |
3 | American Vanguard Corp Q3 2024 Everything You Need to Know Ahead of Earnings | 11/08/2024 |
4 | American Vanguard earnings missed by 0.82, revenue fell short of estimates | 11/11/2024 |
5 | American Vanguard Corporation Q3 2024 Earnings Call Transcript | 11/12/2024 |
6 | American Vanguard Third Quarter 2024 Earnings Misses Expectations | 11/13/2024 |
7 | AVD Stock Plummets Amid ExxonMobil Layoff Plans Post-Acquisition | 11/14/2024 |
8 | Analysts Have Been Trimming Their American Vanguard Corporation Price Target After Its Latest Report | 11/15/2024 |
About American Vanguard 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 American or other stocks. Alpha measures the amount that position in American Vanguard 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 | 0.004875 | 0.004391 | 0.011 | 0.00737 | Price To Sales Ratio | 0.88 | 1.04 | 0.53 | 0.82 |
American Vanguard Upcoming Company Events
As portrayed in its financial statements, the presentation of American Vanguard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Vanguard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Vanguard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Vanguard. Please utilize our Beneish M Score to check the likelihood of American Vanguard's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 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 American Vanguard
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
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Check out American Vanguard Backtesting, American Vanguard Valuation, American Vanguard Correlation, American Vanguard Hype Analysis, American Vanguard Volatility, American Vanguard History and analyze American Vanguard Performance. For information on how to trade American Stock refer to our How to Trade American Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
American Vanguard 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.