American Financial Group Stock Market Value
| AFG Stock | USD 146.47 2.68 1.86% |
| Symbol | American |
American Financial Price To Book Ratio
Is Multi-line 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 American Financial. If investors know American 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 American Financial 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 0.032 | Dividend Share 2.93 | Earnings Share 10.66 | Revenue Per Share 94.463 | Quarterly Revenue Growth 0.108 |
The market value of American Financial is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Financial's value that differs from its market value or its book value, called intrinsic value, which is American Financial'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 American Financial's market value can be influenced by many factors that don't directly affect American Financial'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 American Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Financial'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.
American Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to American Financial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of American Financial.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in American Financial on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding American Financial Group or generate 0.0% return on investment in American Financial over 360 days. American Financial is related to or competes with Selective Insurance, Horace Mann, Kemper, ProAssurance, CNA Financial, RLI Corp, and Global Indemnity. American Financial Group, Inc., an insurance holding company, provides specialty property and casualty insurance product... More
American Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure American Financial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess American Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0741 | |||
| Maximum Drawdown | 6.23 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 2.48 |
American Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Financial's standard deviation. In reality, there are many statistical measures that can use American Financial historical prices to predict the future American Financial's volatility.| Risk Adjusted Performance | 0.135 | |||
| Jensen Alpha | 0.0837 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | 0.0906 | |||
| Treynor Ratio | 0.1942 |
American Financial Backtested Returns
American Financial appears to be very steady, given 3 months investment horizon. American Financial secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for American Financial Group, which you can use to evaluate the volatility of the firm. Please makes use of American Financial's risk adjusted performance of 0.135, and Mean Deviation of 1.03 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, American Financial holds a performance score of 13. The firm shows a Beta (market volatility) of 1.14, which signifies a somewhat significant risk relative to the market. American Financial returns are very sensitive to returns on the market. As the market goes up or down, American Financial is expected to follow. Please check American Financial's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether American Financial's price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
American Financial Group has good predictability. Overlapping area represents the amount of predictability between American Financial time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Financial price movement. The serial correlation of 0.77 indicates that around 77.0% of current American Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 30.97 |
American Financial lagged returns against current returns
Autocorrelation, which is American Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting American Financial's stock expected returns. We can calculate the autocorrelation of American Financial returns to help us make a trade decision. For example, suppose you find that American Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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American Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If American Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Financial stock over time.
Current vs Lagged Prices |
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American Financial Lagged Returns
When evaluating American Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Financial stock have on its future price. American Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, American Financial autocorrelation shows the relationship between American Financial stock current value and its past values and can show if there is a momentum factor associated with investing in American Financial Group.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether American Financial is a strong investment it is important to analyze American Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact American Financial's future performance. For an informed investment choice regarding American Stock, refer to the following important reports:Check out American Financial Correlation, American Financial Volatility and American Financial Alpha and Beta module to complement your research on American Financial. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
American Financial 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.