Aspen Insurance Holdings Stock Market Value
| AHL Stock | USD 37.05 0.00 0.00% |
| Symbol | Aspen |
Aspen Insurance Holdings Price To Book Ratio
Is Insurance - Property & Casualty 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 Aspen Insurance. If investors know Aspen 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 Aspen Insurance 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 (0.80) | Earnings Share 6.28 | Revenue Per Share | Quarterly Revenue Growth 0.05 | Return On Equity |
The market value of Aspen Insurance Holdings is measured differently than its book value, which is the value of Aspen that is recorded on the company's balance sheet. Investors also form their own opinion of Aspen Insurance's value that differs from its market value or its book value, called intrinsic value, which is Aspen Insurance'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 Aspen Insurance's market value can be influenced by many factors that don't directly affect Aspen Insurance'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 Aspen Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aspen Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aspen Insurance'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.
Aspen Insurance '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 Aspen Insurance'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 Aspen Insurance.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Aspen Insurance on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Aspen Insurance Holdings or generate 0.0% return on investment in Aspen Insurance over 30 days. Aspen Insurance is related to or competes with Kemper, Quálitas Controladora, Slide Insurance, AmTrust Financial, AmTrust Financial, AmTrust Financial, and Heritage Insurance. Aspen Insurance Holdings Limited, through its subsidiaries, engages in insurance and reinsurance businesses in the Unite... More
Aspen Insurance 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 Aspen Insurance'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 Aspen Insurance Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1795 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.8984 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.2431 |
Aspen Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aspen Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aspen Insurance's standard deviation. In reality, there are many statistical measures that can use Aspen Insurance historical prices to predict the future Aspen Insurance's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0014 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.0978 |
Aspen Insurance Holdings Backtested Returns
As of now, Aspen Stock is very steady. Aspen Insurance Holdings secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aspen Insurance Holdings, which you can use to evaluate the volatility of the firm. Please confirm Aspen Insurance's Risk Adjusted Performance of 0.031, mean deviation of 0.1111, and Downside Deviation of 0.1795 to double-check if the risk estimate we provide is consistent with the expected return of 0.0175%. Aspen Insurance has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0504, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aspen Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aspen Insurance is expected to be smaller as well. Aspen Insurance Holdings right now shows a risk of 0.14%. Please confirm Aspen Insurance Holdings potential upside, and the relationship between the sortino ratio and skewness , to decide if Aspen Insurance Holdings will be following its price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Aspen Insurance Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Aspen Insurance time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aspen Insurance Holdings price movement. The serial correlation of -0.48 indicates that about 48.0% of current Aspen Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aspen Insurance Holdings lagged returns against current returns
Autocorrelation, which is Aspen Insurance 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 Aspen Insurance's stock expected returns. We can calculate the autocorrelation of Aspen Insurance returns to help us make a trade decision. For example, suppose you find that Aspen Insurance 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 |
| Timeline |
Aspen Insurance 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 Aspen Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aspen Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aspen Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Aspen Insurance Lagged Returns
When evaluating Aspen Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aspen Insurance stock have on its future price. Aspen Insurance 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, Aspen Insurance autocorrelation shows the relationship between Aspen Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Aspen Insurance Holdings.
Regressed Prices |
| Timeline |
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Aspen Insurance 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.