American Integrity Insurance Stock Market Value
| AII Stock | 20.74 0.02 0.1% |
| Symbol | American |
American Integrity Company Valuation
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 American Integrity. 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 Integrity 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 0.486 | Earnings Share 3.87 | Revenue Per Share | Quarterly Revenue Growth 0.606 |
The market value of American Integrity 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 Integrity's value that differs from its market value or its book value, called intrinsic value, which is American Integrity'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 Integrity's market value can be influenced by many factors that don't directly affect American Integrity'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 Integrity's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Integrity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Integrity'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 Integrity '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 Integrity'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 Integrity.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in American Integrity on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding American Integrity Insurance or generate 0.0% return on investment in American Integrity over 180 days. American Integrity is related to or competes with Donegal Group, Global Indemnity, American Coastal, Unity Bancorp, Capital Bancorp, Gladstone Capital, and Bridgewater Bancshares. American Integrity is entity of United States More
American Integrity 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 Integrity'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 Integrity Insurance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.22 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 3.15 |
American Integrity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Integrity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Integrity's standard deviation. In reality, there are many statistical measures that can use American Integrity historical prices to predict the future American Integrity's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.08) |
American Integrity Backtested Returns
American Integrity secures Sharpe Ratio (or Efficiency) of -0.0224, which signifies that the company had a -0.0224 % return per unit of standard deviation over the last 3 months. American Integrity Insurance exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Integrity's risk adjusted performance of (0.02), and Mean Deviation of 1.84 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. American Integrity returns are very sensitive to returns on the market. As the market goes up or down, American Integrity is expected to follow. At this point, American Integrity has a negative expected return of -0.0581%. Please make sure to confirm American Integrity's potential upside, day median price, and the relationship between the total risk alpha and accumulation distribution , to decide if American Integrity performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
American Integrity Insurance has very good reverse predictability. Overlapping area represents the amount of predictability between American Integrity time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 American Integrity price movement. The serial correlation of -0.69 indicates that around 69.0% of current American Integrity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 3.17 |
American Integrity lagged returns against current returns
Autocorrelation, which is American Integrity 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 Integrity's stock expected returns. We can calculate the autocorrelation of American Integrity returns to help us make a trade decision. For example, suppose you find that American Integrity 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 |
American Integrity 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 Integrity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Integrity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Integrity stock over time.
Current vs Lagged Prices |
| Timeline |
American Integrity Lagged Returns
When evaluating American Integrity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Integrity stock have on its future price. American Integrity 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 Integrity autocorrelation shows the relationship between American Integrity stock current value and its past values and can show if there is a momentum factor associated with investing in American Integrity Insurance.
Regressed Prices |
| Timeline |
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Check out American Integrity Correlation, American Integrity Volatility and American Integrity Alpha and Beta module to complement your research on American Integrity. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
American Integrity 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.