Assurant Stock Market Value
| AIZ Stock | USD 231.51 -4.76 -2.01% |
| Symbol | Assurant |
Quarterly Earnings Growth 15.1% | Dividend Share 3.28 | Earnings Share 16.94 | Revenue Per Share | Quarterly Revenue Growth 7.9% |
Comparing Assurant's market price with book value reveals how market sentiment relates to accounting fundamentals. Assurant's market capitalization is 11.53 B. Assurant P/B of 2.0 shows the market assigns a modest premium over accounting equity. Enterprise value (TTM) stands at 12.14 B. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value.
Assurant's estimated value and market price are complementary but separate measures of worth. For Assurant, key inputs include a P/E ratio of 21.03, a P/B ratio of 2.0, a profit margin of 3.63%, and ROE of 16.0%.
What-If Analysis
What-if analysis for Assurant is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 02/01/2026 |
| 05/02/2026 |
A 0.00 entry into Assurant on February 1, 2026 held to the present would generate 0.00 in net gains. This amounts to a 0.0% cumulative return in Assurant on balance across a 90 day span. Assurant has comparable peers such as American Financial, Globe Life, Invesco Plc, Old Republic, First Horizon, Reinsurance Group, and Jefferies Financial. Assurant, Inc., together with its subsidiaries, provides lifestyle and housing solutions that support, protect, and conn... More
Momentum Range Indicators for Assurant Signals
These indicators describe how Assurant momentum evolves across recent price ranges. The readings quantify how far price has moved within its recent directional range.
| Information Ratio | -0.02 | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | -2.40 | |||
| Potential Upside | 2.05 |
Volatility and Risk Indicators for Assurant Overview
Assurant market risk signals reflect the scope and pattern of historical return variability. Correlation with benchmark returns indicates how much diversification benefit the position provides within a broader portfolio.| Risk Adjusted Performance | -0.01 | |||
| Jensen Alpha | -0.03 | |||
| Total Risk Alpha | -0.04 | |||
| Treynor Ratio | -0.04 |
The mean reversion principle applied to Assurant's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Assurant's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in Assurant's price is a well-documented phenomenon in academic research. In many cases, Assurant's price extremes present statistical patterns that have recurred historically.
Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 1.13 | |||
| Coefficient Of Variation | -9,863 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.81 | |||
| Information Ratio | -0.02 | |||
| Jensen Alpha | -0.03 | |||
| Total Risk Alpha | -0.04 | |||
| Treynor Ratio | -0.04 | |||
| Maximum Drawdown | 9.59 | |||
| Value At Risk | -2.40 | |||
| Potential Upside | 2.05 | |||
| Skewness | -2.25 | |||
| Kurtosis | 9.67 |
Assurant Backtested Returns
Assurant presents a very low volatility profile within the defined horizon. It maintains a Sharpe Ratio (Efficiency) of -0.0223, representing negative adjusted performance consistency. We identified twenty-three technical indicators influencing the company's volatility profile. Please review metrics such as standard deviation of 1.68, risk-adjusted performance of -0.01, and mean deviation of 1.13 to review dispersion measures. The company shows a Beta (Systematic Risk) of 0.69, which attests to generally lower market sensitivity than the broad market. Assurant moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs. At this point, Assurant has a negative expected return of -0.0379%.
Auto-correlation | -0.5 |
Modest reverse predictability
Comparing Assurant's price behavior from 1st of February 2026 to 18th of March 2026 with the period from 18th of March 2026 to 2nd of May 2026 produces modest reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Assurant may be projected. The coefficient of -0.5 links about 50.0% of Assurant's present price action to its own historical movements. Given that Assurant has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 48.94 |