Arthur J Gallagher Stock Market Value
| AJG Stock | USD 304.29 1.85 0.61% |
| Symbol | Arthur |
Arthur J Gallagher Price To Book Ratio
Is Insurance Brokers 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 Arthur J. If investors know Arthur 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 Arthur J 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 0.086 | Dividend Share 2.35 | Earnings Share 5.24 | Revenue Per Share 48.957 | Quarterly Revenue Growth 0.119 |
The market value of Arthur J Gallagher is measured differently than its book value, which is the value of Arthur that is recorded on the company's balance sheet. Investors also form their own opinion of Arthur J's value that differs from its market value or its book value, called intrinsic value, which is Arthur J'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 Arthur J's market value can be influenced by many factors that don't directly affect Arthur J'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 Arthur J's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arthur J is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arthur J'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.
Arthur J '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 Arthur J'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 Arthur J.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Arthur J on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Arthur J Gallagher or generate 0.0% return on investment in Arthur J over 30 days. Arthur J is related to or competes with Aon PLC, Brown Brown, Willis Towers, Erie Indemnity, Marsh McLennan, and CorVel Corp. Gallagher Co., together with its subsidiaries, provides insurance brokerage, consulting, third-party claims settlement, ... More
Arthur J 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 Arthur J'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 Arthur J Gallagher upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.31 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 2.16 |
Arthur J Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arthur J's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arthur J's standard deviation. In reality, there are many statistical measures that can use Arthur J historical prices to predict the future Arthur J's volatility.| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.0238 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1558 |
Arthur J Gallagher Backtested Returns
At this point, Arthur J is very steady. Arthur J Gallagher secures Sharpe Ratio (or Efficiency) of 0.0885, which signifies that the company had a 0.0885% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Arthur J Gallagher, which you can use to evaluate the volatility of the firm. Please confirm Arthur J's Downside Deviation of 1.22, mean deviation of 0.8967, and Risk Adjusted Performance of 0.0535 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Arthur J has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arthur J's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arthur J is expected to be smaller as well. Arthur J Gallagher right now shows a risk of 1.16%. Please confirm Arthur J Gallagher expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Arthur J Gallagher will be following its price patterns.
Auto-correlation | 0.59 |
Modest predictability
Arthur J Gallagher has modest predictability. Overlapping area represents the amount of predictability between Arthur J time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Arthur J Gallagher price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Arthur J price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 14.94 |
Arthur J Gallagher lagged returns against current returns
Autocorrelation, which is Arthur J 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 Arthur J's stock expected returns. We can calculate the autocorrelation of Arthur J returns to help us make a trade decision. For example, suppose you find that Arthur J 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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Arthur J 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 Arthur J stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arthur J stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arthur J stock over time.
Current vs Lagged Prices |
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Arthur J Lagged Returns
When evaluating Arthur J's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arthur J stock have on its future price. Arthur J 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, Arthur J autocorrelation shows the relationship between Arthur J stock current value and its past values and can show if there is a momentum factor associated with investing in Arthur J Gallagher.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Arthur J Gallagher is a strong investment it is important to analyze Arthur J'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 Arthur J's future performance. For an informed investment choice regarding Arthur Stock, refer to the following important reports:Check out Arthur J Correlation, Arthur J Volatility and Arthur J Alpha and Beta module to complement your research on Arthur J. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Arthur J 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.