Assured Guaranty (Germany) Market Value
| DHU Stock | EUR 86.50 1.00 1.17% |
| Symbol | Assured |
Assured Guaranty '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 Assured Guaranty'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 Assured Guaranty.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Assured Guaranty on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Assured Guaranty or generate 0.0% return on investment in Assured Guaranty over 720 days. Assured Guaranty is related to or competes with First American, MGIC Investment, Lancashire Holdings, and Trisura. Assured Guaranty Ltd., through its subsidiaries, provides credit protection products to public finance, infrastructure, ... More
Assured Guaranty 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 Assured Guaranty'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 Assured Guaranty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.31 | |||
| Information Ratio | 0.1055 | |||
| Maximum Drawdown | 15.3 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 5.83 |
Assured Guaranty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Assured Guaranty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Assured Guaranty's standard deviation. In reality, there are many statistical measures that can use Assured Guaranty historical prices to predict the future Assured Guaranty's volatility.| Risk Adjusted Performance | 0.1092 | |||
| Jensen Alpha | 0.2666 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1043 | |||
| Treynor Ratio | 0.2526 |
Assured Guaranty Backtested Returns
Assured Guaranty appears to be very steady, given 3 months investment horizon. Assured Guaranty secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Assured Guaranty, which you can use to evaluate the volatility of the firm. Please makes use of Assured Guaranty's Downside Deviation of 3.31, risk adjusted performance of 0.1092, and Mean Deviation of 2.43 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Assured Guaranty holds a performance score of 8. The firm shows a Beta (market volatility) of 1.77, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Assured Guaranty will likely underperform. Please check Assured Guaranty's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Assured Guaranty's price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Assured Guaranty has below average predictability. Overlapping area represents the amount of predictability between Assured Guaranty time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 Assured Guaranty price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Assured Guaranty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 34.66 |
Assured Guaranty lagged returns against current returns
Autocorrelation, which is Assured Guaranty 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 Assured Guaranty's stock expected returns. We can calculate the autocorrelation of Assured Guaranty returns to help us make a trade decision. For example, suppose you find that Assured Guaranty 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 |
Assured Guaranty 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 Assured Guaranty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Assured Guaranty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Assured Guaranty stock over time.
Current vs Lagged Prices |
| Timeline |
Assured Guaranty Lagged Returns
When evaluating Assured Guaranty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Assured Guaranty stock have on its future price. Assured Guaranty 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, Assured Guaranty autocorrelation shows the relationship between Assured Guaranty stock current value and its past values and can show if there is a momentum factor associated with investing in Assured Guaranty.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Assured Stock
When determining whether Assured Guaranty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Assured Guaranty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Assured Guaranty Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Assured Guaranty Stock:Check out Assured Guaranty Correlation, Assured Guaranty Volatility and Assured Guaranty Alpha and Beta module to complement your research on Assured Guaranty. For more detail on how to invest in Assured Stock please use our How to Invest in Assured Guaranty guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Assured Guaranty 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.