ASSURANT (Germany) Market Value
| ZAS Stock | EUR 202.00 0.00 0.00% |
| Symbol | ASSURANT |
ASSURANT '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 ASSURANT'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 ASSURANT.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in ASSURANT on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding ASSURANT or generate 0.0% return on investment in ASSURANT over 360 days. ASSURANT is related to or competes with FIREWEED METALS, Nanjing Panda, AOI Electronics, and ELECTRONIC ARTS. More
ASSURANT 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 ASSURANT'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 ASSURANT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.0041 | |||
| Maximum Drawdown | 6.32 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.06 |
ASSURANT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASSURANT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASSURANT's standard deviation. In reality, there are many statistical measures that can use ASSURANT historical prices to predict the future ASSURANT's volatility.| Risk Adjusted Performance | 0.0668 | |||
| Jensen Alpha | 0.0972 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0029 | |||
| Treynor Ratio | 1.37 |
ASSURANT Backtested Returns
ASSURANT appears to be very steady, given 3 months investment horizon. ASSURANT secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for ASSURANT, which you can use to evaluate the volatility of the firm. Please makes use of ASSURANT's risk adjusted performance of 0.0668, and Mean Deviation of 0.8356 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASSURANT holds a performance score of 16. The firm shows a Beta (market volatility) of 0.0766, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ASSURANT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASSURANT is expected to be smaller as well. Please check ASSURANT's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether ASSURANT's price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
ASSURANT has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ASSURANT time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ASSURANT price movement. The serial correlation of -0.76 indicates that around 76.0% of current ASSURANT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 141.28 |
ASSURANT lagged returns against current returns
Autocorrelation, which is ASSURANT 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 ASSURANT's stock expected returns. We can calculate the autocorrelation of ASSURANT returns to help us make a trade decision. For example, suppose you find that ASSURANT 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 |
ASSURANT 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 ASSURANT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASSURANT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASSURANT stock over time.
Current vs Lagged Prices |
| Timeline |
ASSURANT Lagged Returns
When evaluating ASSURANT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASSURANT stock have on its future price. ASSURANT 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, ASSURANT autocorrelation shows the relationship between ASSURANT stock current value and its past values and can show if there is a momentum factor associated with investing in ASSURANT.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in ASSURANT Stock
When determining whether ASSURANT offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ASSURANT'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 Assurant Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Assurant Stock:Check out ASSURANT Correlation, ASSURANT Volatility and ASSURANT Alpha and Beta module to complement your research on ASSURANT. For information on how to trade ASSURANT Stock refer to our How to Trade ASSURANT Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
ASSURANT 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.