Associated Capital Group Stock Alpha and Beta Analysis
| AC Stock | USD 36.63 0.30 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Associated Capital Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Associated Capital over a specified time horizon. Remember, high Associated Capital's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Associated Capital's market risk premium analysis include:
Beta 0.95 | Alpha 0.17 | Risk 1.9 | Sharpe Ratio 0.13 | Expected Return 0.25 |
Associated Capital Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Associated |
Associated Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Associated Capital market risk premium is the additional return an investor will receive from holding Associated Capital long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Associated Capital. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Associated Capital's performance over market.| α | 0.17 | β | 0.95 |
Associated Capital expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Associated Capital's Buy-and-hold return. Our buy-and-hold chart shows how Associated Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Associated Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Associated Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Associated Capital shares will generate the highest return on investment. By understating and applying Associated Capital stock market price indicators, traders can identify Associated Capital position entry and exit signals to maximize returns.
Associated Capital Return and Market Media
The median price of Associated Capital for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 34.01 with a coefficient of variation of 7.1. The daily time series for the period is distributed with a sample standard deviation of 2.43, arithmetic mean of 34.16, and mean deviation of 2.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Gamco Investors, Inc. Et Al of tradable shares of Associated Capital subject to Rule 16b-3 | 09/06/2024 |
2 | Associated Capital Group, Inc. Announces Special Dividend of 2 Per Share | 09/19/2024 |
3 | Associated Capital Group Shares Gap Up to 33.65 - MarketBeat | 09/23/2024 |
4 | AC Reports Preliminary September 30 Book Value of 41.85 to 42.05 Per Share | 10/07/2024 |
5 | Disposition of tradable shares by Gamco Investors, Inc. Et Al of Associated Capital subject to Rule 16b-3 | 10/11/2024 |
6 | Associated Capital Group, Inc. Major Shareholder Mario J. Gabelli Buys 352 Shares | 10/15/2024 |
7 | Gabelli buys 49,800 in Gabelli Dividend Income Trust shares | 10/17/2024 |
8 | Short Interest in Associated Capital Group, Inc. Declines By 21.8 | 10/31/2024 |
| Associated Capital dividend paid on 4th of November 2024 | 11/04/2024 |
9 | Associated Capital Reports Results for the Third Quarter 2024 | 11/08/2024 |
10 | Discovering Hidden Opportunities in Three Promising US Stocks - Simply Wall St | 11/20/2024 |
About Associated Capital Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Associated or other stocks. Alpha measures the amount that position in Associated Capital has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.004644 | 0.00476 | 0.00559 | 0.004346 | Price To Sales Ratio | 45.46 | 60.73 | 61.3 | 64.36 |
Associated Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Associated Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Associated Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Associated Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Associated Capital. Please utilize our Beneish M Score to check the likelihood of Associated Capital's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Associated Capital
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Align your risk with return expectations
Check out Associated Capital Backtesting, Associated Capital Valuation, Associated Capital Correlation, Associated Capital Hype Analysis, Associated Capital Volatility, Associated Capital History and analyze Associated Capital Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Associated Capital 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.