American Financial Group Stock Alpha and Beta Analysis
| AFG Stock | USD 147.93 0.13 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Financial over a specified time horizon. Remember, high American Financial'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 American Financial's market risk premium analysis include:
Beta 1.17 | Alpha 0.0905 | Risk 1.4 | Sharpe Ratio 0.16 | Expected Return 0.23 |
American Financial 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.
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American Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Financial market risk premium is the additional return an investor will receive from holding American Financial 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 American Financial. 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 American Financial's performance over market.| α | 0.09 | β | 1.17 |
American Financial 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 American Financial's Buy-and-hold return. Our buy-and-hold chart shows how American Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how American Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Financial shares will generate the highest return on investment. By understating and applying American Financial stock market price indicators, traders can identify American Financial position entry and exit signals to maximize returns.
American Financial Return and Market Media
The median price of American Financial for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 130.75 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 5.48, arithmetic mean of 131.83, and mean deviation of 3.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | American Financial Stock Near 52-Week High What Should Investors Do - Zacks Investment Research | 09/27/2024 |
| American Financial dividend paid on 25th of October 2024 | 10/25/2024 |
3 | Root, Inc. Q3 Earnings and Revenues Surpass Estimates | 10/30/2024 |
4 | American Financial declares 4.00 dividend | 11/05/2024 |
5 | American Financial Q3 Earnings Miss on Higher Catastrophe Losses | 11/06/2024 |
6 | American Financial Group Inc Q3 2024 Earnings Call Highlights Strong Returns Amidst ... | 11/07/2024 |
7 | American Financial Group, Inc. Q3 2024 Earnings Call Transcript | 11/08/2024 |
8 | American Financial Group Given New 143.00 Price Target at BMO Capital Markets | 11/15/2024 |
9 | American Financial Group Sees IBD RS Rating Rise To 71 | 11/21/2024 |
About American Financial 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 American or other stocks. Alpha measures the amount that position in American Financial 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 | 0.2 | 0.1 | 0.0679 | 0.0713 | Price To Sales Ratio | 1.78 | 1.66 | 1.35 | 1.42 |
American Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of American Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Financial. Please utilize our Beneish M Score to check the likelihood of American Financial's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out American Financial Backtesting, American Financial Valuation, American Financial Correlation, American Financial Hype Analysis, American Financial Volatility, American Financial History and analyze American Financial Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
American Financial 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.