Aflac Incorporated Stock Alpha and Beta Analysis
| AFL Stock | USD 112.39 0.66 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aflac Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aflac Incorporated over a specified time horizon. Remember, high Aflac Incorporated'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 Aflac Incorporated's market risk premium analysis include:
Beta 0.8 | Alpha (0.01) | Risk 1.19 | Sharpe Ratio 0.0679 | Expected Return 0.0804 |
Aflac Incorporated 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.
Aflac |
Aflac Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aflac Incorporated market risk premium is the additional return an investor will receive from holding Aflac Incorporated 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 Aflac Incorporated. 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 Aflac Incorporated's performance over market.| α | -0.01 | β | 0.80 |
Aflac Incorporated 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 Aflac Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how Aflac Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aflac Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how Aflac Incorporated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aflac Incorporated shares will generate the highest return on investment. By understating and applying Aflac Incorporated stock market price indicators, traders can identify Aflac Incorporated position entry and exit signals to maximize returns.
Aflac Incorporated Return and Market Media
The median price of Aflac Incorporated for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 109.59 with a coefficient of variation of 2.27. The daily time series for the period is distributed with a sample standard deviation of 2.49, arithmetic mean of 109.74, and mean deviation of 1.95. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Max Broden of Aflac Incorporated at 110.02 subject to Rule 16b-3 | 09/23/2024 |
2 | Acquisition by Karole Lloyd of 500 shares of Aflac Incorporated at 77.27 subject to Rule 16b-3 | 09/30/2024 |
3 | UMB Bank n.a. Sells 255 Shares of Aflac Incorporated | 10/11/2024 |
4 | Disposition of 8333 shares by Albert Riggieri of Aflac Incorporated at 78.23 subject to Rule 16b-3 | 10/14/2024 |
5 | Ahead of Aflac Q3 Earnings Get Ready With Wall Street Estimates for Key Metrics | 10/25/2024 |
6 | Q3 2024 Aflac Inc Earnings Call Transcript | 11/01/2024 |
7 | Disposition of 23632 shares by Max Broden of Aflac Incorporated at 78.23 subject to Rule 16b-3 | 11/11/2024 |
8 | American workforce burnout reaches tipping point | 11/12/2024 |
9 | Prime Capital Investment Advisors LLC Sells 2,528 Shares of Aflac Incorporated | 11/14/2024 |
10 | Tokio Marine Asset Management Co. Ltd. Increases Holdings in Aflac Incorporated | 11/15/2024 |
11 | Aflac Incorporated Receives Average Rating of Hold from Brokerages | 11/19/2024 |
12 | Aflac Upgraded to Buy Heres Why | 11/21/2024 |
13 | Darwin Wealth Management LLC Invests 34,000 in Aflac Incorporated | 11/22/2024 |
About Aflac Incorporated 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 Aflac or other stocks. Alpha measures the amount that position in Aflac Incorporated 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 | 2024 (projected) | Dividend Yield | 0.0217 | 0.0214 | 0.0126 | Price To Sales Ratio | 1.78 | 2.39 | 2.76 |
Aflac Incorporated Upcoming Company Events
As portrayed in its financial statements, the presentation of Aflac Incorporated's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aflac Incorporated's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aflac Incorporated's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aflac Incorporated. Please utilize our Beneish M Score to check the likelihood of Aflac Incorporated's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Aflac Incorporated
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Check out Aflac Incorporated Backtesting, Aflac Incorporated Valuation, Aflac Incorporated Correlation, Aflac Incorporated Hype Analysis, Aflac Incorporated Volatility, Aflac Incorporated History and analyze Aflac Incorporated Performance. For more information on how to buy Aflac Stock please use our How to buy in Aflac Stock guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Aflac Incorporated 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.