Assured Guaranty Stock Alpha and Beta Analysis
| AGO Stock | USD 94.69 1.60 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Assured Guaranty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Assured Guaranty over a specified time horizon. Remember, high Assured Guaranty'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 Assured Guaranty's market risk premium analysis include:
Beta 1.21 | Alpha 0.14 | Risk 1.73 | Sharpe Ratio 0.18 | Expected Return 0.31 |
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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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Assured Guaranty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Assured Guaranty market risk premium is the additional return an investor will receive from holding Assured Guaranty 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 Assured Guaranty. 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 Assured Guaranty's performance over market.| α | 0.14 | β | 1.21 |
Assured Guaranty 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 Assured Guaranty's Buy-and-hold return. Our buy-and-hold chart shows how Assured Guaranty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Assured Guaranty Market Price Analysis
Market price analysis indicators help investors to evaluate how Assured Guaranty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assured Guaranty shares will generate the highest return on investment. By understating and applying Assured Guaranty stock market price indicators, traders can identify Assured Guaranty position entry and exit signals to maximize returns.
Assured Guaranty Return and Market Media
The median price of Assured Guaranty for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 82.48 with a coefficient of variation of 5.43. The daily time series for the period is distributed with a sample standard deviation of 4.51, arithmetic mean of 83.07, and mean deviation of 3.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 08/30/2024 |
| Assured Guaranty dividend paid on 4th of September 2024 | 09/04/2024 |
2 | Disposition of 18150 shares by Dominic Frederico of Assured Guaranty subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 3599 shares by Yukiko Omura of Assured Guaranty at 79.73 subject to Rule 16b-3 | 09/26/2024 |
4 | Disposition of 10000 shares by Yukiko Omura of Assured Guaranty subject to Rule 16b-3 | 10/28/2024 |
5 | With EPS Growth And More, Assured Guaranty Makes An Interesting Case | 11/04/2024 |
6 | Assured Guaranty Stock Surges Amid Strong Financial Performance | 11/06/2024 |
7 | Assured Guaranty Ltd. Declares Quarterly Dividend of 0.31 per Common Share | 11/08/2024 |
8 | Assured Guaranty Non-GAAP EPS of 2.42 beats by 1.01, revenue of 269M beats by 68.7M | 11/11/2024 |
9 | Assured Guaranty Announces Earnings Results, Beats Expectations By 1.00 EPS | 11/12/2024 |
10 | Assured Guaranty Ltd Q3 2024 Earnings Call Highlights Record Highs in Key Financial ... | 11/13/2024 |
11 | Assured Guaranty Upgraded to Hold at StockNews.com | 11/14/2024 |
12 | UBS Group Raises Assured Guaranty Price Target to 95.00 - MarketBeat | 11/18/2024 |
About Assured Guaranty 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 Assured or other stocks. Alpha measures the amount that position in Assured Guaranty 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0163 | 0.0153 | 0.0118 | Price To Sales Ratio | 5.73 | 4.6 | 2.7 |
Assured Guaranty Upcoming Company Events
As portrayed in its financial statements, the presentation of Assured Guaranty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Assured Guaranty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Assured Guaranty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Assured Guaranty. Please utilize our Beneish M Score to check the likelihood of Assured Guaranty's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 Assured Guaranty
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Assured Guaranty Backtesting, Assured Guaranty Valuation, Assured Guaranty Correlation, Assured Guaranty Hype Analysis, Assured Guaranty Volatility, Assured Guaranty History and analyze Assured Guaranty Performance. To learn how to invest in Assured Stock, please use our How to Invest in Assured Guaranty guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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.