Amedisys Stock Alpha and Beta Analysis
| AMED Stock | USD 92.41 0.13 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amedisys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amedisys over a specified time horizon. Remember, high Amedisys' 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 Amedisys' market risk premium analysis include:
Beta 0.0134 | Alpha (0.08) | Risk 1.24 | Sharpe Ratio (0.04) | Expected Return (0.05) |
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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.
Amedisys |
Amedisys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amedisys market risk premium is the additional return an investor will receive from holding Amedisys 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 Amedisys. 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 Amedisys' performance over market.| α | -0.08 | β | 0.01 |
Amedisys 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 Amedisys' Buy-and-hold return. Our buy-and-hold chart shows how Amedisys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amedisys Market Price Analysis
Market price analysis indicators help investors to evaluate how Amedisys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amedisys shares will generate the highest return on investment. By understating and applying Amedisys stock market price indicators, traders can identify Amedisys position entry and exit signals to maximize returns.
Amedisys Return and Market Media
The median price of Amedisys for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 91.24 with a coefficient of variation of 4.12. The daily time series for the period is distributed with a sample standard deviation of 3.74, arithmetic mean of 90.68, and mean deviation of 2.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Nick Muscato of 10421 shares of Amedisys subject to Rule 16b-3 | 11/05/2024 |
2 | The Pennant Group, Inc. Q3 Earnings and Revenues Beat Estimates | 11/07/2024 |
3 | Market Today DOJ Challenges UnitedHealths Amedisys Deal, AbbVies Setback | 11/11/2024 |
4 | UnitedHealths 33B Deal With Hospice Provider Blocked By DOJ | 11/13/2024 |
5 | Disposition of 175 shares by Allyson Guidroz of Amedisys at 91.15 subject to Rule 16b-3 | 11/18/2024 |
6 | Principal Financial Group Inc. Sells 33,149 Shares of Amedisys, Inc. - MarketBeat | 11/20/2024 |
7 | Disposition of 102 shares by Allyson Guidroz of Amedisys at 97.75 subject to Rule 16b-3 | 12/24/2024 |
8 | Disposition of 3507 shares by Jennifer Griffin of Amedisys at 89.96 subject to Rule 16b-3 | 12/27/2024 |
9 | UnitedHealth and Amedisys End Sales of Medical Centers to VitalCaring - Marketscreener.com | 01/08/2025 |
10 | Insider Trading | 01/17/2025 |
11 | Acquisition by Denise Bohnert of 2725 shares of Amedisys subject to Rule 16b-3 | 01/21/2025 |
12 | Amedisys, Inc. Shares Bought by Pacer Advisors Inc. - MarketBeat | 01/28/2025 |
About Amedisys 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 Amedisys or other stocks. Alpha measures the amount that position in Amedisys 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.
| 2024 | 2025 (projected) | Dividend Yield | 2.91E-4 | 2.59E-4 | Price To Sales Ratio | 1.24 | 0.86 |
Amedisys Upcoming Company Events
As portrayed in its financial statements, the presentation of Amedisys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amedisys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amedisys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amedisys. Please utilize our Beneish M Score to check the likelihood of Amedisys' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Amedisys
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Check out Amedisys Backtesting, Amedisys Valuation, Amedisys Correlation, Amedisys Hype Analysis, Amedisys Volatility, Amedisys History and analyze Amedisys Performance. For information on how to trade Amedisys Stock refer to our How to Trade Amedisys Stock guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Amedisys 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.