Affiliated Managers Group Stock Alpha and Beta Analysis
| AMG Stock | USD 187.00 1.33 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Affiliated Managers Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Affiliated Managers over a specified time horizon. Remember, high Affiliated Managers' 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 Affiliated Managers' market risk premium analysis include:
Beta 0.2 | Alpha (0.02) | Risk 1.77 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Affiliated Managers 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.
Affiliated |
Affiliated Managers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Affiliated Managers market risk premium is the additional return an investor will receive from holding Affiliated Managers 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 Affiliated Managers. 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 Affiliated Managers' performance over market.| α | -0.02 | β | 0.20 |
Affiliated Managers 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 Affiliated Managers' Buy-and-hold return. Our buy-and-hold chart shows how Affiliated Managers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Affiliated Managers Market Price Analysis
Market price analysis indicators help investors to evaluate how Affiliated Managers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Affiliated Managers shares will generate the highest return on investment. By understating and applying Affiliated Managers stock market price indicators, traders can identify Affiliated Managers position entry and exit signals to maximize returns.
Affiliated Managers Return and Market Media
The median price of Affiliated Managers for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 186.82 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 4.54, arithmetic mean of 186.79, and mean deviation of 3.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Affiliated Managers Group Inc Q3 2024 Earnings Call Highlights Record AUM and Strategic ... | 11/05/2024 |
2 | Disposition of 74085 shares by Kavita Padiyar of Affiliated Managers at 73.81 subject to Rule 16b-3 | 11/08/2024 |
| Affiliated Managers dividend paid on 29th of November 2024 | 11/29/2024 |
3 | Bear of the Day Affiliated Managers Group | 01/15/2025 |
About Affiliated Managers 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 Affiliated or other stocks. Alpha measures the amount that position in Affiliated Managers 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 | 2025 (projected) | Dividend Yield | 2.62E-4 | 2.82E-4 | 3.25E-4 | 3.08E-4 | Price To Sales Ratio | 2.62 | 2.58 | 2.97 | 3.45 |
Affiliated Managers Upcoming Company Events
As portrayed in its financial statements, the presentation of Affiliated Managers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Affiliated Managers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Affiliated Managers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Affiliated Managers. Please utilize our Beneish M Score to check the likelihood of Affiliated Managers' management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 Affiliated Managers Backtesting, Affiliated Managers Valuation, Affiliated Managers Correlation, Affiliated Managers Hype Analysis, Affiliated Managers Volatility, Affiliated Managers History and analyze Affiliated Managers Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Affiliated Managers 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.