American Homes 4 Stock Alpha and Beta Analysis
| AMH Stock | USD 38.32 0.27 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Homes 4. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Homes over a specified time horizon. Remember, high American Homes' 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 Homes' market risk premium analysis include:
Beta 0.66 | Alpha (0.09) | Risk 1.22 | Sharpe Ratio (0.02) | Expected Return (0.03) |
American Homes 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 Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Homes market risk premium is the additional return an investor will receive from holding American Homes 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 Homes. 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 Homes' performance over market.| α | -0.09 | β | 0.66 |
American Homes 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 Homes' Buy-and-hold return. Our buy-and-hold chart shows how American Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how American Homes 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 Homes shares will generate the highest return on investment. By understating and applying American Homes stock market price indicators, traders can identify American Homes position entry and exit signals to maximize returns.
American Homes Return and Market Media
The median price of American Homes for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 38.14 with a coefficient of variation of 3.34. The daily time series for the period is distributed with a sample standard deviation of 1.28, arithmetic mean of 38.23, and mean deviation of 0.96. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| American Homes dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Pinterest added to RBCs Top 30 Global Ideas List, Amazon out | 10/01/2024 |
2 | Why American Homes 4 Rent is a Great Dividend Stock Right Now | 10/28/2024 |
3 | Atlanta remains top market for national single-family rental corporation | 10/30/2024 |
4 | American Homes 4 Rent Q3 2024 Earnings Call Highlights Strong Revenue Growth and ... | 10/31/2024 |
5 | Decoding American Homes 4 Rent A Strategic SWOT Insight | 11/01/2024 |
6 | Disposition of 51000 shares by Corrigan Jack E of American Homes at 35.24 subject to Rule 16b-3 | 11/04/2024 |
7 | Disposition of 21000 shares by Corrigan Jack E of American Homes at 35.33 subject to Rule 16b-3 | 11/05/2024 |
8 | American Homes 4 Rent Insider Trades Send A Signal | 11/06/2024 |
9 | American Homes 4 Rent director sells 243,400 in stock | 11/07/2024 |
10 | A Resilient REIT With Long-Term Upside Potential | 11/11/2024 |
11 | Mutual of America Capital Management LLC Trims Holdings in American Homes 4 Rent - MarketBeat | 11/20/2024 |
About American Homes 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 Homes 4 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 | 0.013 | 0.0256 | 0.0133 | Price To Sales Ratio | 10.84 | 7.06 | 7.62 |
American Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of American Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Homes. Please utilize our Beneish M Score to check the likelihood of American Homes' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 American Homes
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 American Homes Backtesting, American Homes Valuation, American Homes Correlation, American Homes Hype Analysis, American Homes Volatility, American Homes History and analyze American Homes Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
American Homes 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.