Ategrity Specialty Insurance Stock Alpha and Beta Analysis
| ASIC Stock | USD 21.33 0.14 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ategrity Specialty Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ategrity Specialty over a specified time horizon. Remember, high Ategrity Specialty'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 Ategrity Specialty's market risk premium analysis include:
Beta 0.48 | Alpha 0.0722 | Risk 2.86 | Sharpe Ratio 0.0687 | Expected Return 0.2 |
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.
Check out Ategrity Specialty Backtesting, Ategrity Specialty Valuation, Ategrity Specialty Correlation, Ategrity Specialty Hype Analysis, Ategrity Specialty Volatility, Ategrity Specialty History and analyze Ategrity Specialty Performance. Ategrity Specialty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ategrity Specialty market risk premium is the additional return an investor will receive from holding Ategrity Specialty 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 Ategrity Specialty. 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 Ategrity Specialty's performance over market.| α | 0.07 | β | 0.48 |
Ategrity Specialty 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 Ategrity Specialty's Buy-and-hold return. Our buy-and-hold chart shows how Ategrity Specialty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ategrity Specialty Market Price Analysis
Market price analysis indicators help investors to evaluate how Ategrity Specialty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ategrity Specialty shares will generate the highest return on investment. By understating and applying Ategrity Specialty stock market price indicators, traders can identify Ategrity Specialty position entry and exit signals to maximize returns.
Ategrity Specialty Return and Market Media
The median price of Ategrity Specialty for the period between Sat, Sep 27, 2025 and Fri, Dec 26, 2025 is 18.75 with a coefficient of variation of 5.52. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 18.82, and mean deviation of 0.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Australia Might Reclassify Stablecoins as Financial Products Requiring Licensing | 10/29/2025 |
2 | Bitdeer Fell 20 percent on Wider-Than-Estimated Net Loss, ASIC Chip Delay | 11/11/2025 |
3 | Google TPUs vs. Nvidia GPUs The differences between these 2 chips | 11/25/2025 |
4 | Crypto Industry Files Complaint Against Australias ABC Over Bitcoin Article | 12/03/2025 |
5 | AM Best Revises Outlooks to Positive for Ategrity Specialty Insurance Company Holdings and Its Subsidiaries | 12/04/2025 |
6 | Corporate regulator sues superannuation trustee Diversa over 300m invested in failed First Guardian fund | 12/09/2025 |
7 | Wall Street Undervalues Broadcoms ASIC Story, HSBC Says | 12/11/2025 |
8 | ASIC Approves New Stablecoin Exemptions to Boost Australias Digital Asset Framework | 12/12/2025 |
9 | ASX hit with unprecedented 150m charge over failures as ASIC demands change | 12/15/2025 |
10 | Aussies 100m payout after super fund collapse | 12/18/2025 |
11 | ASIC sues BDO WA over alleged failed scrutiny of Dubber Corporations missing millions | 12/22/2025 |
12 | Australian regulator initiates civil penalty action against BDO Audit | 12/23/2025 |
About Ategrity Specialty 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 Ategrity or other stocks. Alpha measures the amount that position in Ategrity Specialty 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.
| 2010 | 2024 | 2025 (projected) | Dividend Yield | 0.002351 | 3.57E-4 | 3.39E-4 | Price To Sales Ratio | 4.8 | 3.37 | 4.5 |
Ategrity Specialty Investors Sentiment
The influence of Ategrity Specialty's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ategrity. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Ategrity Specialty's public news can be used to forecast risks associated with an investment in Ategrity. The trend in average sentiment can be used to explain how an investor holding Ategrity can time the market purely based on public headlines and social activities around Ategrity Specialty Insurance. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Ategrity Specialty's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Ategrity Specialty's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Ategrity Specialty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Ategrity Specialty.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ategrity Specialty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ategrity Specialty's short interest history, or implied volatility extrapolated from Ategrity Specialty options trading.
Build Portfolio with Ategrity Specialty
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 Ategrity Specialty Backtesting, Ategrity Specialty Valuation, Ategrity Specialty Correlation, Ategrity Specialty Hype Analysis, Ategrity Specialty Volatility, Ategrity Specialty History and analyze Ategrity Specialty Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Ategrity Specialty 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.