Ryan Specialty Group Stock Alpha and Beta Analysis
| RYAN Stock | USD 68.51 0.30 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ryan Specialty Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ryan Specialty over a specified time horizon. Remember, high Ryan 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 Ryan Specialty's market risk premium analysis include:
Beta 0.6 | Alpha 0.0105 | Risk 1.5 | Sharpe Ratio (0.04) | Expected Return (0.07) |
Enterprise Value |
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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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Ryan Specialty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ryan Specialty market risk premium is the additional return an investor will receive from holding Ryan 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 Ryan 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 Ryan Specialty's performance over market.| α | 0.01 | β | 0.60 |
Ryan 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 Ryan Specialty's Buy-and-hold return. Our buy-and-hold chart shows how Ryan Specialty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ryan Specialty Market Price Analysis
Market price analysis indicators help investors to evaluate how Ryan 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 Ryan Specialty shares will generate the highest return on investment. By understating and applying Ryan Specialty stock market price indicators, traders can identify Ryan Specialty position entry and exit signals to maximize returns.
Ryan Specialty Return and Market Media
The median price of Ryan Specialty for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 67.45 with a coefficient of variation of 5.74. The daily time series for the period is distributed with a sample standard deviation of 3.9, arithmetic mean of 67.82, and mean deviation of 3.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Ryan Specialty dividend paid on 26th of November 2024 | 11/26/2024 |
1 | Ryan Specialty, LLC Launches Private Offering of 500 Million of Senior Secured Notes | 12/02/2024 |
2 | Disposition of 15000 shares by Mark Katz of Ryan Specialty at 67.3222 subject to Rule 16b-3 | 12/13/2024 |
3 | Disposition of tradable shares by Nicholas Cortezi of Ryan Specialty at 65.0 subject to Rule 16b-3 | 12/20/2024 |
4 | Disposition of 5068 shares by Nicholas Cortezi of Ryan Specialty at 65.1455 subject to Rule 16b-3 | 01/03/2025 |
5 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 66.2564 subject to Rule 16b-3 | 01/15/2025 |
6 | Manulife Investment Management Welcomes Ryan Hanna as Global Chief Operating Officer, Private Markets | 01/16/2025 |
7 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 67.0052 subject to Rule 16b-3 | 01/17/2025 |
8 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 66.9306 subject to Rule 16b-3 | 01/21/2025 |
9 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 65.8361 subject to Rule 16b-3 | 01/22/2025 |
10 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 65.1273 subject to Rule 16b-3 | 01/23/2025 |
11 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 65.0228 subject to Rule 16b-3 | 01/27/2025 |
12 | Disposition of 4900 shares by Nicholas Cortezi of Ryan Specialty at 65.0328 subject to Rule 16b-3 | 01/28/2025 |
13 | Disposition of 8549 shares by Nicholas Cortezi of Ryan Specialty at 66.3285 subject to Rule 16b-3 | 01/30/2025 |
14 | Ryan Specialty Completes Acquisition of Velocity Risk Underwriters | 02/03/2025 |
15 | Willis Towers Watson Q4 Earnings Beat Estimates | 02/04/2025 |
About Ryan 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 Ryan or other stocks. Alpha measures the amount that position in Ryan Specialty Group 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 | 0.008846 | 0.0146 | 0.0168 | Price To Sales Ratio | 2.61 | 2.37 | 2.72 |
Ryan Specialty Upcoming Company Events
As portrayed in its financial statements, the presentation of Ryan Specialty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ryan Specialty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ryan Specialty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ryan Specialty. Please utilize our Beneish M Score to check the likelihood of Ryan Specialty's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 |
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Check out Ryan Specialty Backtesting, Ryan Specialty Valuation, Ryan Specialty Correlation, Ryan Specialty Hype Analysis, Ryan Specialty Volatility, Ryan Specialty History and analyze Ryan Specialty Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Ryan 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.