Reinsurance Group Of Stock Alpha and Beta Analysis
| RZB Stock | USD 24.98 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Reinsurance Group of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Reinsurance Group over a specified time horizon. Remember, high Reinsurance Group'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 Reinsurance Group's market risk premium analysis include:
Beta 0.11 | Alpha (0.02) | Risk 0.25 | Sharpe Ratio 0.049 | Expected Return 0.0124 |
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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.
Reinsurance |
Reinsurance Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Reinsurance Group market risk premium is the additional return an investor will receive from holding Reinsurance Group 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 Reinsurance Group. 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 Reinsurance Group's performance over market.| α | -0.02 | β | 0.11 |
Reinsurance Group 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 Reinsurance Group's Buy-and-hold return. Our buy-and-hold chart shows how Reinsurance Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Reinsurance Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Reinsurance Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Reinsurance Group shares will generate the highest return on investment. By understating and applying Reinsurance Group stock market price indicators, traders can identify Reinsurance Group position entry and exit signals to maximize returns.
Reinsurance Group Return and Market Media
The median price of Reinsurance Group for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 25.01 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 25.02, and mean deviation of 0.1. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 480 shares by Wainwright Simon of Reinsurance Group at 138.34 subject to Rule 16b-3 | 08/30/2024 |
2 | Sammons Financial Group Chief Financial Officer Don Lyons to Retire | 10/21/2024 |
3 | Lincoln National Corporation Hits Fresh High Is There Still Room to Run | 11/07/2024 |
4 | AllianceBernstein to expand insurance biz through Reinsurance Group of America partnership | 11/13/2024 |
5 | RGA Announces US4.1 Billion Coinsurance Transaction With Manulife | 11/20/2024 |
6 | Are Investors Undervaluing Reinsurance Group of America Right Now | 11/22/2024 |
About Reinsurance Group 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 Reinsurance or other stocks. Alpha measures the amount that position in Reinsurance 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0261 | 0.0216 | 0.0212 | Price To Sales Ratio | 0.45 | 0.58 | 0.76 |
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 Reinsurance Group 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, Reinsurance Group's short interest history, or implied volatility extrapolated from Reinsurance Group options trading.
Build Portfolio with Reinsurance Group
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Check out Reinsurance Group Backtesting, Reinsurance Group Valuation, Reinsurance Group Correlation, Reinsurance Group Hype Analysis, Reinsurance Group Volatility, Reinsurance Group History and analyze Reinsurance Group Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Reinsurance Group 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.