Assurant Stock Alpha and Beta Analysis
| AIZN Stock | USD 21.01 0.08 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Assurant. It also helps investors analyze the systematic and unsystematic risks associated with investing in Assurant over a specified time horizon. Remember, high Assurant'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 Assurant's market risk premium analysis include:
Beta 0.25 | Alpha (0.11) | Risk 0.93 | Sharpe Ratio (0.12) | Expected Return (0.11) |
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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.
Assurant |
Assurant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Assurant market risk premium is the additional return an investor will receive from holding Assurant 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 Assurant. 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 Assurant's performance over market.| α | -0.11 | β | 0.25 |
Assurant 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 Assurant's Buy-and-hold return. Our buy-and-hold chart shows how Assurant performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Assurant Market Price Analysis
Market price analysis indicators help investors to evaluate how Assurant stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assurant shares will generate the highest return on investment. By understating and applying Assurant stock market price indicators, traders can identify Assurant position entry and exit signals to maximize returns.
Assurant Return and Market Media
The median price of Assurant for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 22.22 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 22.14, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Assurant Stock Underperforming The Nasdaq - Barchart | 09/27/2024 |
| Assurant dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Disposition of 1935 shares by Francesca Luthi of Assurant at 110.97 subject to Rule 16b-3 | 11/05/2024 |
3 | Disposition of tradable shares by Jenns Martin of Assurant subject to Rule 16b-3 | 11/15/2024 |
4 | Assurant raises quarterly dividend 8c to 80c per share - TipRanks | 11/19/2024 |
5 | Zacks Research Weighs in on Assurant FY2024 Earnings - MarketBeat | 11/22/2024 |
6 | Acquisition by Richard Dziadzio of 4596 shares of Assurant subject to Rule 16b-3 | 12/03/2024 |
7 | Point72 DIFC Ltd Invests 1 Million in Assurant, Inc. - MarketBeat | 12/06/2024 |
8 | Wellington Management Group LLP Has 82.10 Million Stock Holdings in Assurant, Inc. - MarketBeat | 12/11/2024 |
About Assurant 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 Assurant or other stocks. Alpha measures the amount that position in Assurant 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 | 0.0176 | 0.0221 | 0.0154 | Price To Sales Ratio | 0.9 | 0.67 | 0.5 |
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 Assurant 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, Assurant's short interest history, or implied volatility extrapolated from Assurant options trading.
Build Portfolio with Assurant
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 Assurant Backtesting, Assurant Valuation, Assurant Correlation, Assurant Hype Analysis, Assurant Volatility, Assurant History and analyze Assurant Performance. To learn how to invest in Assurant Stock, please use our How to Invest in Assurant guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Assurant 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.